16
H index
26
i10 index
888
Citations
University of Chinese Academy of Sciences | 16 H index 26 i10 index 888 Citations RESEARCH PRODUCTION: 77 Articles 5 Chapters RESEARCH ACTIVITY: 15 years (2007 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli1503 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with jianping Li. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2023 | A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809. Full description at Econpapers || Download paper | |
2023 | Deep Reinforcement Learning for Gas Trading. (2023). Michler, Christian ; Granger, Nikita P ; Cy, Alexander ; Miao, Yinsen ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2301.08359. Full description at Econpapers || Download paper | |
2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper | |
2024 | Who are the gatekeepers of economics? Geographic diversity, gender composition, and interlocking editorship of journal boards. (2023). Re, Cristina ; Baccini, Alberto. In: Papers. RePEc:arx:papers:2304.04242. Full description at Econpapers || Download paper | |
2023 | DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data. (2023). Wu, Yong ; Hu, YI ; Liu, Xiaochen ; Zhang, Jiajie ; Liang, Yancheng. In: Papers. RePEc:arx:papers:2308.03704. Full description at Econpapers || Download paper | |
2024 | Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19363. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
2023 | Bank deposits and textual sentiment: When an European Central Bank presidents speech is not just a speech. (2023). Anastasiou, Dimitris ; Katsafados, Apostolos. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:1:p:55-87. Full description at Econpapers || Download paper | |
2023 | ESG REPORTING AND CAPITAL MARKET INVESTORS: INSIGHTS FROM THE GLOBAL TECHNOLOGY AND FINTECH INDUSTRIES. (2023). Marius, Croitoru Ionu ; Lucian, Belacu ; Irina, Mnohoghitnei ; Alexandra, Horobe. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:2:p:178-195. Full description at Econpapers || Download paper | |
2024 | Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Tourism forecasting with granular sentiment analysis. (2023). Song, Haiyan ; Gao, Huicai ; Li, Hengyun. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001408. Full description at Econpapers || Download paper | |
2023 | Risk culture as a blessing in tourism development: Long-run effects of epidemic disasters. (2023). Zhang, Hongru ; Yang, Yang ; Fu, Tong ; Mao, Zhenxing. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s016073832300155x. Full description at Econpapers || Download paper | |
2024 | Building resilience to crisis through slack resources: A longitudinal analysis of US hotels. (2024). Seo, Kwanglim ; Mun, Sung Gyun ; Woo, Linda. In: Annals of Tourism Research. RePEc:eee:anture:v:106:y:2024:i:c:s0160738324000392. Full description at Econpapers || Download paper | |
2023 | Interpretable building energy consumption forecasting using spectral clustering algorithm and temporal fusion transformers architecture. (2023). Nakanishi, Yosuke ; Liu, Jiang ; Zhou, Heng ; Zheng, Peijun. In: Applied Energy. RePEc:eee:appene:v:349:y:2023:i:c:s0306261923009716. Full description at Econpapers || Download paper | |
2024 | Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332. Full description at Econpapers || Download paper | |
2023 | The impact of the disclosure characteristics of the application material on the successful listing of companies on China’s Science and Technology Innovation Board. (2023). Wei, LU ; Wu, Chengliang ; Han, Chen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000636. Full description at Econpapers || Download paper | |
2023 | Fintech development, firm digitalization, and bank loan pricing. (2023). Zhang, Tonghui ; Wu, Weili ; Chen, Wen. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000527. Full description at Econpapers || Download paper | |
2023 | Measurement of information transfer based on phase increment transfer entropy. (2023). Gu, Danlei ; Mi, Yujia ; Lin, Aijing. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007658. Full description at Econpapers || Download paper | |
2023 | Is Fintech good for green finance? Empirical evidence from listed banks in China. (2023). Sarma, Vengadeshvaran ; Lee, Hon ; Wan, Siyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1273-1291. Full description at Econpapers || Download paper | |
2023 | Exploring the determinants of Fintech Credit: A comprehensive analysis. (2023). Liu, Xueqin ; Xue, Xupeng ; Kyaw, Khine ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002341. Full description at Econpapers || Download paper | |
2023 | Textual analysis and detection of financial fraud: Evidence from Chinese manufacturing firms. (2023). Guo, Jinjin ; Xia, Tongshui ; Li, Nan. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002407. Full description at Econpapers || Download paper | |
2023 | Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations. (2023). Jing, Zhongbo ; Deng, Yuqi ; Huang, Jie ; Wei, LU. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002730. Full description at Econpapers || Download paper | |
2023 | Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective. (2023). Feng, Yuyao ; Li, Jingyu ; Jing, Zhongbo. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002808. Full description at Econpapers || Download paper | |
