Qiang Ji

Chinese Academy of Sciences (CAS) - Institute of Policy and Management

Associate Professor

No.15 ZhongGuanCun BeiYiTiao Alley

Haidian District

Beijing, 100190

China

  • Chinese Academy of Sciences (CAS) - Institute of Policy and Management

SCHOLARLY PAPERS

36

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Scholarly Papers (36)

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1.

Searching for Safe-haven Assets During the COVID-19 Pandemic

Number of pages: 27 Posted: 19 May 2020
Qiang Ji, Dayong Zhang and Yuqian Zhao
Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and University of Essex
Downloads 290 (148,057)
Citation 13

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COVID-19, Cross-quantilogram, Safe-haven assets, Sequential detection, Tail change

2.

Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning

QMS Research Paper 2021/04
Number of pages: 40 Posted: 05 Nov 2020 Last Revised: 17 Mar 2021
Jiawen Luo, Qiang Ji, Tony Klein and Thomas Walther
South China University of Technology, Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Queen's University Belfast - Queen's Management School and Utrecht University - School of Economics
Downloads 256 (167,853)

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Forecasting, Crude oil, Realized volatility, Exogenous predictors, Machine learning

3.

How Does Oil Price Volatility Affect Non-Energy Commodity Markets?

Applied Energy, 89(1): 273-280, 2012
Number of pages: 23 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 84 (404,523)
Citation 2

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Crude oil market; Non-energy commodity market; Volatility spillover; Dynamic correlation

4.

Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR Models

International Journal of Forecasting, Forthcoming, QMS Research Paper 2019/10
Number of pages: 42 Posted: 10 Aug 2019 Last Revised: 27 Oct 2019
Jiawen Luo, Tony Klein, Qiang Ji and Chenghan Hou
South China University of Technology, Queen's University Belfast - Queen's Management School, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Hunan University - Center for Economics, Finance and Management Studies
Downloads 82 (410,259)

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Agriculture commodity futures, Realized volatility forecasts, Infinite Hidden Markov switching process, HAR models

5.

Evolution of the World Crude Oil Market Integration: A Graph Theory Analysis

Energy Economics, 53, 90-100.
Number of pages: 27 Posted: 06 Jul 2016
Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 75 (431,605)
Citation 1

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Crude oil market, Globalisation, Graph theory, Minimal spanning tree

6.

Energy Finance in the Age of Big Data

Bulletin of the Chinese Academy of Sciences, 28 (4): 298. 2014
Number of pages: 2 Posted: 06 Jul 2016
Qiang Ji and Jianfeng Guo
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 68 (454,860)

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energy finance, big data, modern energy market system

7.

Oil Price Volatility and Oil-Related Events: An Internet Concern Study Perspective

Applied Energy, 137: 256-264.
Number of pages: 29 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji and Jianfeng Guo
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 63 (472,755)
Citation 2

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Oil price volatility; Event analysis; Information transmission; Internet

8.

Board Characteristics, External Governance and the Use of Renewable Energy: International Evidence From Public Firms

Number of pages: 55 Posted: 20 Jul 2020
Dayong Zhang, Zhiwei Zhang, Qiang Ji, Brian M. Lucey and Jia Liu
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Trinity Business School, Trinity College Dublin and University of Salford
Downloads 60 (484,232)

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Board characteristics; Corporate governance; External governance; Legal origin; Renewable energy

9.

Emission Trading Schemes and Cross-Border Mergers and Acquisitions

Number of pages: 56 Posted: 27 Apr 2022
Yajie Chen, Kun Guo, Qiang Ji and Dayong Zhang
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Chinese Academy of Sciences (CAS) - School of Economics and Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management
Downloads 59 (488,103)

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Carbon emission, Climate policy, Cross-border M&A, Emission trading schemes, Transition risks

10.

A Dynamic Analysis on Global Natural Gas Trade Network

Applied Energy, 134:23-33
Number of pages: 20 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Jiang-Bo Geng, Qiang Ji and Ying Fan
University of Science and Technology of China (USTC) - School of Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 55 (504,013)

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Natural gas trade；Complex network； Minimum spanning tree； The degree of market integration

11.

A Dynamic Hedging Approach for Refineries in Multiproduct Oil Markets

Energy, 36(2): 881-887.
Number of pages: 19 Posted: 05 Jul 2016 Last Revised: 07 Jul 2016
Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 52 (516,676)

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Hedge；GARCH；Dynamic conditional correlation

12.

Identification of Global Oil Trade Patterns: An Empirical Research Based on Complex Network Theory

Energy Conversion and Management, 85:856-865, 2014
Number of pages: 82 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji, Hai-Ying Zhang and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 46 (543,846)
Citation 1

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Global oil trade pattern; Complex network; Community structure; Oil trade stability

13.

