Ruipeng Liu : Citation Profile


Are you Ruipeng Liu?

Deakin University

7

H index

7

i10 index

302

Citations

RESEARCH PRODUCTION:

7

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 33
   Journals where Ruipeng Liu has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 4 (1.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli297
   Updated: 2022-11-19    RAS profile: 2018-06-12    
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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 Ruipeng Liu.

Is cited by:

Salisu, Afees (51)

GUPTA, RANGAN (17)

Krištoufek, Ladislav (11)

Raheem, Ibrahim (10)

YAYA, OLAOLUWA (10)

Mishra, Vinod (9)

Oloko, Tirimisiyu (9)

Isah, Kazeem (9)

Smyth, Russell (8)

Ogbonna, Ahamuefula (7)

Adediran, Idris (7)

Cites to:

Calvet, Laurent (14)

Lux, Thomas (7)

Fisher, Adlai (6)

Baruník, Jozef (4)

Stein, Jeremy (2)

Mandelbrot, Benoît (2)

Hong, Harrison (2)

Dacorogna, Michel (2)

Vacha, Lukas (2)

Lobato, Ignacio (2)

Krištoufek, Ladislav (2)

Main data


Where Ruipeng Liu has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Deakin University, Department of Economics3
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2
Papers / arXiv.org2
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Ruipeng Liu (2022 and 2021)


YearTitle of citing document
2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

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2022Persistence in Commodity Prices. (2021). Gil-Alana, Luis. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310529.

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2021Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403.

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2021Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395.

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2022Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2021Pandemics and the Asia-Pacific Islamic Stocks. (2021). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: Asian Economics Letters. RePEc:ayb:jrnael:8.

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2021Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:17.

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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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2021Detrended multifractal characterization of Indian rainfall records. (2021). Mali, Provash ; Sarker, Alivia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:151:y:2021:i:c:s0960077921006512.

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2022U.S. Politics from a multifractal perspective. (2022). Schadner, Wolfgang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010316.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021Tax reform and public debt instability in developing countries: The trade openness and public revenue instability channels. (2021). Gnangnon, Sena Kimm. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:54-67.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2022Inference for Nonlinear State Space Models: A Comparison of Different Methods applied to Markov-Switching Multifractal Models. (2022). Lux, Thomas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:69-95.

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2021Oil price uncertainty, CSR and institutional quality: A cross-country evidence. (2021). Nguyen, Dat ; Bach, Dinh Hoang ; Tee, Chwee Ming ; Tran, Vuong Thao. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002450.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

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2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

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2022Convergence of per capita energy consumption around the world: New evidence from nonlinear panel unit root tests. (2022). Omay, Tolga ; Romero-Avila, Diego. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002286.

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2021Does the shale gas boom change the natural gas price-production relationship? Evidence from the U.S. market. (2021). Wen, Jun ; Chu, Yin ; Wang, Quan-Jing ; Feng, Gen-Fu ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319300799.

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2021Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319301914.

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2021Testing the persistence of shocks on renewable energy consumption: Evidence from a quantile unit-root test with smooth breaks. (2021). Lee, Chien-Chiang ; Ranjbar, Omid. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322970.

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2022The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268.

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2021Same same but different – Stylized facts of CTA sub strategies. (2021). Li, Youwei ; Mende, Alexander ; Liu, Rui Peng ; Erds, Peter . In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000016.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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2021Economic policy uncertainty exposure and stock price bubbles: Evidence from China. (2021). Wu, Ji ; He, Feng ; Cui, Xin ; Wang, Chunfeng ; Cheng, Feiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002817.

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2021One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925.

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2022An investigative study of links between terrorist attacks and cryptocurrency markets. (2022). Veron, Jose Francisco ; Wallace, Damien ; Ramiah, Vikash ; Pereira, Vijay ; Reddy, Krishna ; Almaqableh, Laith. In: Journal of Business Research. RePEc:eee:jbrese:v:147:y:2022:i:c:p:177-188.

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2021Does parameterization affect the complexity of agent-based models?. (2021). Krištoufek, Ladislav ; Kristoufek, Ladislav ; Kukacka, Jiri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:324-356.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x.

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2021Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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2021Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Özgür, Önder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160.

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2022Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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2021Do economic policy uncertainty and its components predict Chinas housing returns?. (2021). Shao, Xue-Feng ; Qin, Meng ; Wang, Min-Hui ; Li, Xin ; Yin, Xiao-Cui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000822.

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2021The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool. (2021). di Matteo, T ; Magafas, L ; Brandi, Giuseppe ; Antoniades, I P. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308591.

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2021Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2021On the persistence of market sentiment: A multifractal fluctuation analysis. (2021). Schadner, Wolfgang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:581:y:2021:i:c:s037843712100515x.

