He Nie

Wuhan University — China

Economics, Econometrics and Finance · Social Sciences

17h-index1.5kcitations34works1.02yr avg
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Research Topics

Market Dynamics and Volatility(23), Energy, Environment, Economic Growth(13), Monetary Policy and Economic Impact(11), Complex Systems and Time Series Analysis(8), Financial Risk and Volatility Modeling(4)

Publications34 total

Can sustainability-linked lending reconcile environmental and financial motives?
International Review of Financial Analysis·2025
Optimizing green subsidy policies for decarbonization in Southeast Asia's real estate sector
Energy Economics·2025· 2 cited
The real cost channel and the Phillips Curve for China
Economics Letters·2025· 2 cited
Volume Versus Returns: Reevaluating the Predictive Power of Salience Theory in the Cryptocurrency Market
SSRN Electronic Journal·2024Open Access
Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods
Energy·2023· 31 cited
The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches
Journal of Futures Markets·2023· 16 cited
Government spending multipliers with the <i>Real</i> Cost channel
Macroeconomic Dynamics·2023· 2 cited
Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
International Review of Economics & Finance·2023· 84 cited
Does World Uncertainty Matter for Leverage Ratio of China's Real Economy?
SSRN Electronic Journal·2023Open Access
The Impact of RCEP on Dual Circulation and Greater Bay Area — From the Perspective of China’s Stock Market Conditions
Economic Analysis Letters·2022· 4 citedOpen Access
Time to build, financial frictions, and the effectiveness of fiscal stimulus
Financial Economics Letters·2022Open Access
The promises (and perils) of control-contingent forward guidance
Review of Economic Dynamics·2022· 3 cited
Emission-elastic Lending Rate: Implications on Environment, Welfare, and Financial Stability
SSRN Electronic Journal·2022Open Access
Avoiding Expectations-driven Liquidity Traps
SSRN Electronic Journal·2022Open Access
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis
Journal of International Financial Markets Institutions and Money·2021· 110 citedOpen Access
Time‐frequency analysis of risk spillovers from oil to BRICS stock markets: A long‐memory Copula‐CoVaR‐MODWT method
International Journal of Finance & Economics·2020· 33 cited
Risk spillover effects from global crude oil market to China’s commodity sectors
Energy·2020· 99 cited
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
The North American Journal of Economics and Finance·2020· 87 cited
Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China
Finance research letters·2019· 99 cited
Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests
Energy·2019· 115 cited
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Frequent Co-authors

Yonghong Jiang(16), Bin Mo(13), Lanxin Wu(2), Gengyu Tian(2), Juan Meng(2), Jiashun Lao(2), Ammu George(2), Jingong Huang(2), Taojun Xie(2), Zhiming Ao(2), Ruan Wei-hua(1), Cuiqiong Chen(1), Cheng Jiang(1), Joe Yohanes Monginsidi(1), Zixuan Zhu(1), Qidi Feng(1), Zhenghui Li(1), Kexin Chen(1), Zhenyu Ge(1), Jinqi Mu(1)