2023 | Structural break in different stock index markets in China. (2023). Diao, Xundi ; Li, Boyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000050. Full description at Econpapers || Download paper | |
2023 | Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165. Full description at Econpapers || Download paper | |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335. Full description at Econpapers || Download paper | |
2023 | New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772. Full description at Econpapers || Download paper | |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression. (2023). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000385. Full description at Econpapers || Download paper | |
2023 | The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172. Full description at Econpapers || Download paper | |
2023 | Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x. Full description at Econpapers || Download paper | |
2023 | Let’s talk about risk! Stock market effects of risk disclosure for European energy utilities. (2023). Walther, Thomas ; Schiemann, Frank ; Dusterhoft, Maximilian. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300292x. Full description at Econpapers || Download paper | |
2023 | Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808. Full description at Econpapers || Download paper | |
2023 | Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857. Full description at Econpapers || Download paper | |
2023 | Pricing and hedging wind power prediction risk with binary option contracts. (2023). Date, Paresh ; Hesamzadeh, Mohammad Reza ; Thakur, Jagruti ; Bunn, Derek. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004589. Full description at Econpapers || Download paper | |
2023 | Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x. Full description at Econpapers || Download paper | |
2023 | Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047. Full description at Econpapers || Download paper | |
2023 | Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?. (2023). Niu, Hongli ; Xu, Kunliang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006278. Full description at Econpapers || Download paper | |
2023 | A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345. Full description at Econpapers || Download paper | |
2023 | Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746. Full description at Econpapers || Download paper | |
2024 | Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703. Full description at Econpapers || Download paper | |
2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper | |
2024 | How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001580. Full description at Econpapers || Download paper | |
2024 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper | |
2024 | Assessing the vulnerability of oil-dependent countries in Europe. (2024). Nguyen, Duc Khuong ; Lima, Alexandre ; Henriques, Carla Oliveira ; Neves, Maria Elisabete. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002226. Full description at Econpapers || Download paper | |
2024 | Energy trade stability of China: Policy options with increasing climate risks. (2024). Zhang, Dayong ; Luan, Liyuan ; Guo, Kun ; Ji, Qiang ; Cai, Xiaoli. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004433. Full description at Econpapers || Download paper | |
2023 | Does Chinas new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries. (2023). Niu, Jiangxin ; Shuai, Jing ; Zhang, QI ; Feng, YU ; Shi, Yangyan. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023027. Full description at Econpapers || Download paper | |
2023 | Short-term load forecasting with an improved dynamic decomposition-reconstruction-ensemble approach. (2023). Sun, Shaolong ; Li, Yanzhao ; Guo, Ju-e, ; Yang, Dongchuan ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024951. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583. Full description at Econpapers || Download paper | |
2023 | An ensemble transfer learning strategy for production prediction of shale gas wells. (2023). Sun, Yuping ; Niu, Wente ; Mu, Ying ; Li, Qiaojing ; Liu, Hualin ; Lu, Jialiang ; Zhang, Xiaowei. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s036054422300837x. Full description at Econpapers || Download paper | |
2023 | The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816. Full description at Econpapers || Download paper | |
2023 | Forecasting coal demand in key coal consuming industries based on the data-characteristic-driven decomposition ensemble model. (2023). Chen, Fan ; Mao, Jinqi ; Tian, Cuicui ; Wang, Delu. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022351. Full description at Econpapers || Download paper | |
2023 | Analyzing the economic, social, and technological determinants of renewable and nonrenewable electricity production in China: Findings from time series models. (2023). Xu, Jinpeng ; Liu, Tianya. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s036054422302282x. Full description at Econpapers || Download paper | |