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2021Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Flori, Andrea ; Pecora, Nicolo ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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2021Multifractal characteristics analysis of daily reference evapotranspiration in different climate zones of China. (2021). Xing, Liwen ; Jiang, Shouzheng ; Cheng, Long ; Zhang, Yaling ; Zhao, LU ; Liang, Chuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s037843712100546x.

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2022A risk measure of the stock market that is based on multifractality. (2022). Chen, Liqing ; Zhang, Zilu ; Sun, QI ; Wang, YI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001960.

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2022Climate change and financial stability: Natural disaster impacts on global stock markets. (2022). Pammolli, Fabio ; Flori, Andrea ; Spelta, Alessandro ; Pagnottoni, Paolo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:599:y:2022:i:c:s037843712200365x.

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2021COVID-19 pandemic and the safe haven property of Bitcoin. (2021). Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:370-375.

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2022Measuring preferences for energy efficiency in ACI and EU nations and uncovering their impacts on energy conservation. (2022). Gangopadhyay, Partha ; Shankar, Sriram ; Singh, Baljeet ; Chen, Hong. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:156:y:2022:i:c:s1364032121012090.

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2021The behavior of exchange rate and stock returns in high and low interest rate environments. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:138-149.

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2021Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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2021The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches. (2021). Pietrych, Ukasz ; Czech, Katarzyna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:142-:d:606543.

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2022Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats. (2022). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem ; Jose, Ana Ercilia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5828-:d:813275.

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2021High-Frequency Volatility Forecasting of US Housing Markets. (2021). Wohar, Mark ; GUPTA, RANGAN ; Lesame, Keagile ; Segnon, Mawuli. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:2:d:10.1007_s11146-020-09745-w.

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2021MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper. In: ERC Working Papers. RePEc:met:wpaper:2103.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan. In: MPRA Paper. RePEc:pra:mprapa:105353.

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2021Market Efficiency of Asian Stocks: Evidence based on Narayan-Liu-Westerlund GARCH-based Unit root test. (2021). YAYA, OLAOLUWA ; Adekoya, Oluwasegun B ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:109828.

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2022Financial bubbles and income inequality. (2022). Brett, Craig ; Sarkar, Saikat. In: MPRA Paper. RePEc:pra:mprapa:112070.

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2022Internet, Participation in International Trade, and Tax Revenue Instability. (2022). Gnangnon, Sena Kimm. In: Journal of Economic Integration. RePEc:ris:integr:0851.

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2021COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations. (2021). Salisu, Afees ; Obiora, Kingsley. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00253-1.

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2021Market sentiment and heterogeneous agents in an evolutive financial model. (2021). Naimzada, Ahmad ; Pecora, N ; Cavalli, F ; Pireddu, M. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:31:y:2021:i:4:d:10.1007_s00191-021-00737-4.

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2022Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis. (2022). Das, Chandrabhanu ; Kar, Brajaballav. In: Springer Proceedings in Business and Economics. RePEc:spr:prbchp:978-981-19-0357-1_2.

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2022Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics. (2022). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:4:d:10.1007_s11135-021-01214-7.

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2021Stock?induced Google trends and the predictability of sectoral stock returns. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; Adediran, Idris. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:2:p:327-345.

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2021Stock markets and exchange rate behavior of the BRICS. (2021). Salisu, Afees ; GUPTA, RANGAN ; Isah, Kazeem ; Cuado, Juncal. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1581-1595.

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Works by Ruipeng Liu:


YearTitleTypeCited
2007True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence In: Papers.
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paper41
2007True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence.(2007) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 41
article
2007True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence.(2007) In: Economics Working Papers.
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This paper has another version. Agregated cites: 41
paper
2012Understanding the source of multifractality in financial markets In: Papers.
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paper62
2012Understanding the source of multifractality in financial markets.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 62
article
2011The efficient market hypothesis re-visited: new evidence from 100 US firms In: Working Papers.
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2015A GARCH model for testing market efficiency In: Working Papers.
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paper39
2016A GARCH model for testing market efficiency.(2016) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 39
article
2015A unit root model for trending time-series energy variables In: Working Papers.
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paper87
2015A unit root model for trending time-series energy variables.(2015) In: Energy Economics.
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This paper has another version. Agregated cites: 87
article
2010Are shocks to commodity prices persistent? In: Working Papers.
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paper46
2011Are shocks to commodity prices persistent?.(2011) In: Applied Energy.
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This paper has another version. Agregated cites: 46
article
2013Determinants of stock price bubbles In: Economic Modelling.
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article14
2015Non-homogeneous volatility correlations in the bivariate multifractal model In: The European Journal of Finance.
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2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components In: Economics Working Papers.
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2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components.(2008) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 11
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2010Flexible and robust modelling of volatility comovements: a comparison of two multifractal models In: Kiel Working Papers.
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