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Xu Gong

Xiamen University

Xiamen, Fujian 361005

China

  • Xiamen University

SCHOLARLY PAPERS

14

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Rank 47,167

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Top 47,167

in Total Papers Downloads

2,642

TOTAL CITATIONS
Rank 37,186

SSRN RANKINGS

Top 37,186

in Total Papers Citations

30

Scholarly Papers (14)

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1.

Intraday Momentum and Return Predictability: Evidence from the Crude Oil Market

Number of pages: 35 Posted: 07 May 2020
Zhuzhu Wen, Xu Gong, Diandian Ma and Yahua Xu
affiliation not provided to SSRN, Xiamen University, University of Auckland Business School and Central University of Finance and Economics (CUFE) - China Economics and Management Academy
Downloads 1,200 (43,760)

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Intraday momentum, return predictability, crude oil market, market timing strategy

2.

Geopolitical Risk and Dynamic Connectedness between Commodity Markets

Number of pages: 58 Posted: 25 Nov 2021
Xu Gong and Jun Xu
Xiamen University and Xiamen University
Downloads 608 (110,538)
Citation 27

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geopolitical risk, Commodity, GARCH-MIDAS model, Diebold & Yilmaz method, TVP-VAR-SV model

3.

Do Geopolitical Risks Affect Volatility Forecasts for Crude Oil Futures? A Regime Switching Approach

Number of pages: 33 Posted: 01 Dec 2022
Xuehong Zhu, Zibo Niu, Yuanyuan Liu, Xu Gong and Mouhammed Tahir Suleman
Central South University, Central South University, Central South University, Xiamen University and Department of Accounting and Finance, University of Otago
Downloads 131 (561,789)

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crude oil futures, Volatility forecasting, geopolitical risks, Markov switching, MCS test

4.

Does Energy Security Promote Economic Growth? Empirical Evidence from a Global Sample

Number of pages: 32 Posted: 09 Jun 2022
Xu Gong and You Wang
Xiamen University and Xiamen University
Downloads 110 (640,165)
Citation 1

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Energy security, Economic Growth, Heterogeneity analysis, Moderator effect

5.

Climate Policy Uncertainty and Analyst Earnings Forecasts: Evidence from the Chinese Energy Sector

Number of pages: 39 Posted: 30 Oct 2024
Wenhua Liu, Yang Liu, Fenghua Wen and Xu Gong
affiliation not provided to SSRN, Central South University, Central South University - School of Business and Xiamen University
Downloads 89 (747,755)

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Climate policy uncertainty, Analyst earnings forecasts, Optimism, Correction effect

6.

Oil Prices and Systemic Financial Risk: A Complex Network Analysis

Number of pages: 48 Posted: 13 Nov 2023
Fenghua Wen, Kangsheng Wang and Xu Gong
Central South University - School of Business, Central South University and Xiamen University
Downloads 89 (747,755)

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Systemic financial risk, Oil prices, Risk contagion, Complex network

7.

Effect of Analyst Coverage on Downside Risk: Evidence from Earthquake

Number of pages: 52 Posted: 14 Jun 2023
Xian Chen, Bohong Sun, Fenghua Wen and Xu Gong
Central South University, Central South University, Independent and Xiamen University
Downloads 71 (867,774)

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Earthquake, Managerial sentiment, Analyst Coverage, Downside risk, Behavioral bias

8.

Does Public Climate Attention Affect the Net Return Spillover from Energy to Non-Energy Commodities?

Number of pages: 40 Posted: 28 Sep 2023
Xu Gong and Anlan Lin
Xiamen University and Xiamen University
Downloads 64 (924,743)

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Climate attention, Net return spillovers, TVP-VAR-SV model, Commodity markets

9.

Using a New Method to Evaluate Energy Security: Evidence from the Belt and Road Countries

Number of pages: 37 Posted: 01 Nov 2021
Xu Gong and You Wang
Xiamen University and Xiamen University
Downloads 55 (1,010,164)

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Energy Security, Belt and Road, Functional data analysis method

10.

The constraining effect of climate risk on earnings management: An empirical analysis based on corporate resilience and capital return mechanisms

Number of pages: 33 Posted: 12 Sep 2025
Sushan Lan, Xu Gong, Onaikhan Zhadigerova and Dongliang Pan
Al-Farabi Kazakh National University, Xiamen University, Al-Farabi Kazakh National University and Nankai University
Downloads 52 (1,041,696)

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Climate risk, Earnings Management, Financing constraints, Corporate resilience, Capital return

11.

Adding Dummy Variables: A Simple Approach for Improved Volatility Forecasting in Electricity Market

Number of pages: 42 Posted: 30 Mar 2022
Xu Gong and Boqiang Lin
Xiamen University and Xiamen University - Collaborative Innovation Center for Energy Economics and Energy Policy
Downloads 47 (1,097,529)
Citation 1

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Day-of-the-week effects, Structural breaks, Volatility Forecasting, Realized volatility, Electricity market

12.

Mixed-Frequency Connectedness between Crude Oil Price Volatility and Global Economic Policy Uncertainty

Number of pages: 35 Posted: 28 Mar 2024
Tangyong Liu and Xu Gong
Hubei University of Economics and Xiamen University
Downloads 46 (1,109,210)
Citation 1

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Crude oil market, Policy uncertainty, Mixed-frequency VAR

13.

Oil Prices and Systemic Financial Risk: A Complex Network Analysis

Number of pages: 48 Posted: 02 May 2023
Fenghua Wen, Kangsheng Wang and Xu Gong
Independent, Central South University and Xiamen University
Downloads 42 (1,157,785)

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Systemic financial risk, Oil prices, Risk contagion, complex network

14.

Attention on Climate Change and Connectedness of International Fossil Fuel Firms

Number of pages: 35 Posted: 05 Aug 2024 Last Revised: 28 Feb 2026
Xu Gong, Chengbo Fu and Li Yu
Xiamen University, University of Northern British Columbia and University of Manitoba
Downloads 38 (1,209,354)

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fossil fuel, climate change, Dynamic Network Connectedness