Qiang Ji

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

Associate Professor

No.15 ZhongGuanCun BeiYiTiao Alley

Haidian District

Beijing, 100190

China

SCHOLARLY PAPERS

32

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SSRN CITATIONS
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Top 16,017

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23

CROSSREF CITATIONS

45

Scholarly Papers (32)

1.

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
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 159 (221,943)

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

2.

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 122 (272,353)
Citation 13

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

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 68 (393,235)
Citation 2

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

4.

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 65 (402,704)
Citation 1

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

5.

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 61 (415,813)

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energy finance, big data, modern energy market system

6.

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 57 (429,659)
Citation 2

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Oil price volatility; Event analysis; Information transmission; Internet

7.

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
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 55 (436,830)

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

8.

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 48 (463,395)

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

9.

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 42 (488,928)
Citation 1

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

10.

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 40 (497,878)

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Hedge;GARCH;Dynamic conditional correlation

11.

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

Number of pages: 55 Posted: 20 Jul 2020
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 39 (502,486)

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

12.

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 37 (511,744)

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

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 36 (516,506)
Citation 1

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

14.

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 33 (531,780)

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

15.

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 32 (536,969)

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

16.

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 31 (542,215)

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

17.

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 31 (542,215)

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

18.

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 27 (564,863)
Citation 1

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

19.

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 27 (564,863)
Citation 1

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

20.

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 27 (564,863)
Citation 1

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

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 24 (583,822)

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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 20 (610,180)
Citation 1

Abstract:

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Market concern; Oil price; Internet; Information transmission

23.

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 (637,480)

Abstract:

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

24.

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 14 (651,826)

Abstract:

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

25.

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 (651,826)
Citation 1

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

26.

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

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 12 (666,478)

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

27.

Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility

OPEC Energy Review, Vol. 43, Issue 3, pp. 342-361, 2019
Number of pages: 20 Posted: 02 Jun 2020
Southern Illinois University Edwardsville - Department of Economics & Finance, University of Pretoria - Department of Economics, Chinese Academy of Sciences (CAS) - Institute of Policy and Management and Rajagiri Business School
Downloads 0 (774,963)
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28.

Prospects of Pakistan-China energy and economic corridor

Renewable and Sustainable Energy Reviews, 59, 253-263
Posted: 07 Jul 2016
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

29.

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
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

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

30.

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

Renewable and Sustainable Energy Reviews, 52: 1172-1185.
Posted: 05 Jul 2016
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)

31.

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

32.

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