2023 | The determinants of oil consumption in Tunisia: Fresh evidence from NARDL approach and asymmetric causality test. (2023). Charfi, Fatma Marrakchi ; Gritli, Mohamed Ilyes. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223020261. Full description at Econpapers || Download paper | |
2023 | Evolution pattern of African countries oil trade under the changing in the global oil market. (2023). Zhang, Zhenke ; Wang, Yue ; Xu, Minghui. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223020509. Full description at Econpapers || Download paper | |
2024 | Multivariate analysis and forecasting of the crude oil prices: Part I – Classical machine learning approaches. (2024). Mafat, Iradat Hussain ; Palla, Sridhar ; Tanneru, Hemanth Kumar ; Jha, Nimish. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224009587. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303. Full description at Econpapers || Download paper | |
2023 | Modeling the global sovereign credit network under climate change. (2023). Yang, Lu ; Hamori, Shigeyuki. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001345. Full description at Econpapers || Download paper | |
2023 | Fintech, macroprudential policies and bank risk: Evidence from China. (2023). Abedin, Mohammad Zoynul ; Wang, Yong ; Goodell, John W ; Zhao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001643. Full description at Econpapers || Download paper | |
2023 | Explainable artificial intelligence modeling to forecast bitcoin prices. (2023). Nasir, Muhammad Ali ; Saadaoui, Foued ; ben Jabeur, Sami ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002181. Full description at Econpapers || Download paper | |
2023 | Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545. Full description at Econpapers || Download paper | |
2023 | Fintech inputs, non-performing loans risk reduction and bank performance improvement. (2023). Wu, Wanting ; Mao, Kunyuan ; Wang, Haijun ; Luo, Haohan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003654. Full description at Econpapers || Download paper | |
2023 | Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective. (2023). Liu, Peipei ; Huang, Wei-Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003915. Full description at Econpapers || Download paper | |
2023 | Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment. (2023). Muhammed, Shahnawaz ; Goodell, John W ; Gunay, Samet ; Kirimhan, Destan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004416. Full description at Econpapers || Download paper | |
2024 | Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. (2024). Sensoy, Ahmet ; Pradhan, H K ; Banerjee, Ameet Kumar ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005112. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
2024 | Fintech development and corporate credit risk: Evidence from an emerging market. (2024). Zhou, Peng ; Wu, Xiaomeng ; Mo, Lingyu ; Tan, Changchun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000164. Full description at Econpapers || Download paper | |
2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper | |
2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper | |
2024 | Fintech and financial sector: ADO analysis and future research agenda. (2024). Thenmozhi, M ; Choudhary, Priya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001339. Full description at Econpapers || Download paper | |
2023 | COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218. Full description at Econpapers || Download paper | |
2023 | The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119. Full description at Econpapers || Download paper | |
2023 | The effects of the financial crisis and Basel III on banks’ risk disclosure: A textual analysis. (2023). Raviv, Alon ; Blum, Avinoam. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000545. Full description at Econpapers || Download paper | |
2023 | Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19. (2023). Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000648. Full description at Econpapers || Download paper | |
2023 | Tracking customer risk aversion. (2023). Kim, Woo Chang ; Yun, Wonje ; Kong, Hyeongwoo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000727. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2020 | Tourism companies risk exposures on text disclosure In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 16 |
2012 | A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting In: Applied Energy. [Full Text][Citation analysis] | article | 55 |
2012 | Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSUs oil economies In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2014 | Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
2017 | Expected default based score for identifying systemically important banks In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2019 | Bank risk aggregation with forward-looking textual risk disclosures In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 37 |
2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
2018 | Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2019 | Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions In: Emerging Markets Review. [Full Text][Citation analysis] | article | 15 |
2017 | A deep learning ensemble approach for crude oil price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 112 |
