Impact of macroeconomic news on metal futures J Elder, H Miao, S Ramchander Journal of Banking & Finance 36 (1), 51-65, 2012 | 189 | 2012 |
Influential factors in crude oil price forecasting H Miao, S Ramchander, T Wang, D Yang Energy Economics 68, 77-88, 2017 | 173 | 2017 |
Currency jumps, cojumps and the role of macro news A Chatrath, H Miao, S Ramchander, S Villupuram Journal of International Money and Finance 40, 42-62, 2014 | 129 | 2014 |
Return and volatility transmission in US housing markets H Miao, S Ramchander, MW Simpson Real Estate Economics 39 (4), 701-741, 2011 | 113 | 2011 |
Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper AAA Khalifa, H Miao, S Ramchander Journal of Futures Markets 31 (1), 55-80, 2011 | 108 | 2011 |
Jumps in oil prices: the role of economic news J Elder, H Miao, S Ramchander The Energy Journal 34 (3), 217-237, 2013 | 71 | 2013 |
Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover H Miao, S Ramchander, T Wang, D Yang Pacific-Basin Finance Journal 44, 13-26, 2017 | 69 | 2017 |
Price discovery in crude oil futures J Elder, H Miao, S Ramchander Energy Economics 46, S18-S27, 2014 | 69 | 2014 |
S&P 500 index‐futures price jumps and macroeconomic news H Miao, S Ramchander, J Zumwalt Journal of Futures Markets 34 (10), 980-1001, 2014 | 67* | 2014 |
Functional dynamic factor model for intraday price curves P Kokoszka, H Miao, X Zhang Journal of Financial Econometrics 13 (2), 456-477, 2015 | 65 | 2015 |
Does the price of crude oil respond to macroeconomic news? A Chatrath, H Miao, S Ramchander Journal of Futures Markets 32 (6), 536-559, 2012 | 62 | 2012 |
Forecasting of density functions with an application to cross-sectional and intraday returns P Kokoszka, H Miao, A Petersen, HL Shang International Journal of Forecasting 35 (4), 1304-1317, 2019 | 41 | 2019 |
VaR and expected shortfall: a non-normal regime switching framework RJ Elliott, H Miao Quantitative Finance 9 (6), 747-755, 2009 | 31 | 2009 |
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets H Miao, S Ramchander, T Wang, J Yang Journal of Futures Markets 38 (1), 38-65, 2018 | 30 | 2018 |
Volatility spillovers in commodity futures markets: A network approach J Yang, Z Li, H Miao Journal of Futures Markets 41 (12), 1959-1987, 2021 | 26 | 2021 |
The forecasting efficacy of risk‐neutral moments for crude oil volatility A Chatrath, H Miao, S Ramchander, T Wang Journal of Forecasting 34 (3), 177-190, 2015 | 26 | 2015 |
Investment timing under regime switching RJ Elliott, H Miao, J Yu International Journal of Theoretical and Applied Finance 12 (04), 443-463, 2009 | 26 | 2009 |
An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments A Chatrath, H Miao, S Ramchander, T Wang Energy Economics 54, 213-223, 2016 | 24 | 2016 |
Dynamic functional regression with application to the cross-section of returns P Kokoszka, H Miao, M Reimherr, B Taoufik Journal of Financial Econometrics 16 (3), 461-485, 2018 | 19 | 2018 |
Viterbi-based estimation for Markov switching GARCH model RJ Elliott, JW Lau, H Miao, T Kuen Siu Applied Mathematical Finance 19 (3), 219-231, 2012 | 18 | 2012 |