How Does Oil Market Uncertainty Interact with Other Markets? An Empirical Analysis of Implied Volatility Index

Energy, 55(6): 860-868, 2013
Number of pages: 25 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Ming-Lei Liu, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 44 (553,489)
Citation 1

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Implied volatility index; Uncertainty transmission; Bounds testing approach; Generalized variance decompositions; Generalized impulse response

14.

Modelling the Joint Dynamics of Oil Prices and Investor Fear Gauge

Research in International Business and Finance, 37, 242-251.
Number of pages: 25 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 40 (573,729)

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OVX; Implied volatility index; Fear gauge; Time-varying relationship; TVP GARCH model

15.

Effects of Structural Oil Shocks on Output, Exchange Rate, and Inflation in the BRICS Countries: A Structural Vector Autoregression Approach (SVAR)

Emerging Markets Finance and Trade, 51(6): 1129-1140.
Number of pages: 24 Posted: 05 Jul 2016 Last Revised: 14 Jul 2016
Qiang Ji, Ming-Lei Liu and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management, Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 38 (584,135)

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aggregate demand shocks, emerging economies, oil-specific demand shocks, oil supply

16.

System Analysis Approach for the Identification of Factors Driving Crude Oil Prices

Computers and Industrial Engineering, 63(3): 615-625.
Number of pages: 31 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji
Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 37 (589,637)

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Crude oil price; Financial crisis; Driving factors; VECM; DAG

17.

An Evaluation Framework for Oil Import Security Based on the Supply Chain with a Case Study Focused on China

Energy Economics, 38: 87-95.
Number of pages: 23 Posted: 05 Jul 2016 Last Revised: 07 Jul 2016
Hai-Ying Zhang, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 37 (589,637)
Citation 1

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Oil import security; Supply chain risk evaluation; DEA-like model

18.

What Drives the Formation of Global Oil Trade Patterns?

Energy Economics, 49(5):639-648.
Number of pages: 29 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Hai-Ying Zhang, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 34 (606,653)

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Oil trade patterns; Spatial econometric model; Moran-F indicator; O–D model; Driving factors

19.

Dynamic Integration of World Oil Prices: A Reinvestigation of Globalisation vs. Regionalisation

Applied Energy, 155: 171-180.
Number of pages: 35 Posted: 05 Jul 2016 Last Revised: 07 Jul 2016
Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 34 (606,653)
Citation 1

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World crude oil market; Integration; Time-varying correlation; Directed acyclic grap

20.

The Impact of the North American Shale Gas Revolution on Regional Natural Gas Markets: Evidence from the Regime-Switching Model

Energy Policy, 96, 167-178 (2016)
Number of pages: 34 Posted: 08 Jul 2016 Last Revised: 24 Jul 2016
Jiang-Bo Geng, Qiang Ji and Ying Fan
University of Science and Technology of China (USTC) - School of Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 33 (612,698)

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Shale gas revolution, Natural gas market , Regime-switching model, Price spreads

21.

The Behaviour Mechanism Analysis of Regional Natural Gas Prices: A Multi-Scale Perspective

Energy, 101, 266-277.
Number of pages: 36 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Jiang-Bo Geng, Qiang Ji and Ying Fan
University of Science and Technology of China (USTC) - School of Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 31 (624,793)

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Regionalisation; Natural gas prices; Ensemble Empirical Mode Decomposition; Multi-scale perspective; Cross-correlation analysis

22.

How Does Market Concern Derived from the Internet Affect Oil Prices?

Applied Energy, 112: 1536-1543, 2013
Number of pages: 27 Posted: 05 Jul 2016 Last Revised: 10 Aug 2016
Jianfeng Guo and Qiang Ji
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 30 (631,068)
Citation 1

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Market concern; Oil price; Internet; Information transmission

23.

Competition, Transmission and Pattern Evolution: A Network Analysis of Global Oil Trade

Energy Policy, 73:312-322.
Number of pages: 34 Posted: 05 Jul 2016 Last Revised: 12 Oct 2016
Hai-Ying Zhang, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 28 (644,163)
Citation 1

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Oil-trading competition pattern；Competition transmission；Evolution；Complex network theory

24.

Complex Risk Contagions Among Large International Energy Firms: A Multi-Layer Network Analysis

Number of pages: 48 Posted: 09 May 2022
Fei Wu, Xuanqi Xiao, Xinyu Zhou, Dayong Zhang and Qiang Ji
Southwestern University of Finance and Economics, Technical University of Munich, Southwestern University of Finance and Economics, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 22 (687,912)

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Energy firms, Multi-layer network, Risk contagions, Time-varying

25.

