| Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries Y Wang, C Wu, L Yang Journal of Comparative economics 41 (4), 1220-1239, 2013 | 673 | 2013 |
| Oil price shocks and agricultural commodity prices Y Wang, C Wu, L Yang Energy Economics 44, 22-35, 2014 | 271 | 2014 |
| Asymmetric effect of basis on dynamic futures hedging: Empirical evidence from commodity markets D Lien, L Yang Journal of Banking & Finance 32 (2), 187-198, 2008 | 155 | 2008 |
| The value of public information in commodity futures markets P Garcia, SH Irwin, RM Leuthold, L Yang Journal of Economic Behavior & Organization 32 (4), 559-570, 1997 | 142 | 1997 |
| Hedging with futures: Does anything beat the naïve hedging strategy? Y Wang, C Wu, L Yang Management Science 61 (12), 2870-2889, 2015 | 128 | 2015 |
| Forecasting crude oil market volatility: A Markov switching multifractal volatility approach Y Wang, C Wu, L Yang International Journal of Forecasting 32 (1), 1-9, 2016 | 123 | 2016 |
| Spot‐futures spread, time‐varying correlation, and hedging with currency futures D Lien, L Yang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 90 | 2006 |
| Hedging crude oil using refined product: A regime switching asymmetric DCC approach Z Pan, Y Wang, L Yang Energy economics 46, 472-484, 2014 | 71 | 2014 |
| Volatility spillovers among the US and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis D Lien, G Lee, L Yang, Y Zhang The North American Journal of Economics and Finance 46, 187-201, 2018 | 48 | 2018 |
| Hedging with Chinese metal futures D Lien, L Yang Global Finance Journal 19 (2), 123-138, 2008 | 38 | 2008 |
| Forecasting US real GDP using oil prices: A time-varying parameter MIDAS model Z Pan, Q Wang, Y Wang, L Yang Energy Economics 72, 177-187, 2018 | 33 | 2018 |
| Intraday return and volatility spill‐over across international copper futures markets D Lien, L Yang International Journal of Managerial Finance 5 (1), 135-149, 2009 | 32 | 2009 |
| Availability and settlement of individual stock futures and options expiration-day effects: evidence from high-frequency data D Lien, L Yang The Quarterly Review of Economics and Finance 45 (4-5), 730-747, 2005 | 32 | 2005 |
| Options expiration effects and the role of individual share futures contracts D Lien, L Yang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2003 | 31 | 2003 |
| Predictability of crude oil prices: An investor perspective L Liu, Y Wang, L Yang Energy Economics 75, 193-205, 2018 | 26 | 2018 |
| Dynamic Dependence Between Liquidity and the S&P 500 Index Futures‐Cash Basis D Lien, G Lim, L Yang, C Zhou Journal of Futures Markets 33 (4), 327-342, 2013 | 23 | 2013 |
| Weather, inventory and common jump dynamics in natural gas futures and spot markets WH Chan, GHK Wang, L Yang Available at SSRN 1537762, 2009 | 23 | 2009 |
| Evaluating the effectiveness of futures hedging D Lien, G Lee, L Yang, C Zhou Handbook of financial econometrics and statistics, 1891-1908, 2014 | 19 | 2014 |
| The effects of structural breaks and long memory on currency hedging D Lien, L Yang Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010 | 19 | 2010 |
| Co-movement between RMB and New Taiwan Dollars: Evidences from NDF markets D Lien, L Yang, C Zhou, G Lee The North American Journal of Economics and Finance 28, 265-272, 2014 | 15 | 2014 |
Scott H. IrwinLaurence J. Norton Chair, Department of Agricultural and Consumer Economics, University of IllinoisVerified email at illinois.edu