2019 | Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2021 | The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
2014 | Chinas Sovereign Wealth Fund Investments in overseas energy: The energy security perspective In: Energy Policy. [Full Text][Citation analysis] | article | 21 |
2016 | Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries In: Energy Policy. [Full Text][Citation analysis] | article | 26 |
2017 | Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain In: Energy. [Full Text][Citation analysis] | article | 20 |
2021 | Predictability dynamics of multifactor-influenced installed capacity: A perspective of country clustering In: Energy. [Full Text][Citation analysis] | article | 6 |
2014 | Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports In: Energy. [Full Text][Citation analysis] | article | 39 |
2020 | Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 25 |
2020 | Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 40 |
2020 | Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S. In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 51 |
2019 | Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTCs disaggregated reports In: Finance Research Letters. [Full Text][Citation analysis] | article | 54 |
2020 | How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2021 | Measuring the risk of Chinese Fintech industry: evidence from the stock index In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2021 | Forecasting the price of Bitcoin using deep learning In: Finance Research Letters. [Full Text][Citation analysis] | article | 19 |
2021 | A two-stage general approach to aggregate multiple bank risks In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2018 | Journal editorship index for assessing the scholarly impact of academic institutions: An empirical analysis in the field of economics In: Journal of Informetrics. [Full Text][Citation analysis] | article | 1 |
2018 | Decomposing inequality in research funding by university-institute sub-group: A three-stage nested Theil index In: Journal of Informetrics. [Full Text][Citation analysis] | article | 8 |
2022 | A novel text-based framework for forecasting agricultural futures using massive online news headlines In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2020 | Portfolio optimisation of material purchase considering supply risk – A multi-objective programming model In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Probabilistic risk assessment for interdependent critical infrastructures: A scenario-driven dynamic stochastic model In: Reliability Engineering and System Safety. [Full Text][Citation analysis] | article | 12 |
2015 | Change point detection for subprime crisis in American banking: From the perspective of risk dependence In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Financial stress dynamics in China: An interconnectedness perspective In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
2020 | Risk dependence between energy corporations: A text-based measurement approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2021 | Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
2014 | Nonlinear Dynamics in Financial Systems: Advances and Perspectives In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
2014 | A Nonparametric Operational Risk Modeling Approach Based on Cornish-Fisher Expansion In: Discrete Dynamics in Nature and Society. [Full Text][Citation analysis] | article | 0 |
2017 | Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance 2016 In: Mathematical Problems in Engineering. [Full Text][Citation analysis] | article | 0 |
2014 | Operational Risk Aggregation across Business Lines Based on Frequency Dependence and Loss Dependence In: Mathematical Problems in Engineering. [Full Text][Citation analysis] | article | 0 |
2014 | Nonlinear Problems: Mathematical Modeling, Analyzing, and Computing for Finance In: Mathematical Problems in Engineering. [Full Text][Citation analysis] | article | 0 |
2015 | Spillover effect of international crude oil market on tanker market In: International Journal of Global Energy Issues. [Full Text][Citation analysis] | article | 12 |
2015 | On the aggregation of credit, market and operational risks In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 7 |
2018 | Financial statements based bank risk aggregation In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 8 |
2019 | New Challenge and Research Development in Global Energy Financialization In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 9 |
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2015 | What Is the Impact of Capital Controls? In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
2015 | Risk integration and optimization of oil-importing maritime system: a multi-objective programming approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
2022 | Multi-objective optimization of crude oil-supply portfolio based on interval prediction data In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
2017 | A Data-Driven Dynamic Programming Model for Research Position Demand Forecasting In: Annals of Data Science. [Full Text][Citation analysis] | article | 0 |
2017 | How China Deals with Big Data In: Annals of Data Science. [Full Text][Citation analysis] | article | 6 |
