Research Publications for Yang Hu

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Author's Publications

Publications ByHU, Yang

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  • Hu, Y., Oxley, L., & Lang, C. (2019). Can economic policy uncertainty, volume, transaction activity and Twitter predict bitcoin? Evidence from time-varying Granger causality tests (12/19). Waikato Management School.

  • Hu, Y., Hou, Y., & Oxley, L. (2019). Spot and futures prices of bitcoin: Causality, cointegration and price discovery from a time-varying perspective (13/19). Waikato Management School.

  • Hu, Y., Hou, Y., & Oxley, L. (2019). What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective. SSRn. doi:10.2139/ssrn.3442706

  • Lang, C., Hu, Y., Oxley, L., & Hou, Y. (2019). The sustainability and profitability of Bitcoin mining: A Time-Varying Granger Causality approach. SSRN. doi:10.2139/ssrn.3448837

  • Hu, Y., Valera, H. G. A., & Oxley, L. (2019). Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. Finance Research Letters, 31, 138-145. doi:10.1016/j.frl.2019.04.012

  • Hu, Y., & Oxley, L. (2018). Bubbles in US regional house prices: Evidence from house price-income rations at the State level. Applied Economics, 50(29), 3196-3229. doi:10.1080/00036846.2017.1418080

  • Hu, Y., & Oxley, L. (2018). Bubble contagion: Evidence from Japan's asset price bubble of the 1980-90s. Journal of the Japanese and International Economies, 50, 89-95. doi:10.1016/j.jjie.2018.09.002

  • Hu, Y., & Scarrott, C. (2018). evmix: An R package for extreme value mixture modeling, Threshold estimation and boundary corrected kernel density estimation. Journal of Statistical Software, 84(5), 27 pages. doi:10.18637/jss.v084.i05

  • Hu, Y. (2018). Testing for bubbles in time series data using long historical series. (PhD Thesis, University of Waikato). Retrieved from https://researchcommons.waikato.ac.nz/

  • Hu, Y., & Oxley, L. (2017). Are there bubbles in exchange rates? Some new evidence from G10 and emerging markets countries. Economic Modelling, 64, 419-442. doi:10.1016/j.econmod.2017.02.022

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