5
H index
3
i10 index
91
Citations
Christian-Albrechts-Universität Kiel (90% share) | 5 H index 3 i10 index 91 Citations RESEARCH PRODUCTION: 14 Articles 6 Papers RESEARCH ACTIVITY: 10 years (2012 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1165 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhenxi Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Empirical Economics | 3 |
Journal of Economic Behavior & Organization | 2 |
Applied Economics | 2 |
Year | Title of citing document |
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2023 | Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835. Full description at Econpapers || Download paper |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper |
2023 | Taming the housing roller coaster: The impact of macroprudential policy on the house price cycle. (2023). Carro, Adrian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001598. Full description at Econpapers || Download paper |
2024 | Impact of geopolitical risk on target debt ratio. (2024). Shrestha, Keshab ; Khaw, Karren Lee-Hwei ; Suresh, Sheena Sara. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013363. Full description at Econpapers || Download paper |
2023 | Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391. Full description at Econpapers || Download paper |
2023 | Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041. Full description at Econpapers || Download paper |
2023 | Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495. Full description at Econpapers || Download paper |
2024 | Anchoring effect, prospect value and stock return. (2024). Lin, Lei ; He, Fangyi ; Chen, Chun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1539-1556. Full description at Econpapers || Download paper |
2023 | Peer effects in corporate advertisement expenditure: Evidence from China. (2023). Cui, Xin ; Liao, Jing ; Wang, Luhan ; Su, Zhifang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001945. Full description at Econpapers || Download paper |
2023 | Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387. Full description at Econpapers || Download paper |
2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper |
2023 | An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520. Full description at Econpapers || Download paper |
2024 | Risk hedging for VaR-constrained newsvendors. (2024). Sethi, Suresh P ; Li, Jiajing ; Chang, Shuhua ; Wang, Xinyu. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:181:y:2024:i:c:s1366554523003538. Full description at Econpapers || Download paper |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf. Full description at Econpapers || Download paper |
2023 | When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6. Full description at Econpapers || Download paper |
2024 | A new exploration in Baltic Dry Index forecasting learning: application of a deep ensemble model. (2024). Bae, Sung Hoon ; Park, Keun Sik ; Su, Miao. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:1:d:10.1057_s41278-023-00278-6. Full description at Econpapers || Download paper |
2023 | The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y. Full description at Econpapers || Download paper |
2023 | Financial Inclusion, Poverty, and Income Inequality in ASEAN Countries: Does Financial Innovation Matter?. (2023). Philip, Abey P ; Badeeb, Ramez Abubakr ; Augustinne, Zhian Zhiow. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03169-8. Full description at Econpapers || Download paper |
2023 | Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89. Full description at Econpapers || Download paper |
2023 | A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2018 | A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Modelling contagion of financial crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Sentiment: The bridge between financial markets and macroeconomy In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2014 | Modeling regional linkage of financial markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 11 |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Quantile hedge ratio for forward freight market In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 5 |
2018 | Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach In: Computational Economics. [Full Text][Citation analysis] | article | 45 |
2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
2012 | Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2013 | Propagation of Financial Crises: A Heterogenous Agents Approach In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Hong Kong: A Bridge Connecting Mainland China and the International Market In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Herding and capitalization size in the Chinese stock market: a micro-foundation evidence In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Determinants and international influences of the Chinese freight market In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Estimating heterogeneous agents behavior in a two-market financial system In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
2015 | Estimating heterogeneous agents behavior in a two-market financial system.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2019 | Baltic Dry Index and iron ore spot market: dynamics and interactions In: Applied Economics. [Full Text][Citation analysis] | article | 10 |
2020 | Speculative trading in Chinese housing market: a panel regression method In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Regimes dependent speculative trading: Evidence from the United States housing market In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
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