Tangyong Liu

Analyzing time-varying volatility spillovers between the crude oil markets using a new method

Xu Gong, Tangyong Liu, 2020 .

On Asymmetric Causality Between Stock Prices and Trading Volume for Some Developed and Emerging Stock Markets: A Preliminary Analysis

Shyh-Wei Chen, Tangyong Liu, 2015 .

Dynamic volatility connectedness between industrial metal markets

Xu Gong, Tangyong Liu, Zicheng Zhou, 2022, The North American Journal of Economics and Finance.

What drives oil prices? — A Markov switching VAR approach

Xu Gong, Tangyong Liu, Chengbo Fu, 2021 .

Analyzing pure contagion between crude oil and agricultural futures markets

Xu Gong, Yujing Jin, Tangyong Liu, 2023, Energy.

The uncertainty spillovers of China's economic policy: Evidence from time and frequency domains

Xu Gong, Tangyong Liu, Lizhi Tang, 2020 .

Analyzing quantile spillover effects among international financial markets

Tangyong Liu, Jie Wang, Na Pan, 2023, The North American Journal of Economics and Finance.

Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets

Xu Gong, Tangyong Liu, Boqiang Lin, 2021 .

Cross-category and Cross-country spillovers of economic policy uncertainty: evidence from the US and China

Xu Gong, Tangyong Liu, Jie Wang, 2023, The North American Journal of Economics and Finance.