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

27

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Scholarly Papers (27)

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1.

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 57 (374,313)

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energy finance, big data, modern energy market system

2.

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 55 (380,750)

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

3.

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 53 (387,195)

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

4.

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 44 (418,803)

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Oil price volatility; Event analysis; Information transmission; Internet

5.

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 44 (418,803)

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

6.

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 37 (446,697)

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

7.

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 35 (455,200)

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

8.

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 33 (464,047)

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Hedge；GARCH；Dynamic conditional correlation

9.

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 32 (468,648)

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

10.

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 30 (478,322)

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

11.

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 29 (483,270)

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

12.

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 27 (493,748)

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

13.

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 27 (493,748)

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

14.

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 22 (522,163)

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

15.

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 22 (522,163)

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

16.

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 21 (528,014)

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

17.

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 20 (533,847)

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

18.

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 18 (545,984)

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

19.

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 17 (551,976)

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Market concern; Oil price; Internet; Information transmission

20.

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 14 (570,382)

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

21.

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 12 (583,148)

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

22.

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 11 (589,603)

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

23.

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

Abstract:

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

24.

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

25.

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)

26.

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

27.

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