Junjie Hu : Citation Profile

Are you Junjie Hu?

Humboldt-Universität Berlin

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H index

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i10 index

34

Citations

RESEARCH PRODUCTION:

4

Papers

RESEARCH ACTIVITY:

   2 years (2019 - 2021). See details.
   Cites by year: 17
   Journals where Junjie Hu has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu606
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Junjie Hu.

Is cited by:

Qiu, Yue (3)

Guinea, Laurentiu (2)

GUPTA, RANGAN (2)

Pierdzioch, Christian (2)

Xie, Tian (2)

perez, rafaela (2)

Yoon, Seong-Min (2)

Wang, Yudong (2)

Zhang, Yaojie (1)

ruiz, jesus (1)

Lucas, Andre (1)

Cites to:

Shephard, Neil (7)

Bollerslev, Tim (7)

Diebold, Francis (6)

Härdle, Wolfgang (5)

Roubaud, David (4)

Bouri, Elie (4)

Andersen, Torben (4)

Corsi, Fulvio (4)

Hafner, Christian (4)

Molnár, Peter (3)

Elliott, Graham (3)

Main data

Where Junjie Hu has published?

Working Papers Series with more than one paper published# docs
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"2
Papers / arXiv.org2

Recent works citing Junjie Hu (2024 and 2023)

YearTitle of citing document
2024Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2023Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2023). Guinea, Laurentiu ; Ruiz, Jesus ; Perez, Rafaela. In: UC3M Working papers. Economics. RePEc:cte:werepe:36916.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2023On the right jump tail inferred from the VIX market. (2023). Izzeldin, Marwan ; Yao, Xingzhi ; Li, Zhenxiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000236.

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2024Stealing the show: The negative effects of media coverage on peers’ stock liquidity. (2024). Xia, Jingjing. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010632.

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2024Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2024). Ruiz, Jesus ; Perez, Rafaela ; Guinea, Laurentiu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013107.

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2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

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2023Does the tail risk index matter in forecasting downside risk?. (2023). Yang, Jimmy J ; Liu, Hungchun ; Hung, Juicheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3451-3466.

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2023Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929.

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2024Modeling VXX under jump diffusion with stochastic long‐term mean. (2020). Zhang, Jin E ; Gehricke, Sebastian A. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1508-1534.

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2024Volatility?of?volatility risk in the crude oil market. (2021). Zhao, Yang ; Xu, Yahua ; Touranirad, Alireza ; Roh, Taiyong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:245-265.

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2024VIX option?implied volatility slope and VIX futures returns. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Yoon, Jungah. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1002-1038.

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Works by Junjie Hu:

YearTitleTypeCited
2021Risk of Bitcoin Market: Volatility, Jumps, and Forecasts In: Papers.
[Full Text][Citation analysis]		paper33
2019Risk of Bitcoin Market: Volatility, Jumps, and Forecasts.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2021Networks of News and Cross-Sectional Returns In: Papers.
[Full Text][Citation analysis]		paper1
2021Advanced statistical learning on short term load process forecasting In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0

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