2018 | Operational Loss Data Collection: A Literature Review In: Annals of Data Science. [Full Text][Citation analysis] | article | 4 |
2019 | Consumer’s risk perception on the Belt and Road countries: evidence from the cross-border e-commerce In: Electronic Commerce Research. [Full Text][Citation analysis] | article | 3 |
2021 | The intellectual capital efficiency and corporate sustainable growth nexus: comparison from agriculture, tourism and renewable energy sector In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. [Full Text][Citation analysis] | article | 10 |
2022 | Operational risk assessment of third-party payment platforms: a case study of China In: Financial Innovation. [Full Text][Citation analysis] | article | 2 |
2015 | Ranking the research productivity of business and management institutions in Asia–Pacific region: empirical research in leading ABS journals In: Scientometrics. [Full Text][Citation analysis] | article | 4 |
2017 | Underestimating or overestimating the distribution inequality of research funding? The influence of funding sources and subdivision In: Scientometrics. [Full Text][Citation analysis] | article | 2 |
2018 | Who are the international research collaboration partners for China? A novel data perspective based on NSFC grants In: Scientometrics. [Full Text][Citation analysis] | article | 10 |
2019 | Early identification of intellectual structure based on co-word analysis from research grants In: Scientometrics. [Full Text][Citation analysis] | article | 6 |
2020 | Does the institutional diversity of editorial boards increase journal quality? The case economics field In: Scientometrics. [Full Text][Citation analysis] | article | 3 |
2020 | How does economic policy uncertainty react to oil price shocks? A multi-scale perspective In: Applied Economics Letters. [Full Text][Citation analysis] | article | 49 |
2021 | Multi-scale interactions between Turkish lira exchange rates and sovereign CDS in Europe and Asia In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2021 | Understanding country risk assessment: a historical review In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2018 | A fuzzy mapping framework for risk aggregation based on risk matrices In: Journal of Risk Research. [Full Text][Citation analysis] | article | 1 |
2021 | Aggregating risk matrices under a normative framework In: Journal of Risk Research. [Full Text][Citation analysis] | article | 1 |
2018 | Option prices and stock market momentum: evidence from China In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2020 | Identifying the influential factors of commodity futures prices through a new text mining approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Project portfolio implementation under uncertainty and interdependencies: A simulation study of behavioural responses In: Journal of the Operational Research Society. [Full Text][Citation analysis] | article | 0 |
2018 | How to Design Rating Schemes of Risk Matrices: A Sequential Updating Approach In: Risk Analysis. [Full Text][Citation analysis] | article | 7 |
2016 | A Systematic Overview of Operations Research/Management Science Research in Mainland China: Bibliometric Analysis of the Period 2001–2013 In: Asia-Pacific Journal of Operational Research (APJOR). [Full Text][Citation analysis] | article | 4 |
2007 | FEATURE SELECTION VIA LEAST SQUARES SUPPORT FEATURE MACHINE In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 1 |
2009 | MODELING DYNAMIC CORRELATIONS AND SPILLOVER EFFECTS OF COUNTRY RISK: EVIDENCE FROM RUSSIA AND KAZAKHSTAN In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 5 |
2009 | A PIECEWISE-DEFINED SEVERITY DISTRIBUTION-BASED LOSS DISTRIBUTION APPROACH TO ESTIMATE OPERATIONAL RISK: EVIDENCE FROM CHINESE NATIONAL COMMERCIAL BANKS In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 2 |
2009 | GUEST EDITORS INTRODUCTION: RISK MEASUREMENT AND RISK CORRELATION ANALYSIS In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 0 |
2012 | RISK INTEGRATION MECHANISMS AND APPROACHES IN BANKING INDUSTRY In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 4 |
2016 | A Bayesian Networks-Based Risk Identification Approach for Software Process Risk: The Context of Chinese Trustworthy Software In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 0 |
2019 | A Multiobjective Optimization Approach for Selecting Risk Response Strategies of Software Project: From the Perspective of Risk Correlations In: International Journal of Information Technology & Decision Making (IJITDM). [Full Text][Citation analysis] | article | 1 |
2011 | Recap of 18th Annual Conference on Pacific Basin Finance, Economics, Accounting and Management In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 0 |
2019 | Should the Advanced Measurement Approach for Operational Risk be Discarded? Evidence from the Chinese Banking Industry In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 1 |
2020 | Support Vector Machines Based Methodology for Credit Risk Analysis In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
2020 | Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2020 | Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2020 | Option Price and Stock Market Momentum in China In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team