Copula-Based Local Dependence Among Energy, Agriculture and Metal Commodities Markets

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
§ Claudiu Albulescu, Aviral Kumar Tiwari and Qiang Ji
Management Department, Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 20 (703,460)

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energy prices, commodity markets, local dependence, co-movements, mixture copula, local Kendall’s tau

26.

Multi-Perspective Analysis of China's Energy Supply Security

Energy, 64(1): 541-550.
Number of pages: 30 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Jiang-Bo Geng and Qiang Ji
University of Science and Technology of China (USTC) - School of Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 18 (719,562)
Citation 1

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Energy supply security; Multi-dimensional indicator system; Evolution characteristics

27.

Time-Varying Determinants of China's Liquefied Natural Gas Import Price: A Dynamic Model Averaging Approach

Number of pages: 38 Posted: 18 Dec 2021
Tiantian Wang, Dayong Zhang, Qiang Ji and Fei Wu
Nanjing Audit University, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and University of Birmingham, Department of Economics
Downloads 16 (736,335)

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natural gas, China LNG import, dynamic model averaging, energy security

28.

Market Interdependence Among Commodity Prices Based on Information Transmission on the Internet

Physica A: Statistical Mechanics and its Applications, 426, 35-44.
Number of pages: 21 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji and Jianfeng Guo
Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 16 (736,335)

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Commodity market; Internet concern; Information transmission; Dynamic conditional correlation

29.

Separated Influence of Crude Oil Prices on Regional Natural Gas Import Prices

Energy Policy, 70(7): 96-105.
Number of pages: 26 Posted: 05 Jul 2016 Last Revised: 06 Jul 2016
Qiang Ji, Jiang-Bo Geng and Ying Fan
Chinese Academy of Sciences (CAS) - Institute of Policy and Management, University of Science and Technology of China (USTC) - School of Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research
Downloads 15 (745,036)

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regional natural gas import prices; crude oil price shocks; VAR

30.

Impacts of Regional Cooperation Agreements on International Tourism: Evidence from a Quasi-Natural Experiment

Number of pages: 48 Posted: 30 Apr 2022
Yingtong Chen, Dayong Zhang and Qiang Ji
Southwestern University of Finance and Economics, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 8 (811,864)

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Belt and Road Initiative, international tourism, complex network, PSM-DID model

31.

Oil Price Shocks and Stock Market Anomalies

Financial Management, Forthcoming
Posted: 03 Oct 2021
Zhaobo Zhu, Licheng Sun, Jun Tu and Qiang Ji
Shenzhen University, Old Dominion University, Singapore Management University and Chinese Academy of Sciences (CAS) - Institute of Policy and Management

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32.

Prospects of Pakistan-China energy and economic corridor

Renewable and Sustainable Energy Reviews, 59, 253-263
Posted: 07 Jul 2016
Faheemullah Shaikh, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research

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Oil supply challenges, Energy security, Pakistan–China Energy and Economic Corridor (PCEEC), Weight-based model, One Belt-OneRoad

33.

Shocks and Stocks: A Bottom-Up Assessment of the Relationship between Oil Prices, Gasoline Prices and the Returns of Chinese Firms

The Energy Journal, 37, 55-86.
Posted: 07 Jul 2016
David C. Broadstock, Ying Fan, Qiang Ji and Dayong Zhang
Independent, Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management

Abstract:

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China, Financial markets, Oil price shocks, Gasoline price shocks, Firm-level

34.

The Diagnosis of an Electricity Crisis and Alternative Energy Development in Pakistan

Renewable and Sustainable Energy Reviews, 52: 1172-1185.
Posted: 05 Jul 2016
Faheemullah Shaikh, Qiang Ji and Ying Fan
Chinese Academy of Sciences (CAS), Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Chinese Academy of Sciences - Institute of Policy and Management - Center for Energy and Environmental Policy Research

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Electricity crisis; National energy security plan; Alternative energy; Policy issues; Feed-in tariff (FiT)

35.

Technological Innovation and Renewable Energy Development: Evidence Based on Patent Counts

Int. J. Global Environmental Issues, 15, 217-234.
Posted: 05 Jul 2016
Jiang-Bo Geng and Qiang Ji
University of Science and Technology of China (USTC) - School of Management and Chinese Academy of Sciences (CAS) - Institute of Policy and Management

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patents; renewable energy; technological innovation; panel cointegration model; panel error correction model

36.

Forecasting Natural Gas Demand in China: Logistic Modelling Analysis

International Journal of Electrical Power & Energy Systems, 77: 25-32.
Posted: 05 Jul 2016
Faheemullah Shaikh and Qiang Ji
Chinese Academy of Sciences (CAS) and Chinese Academy of Sciences (CAS) - Institute of Policy and Management

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Natural gas demand forecasting; Logistic model; Levenberg–Marquardt Algorithm