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Bing-Yue Liu · Study
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Author
Bing-Yue Liu
11 works
· latest 2023
· 2 institutions
cluster: provisional
ORCID 0000-0002-0445-6676
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Most cited in this library
Energy investment risk assessment for nations along China’s Belt & Road Initiative
2017 · 247 citations
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
2018 · 236 citations
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
2018 · 197 citations
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
2018 · 177 citations
Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?
2023 · 147 citations
Works
11 shown
Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?
Journal of Environmental Management
·
2023
·
2 authors
147
citations
A systemic analysis of dynamic frequency spillovers among carbon emissions trading (CET), fossil energy and sectoral stock markets: Evidence from China
Energy
·
2022
·
3 authors
77
citations
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Energy Economics
·
2021
·
4 authors
·
Open access
85
citations
Network connectedness between natural gas markets, uncertainty and stock markets
Energy Economics
·
2020
·
4 authors
94
citations
Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach
Energy Economics
·
2018
·
4 authors
197
citations
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
The North American Journal of Economics and Finance
·
2018
·
4 authors
50
citations
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
International Review of Financial Analysis
·
2018
·
4 authors
236
citations
Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model
Energy Economics
·
2018
·
3 authors
177
citations
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model
Energy Economics
·
2017
·
3 authors
96
citations
Energy investment risk assessment for nations along China’s Belt & Road Initiative
Journal of Cleaner Production
·
2017
·
4 authors
247
citations
A new time-varying optimal copula model identifying the dependence across markets
Quantitative Finance
·
2016
·
3 authors
78
citations