Yong Li : Citation Profile


Are you Yong Li?

Renmin University of China

7

H index

3

i10 index

152

Citations

RESEARCH PRODUCTION:

21

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 25
   Journals where Yong Li has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 11 (6.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli624
   Updated: 2019-10-15    RAS profile: 2016-09-17    
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Relations with other researchers


Works with:

Yu, Jun (4)

CHONG, Terence Tai Leung (2)

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

Is cited by:

McAleer, Michael (53)

Chang, Chia-Lin (40)

Allen, David (9)

Powell, Robert (7)

Galan, Jorge (7)

Yu, Jun (7)

Veiga, Helena (4)

Caporin, Massimiliano (4)

Pollitt, Michael (2)

VO, ANH (2)

Lin, Boqiang (2)

Cites to:

Yu, Jun (27)

McAleer, Michael (24)

Bollerslev, Tim (18)

Engle, Robert (15)

Shephard, Neil (15)

Phillips, Peter (9)

Hafner, Christian (6)

Caporin, Massimiliano (6)

Zhou, Guofu (6)

Otrok, Christopher (5)

Koop, Gary (5)

Main data


Where Yong Li has published?


Journals with more than one article published# docs
Renewable and Sustainable Energy Reviews4
Economic Modelling3
Journal of Econometrics3
Computational Economics3
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Singapore Management University, School of Economics6

Recent works citing Yong Li (2018 and 2017)


YearTitle of citing document
2018A New Wald Test for Hypothesis Testing Based on MCMC outputs. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Liu, Xiaobin. In: Papers. RePEc:arx:papers:1801.00973.

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2019Explosion in the quasi-Gaussian HJM model. (2019). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:1908.07102.

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2017Grain yield, water productivity and nitrogen use efficiency of rice under different water management and fertilizer-N inputs in South China. (2017). Pan, Junfeng ; Tian, KA ; Peng, Bilin ; Liang, Kaiming ; Huang, Nongrong ; Singleton, Grant R ; Lampayan, Rubenito M ; Zhong, Xuhua ; Liu, Yanzhuo . In: Agricultural Water Management. RePEc:eee:agiwat:v:184:y:2017:i:c:p:191-200.

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2017Modeling spatial and temporal variability of the impact of climate change on rice irrigation water requirements in the middle and lower reaches of the Yangtze River, China. (2017). Ding, Yimin ; Xing, Wanqiu ; Jiao, Xiyun ; Shao, Quanxi ; Song, Ruiming ; Wang, Weiguang. In: Agricultural Water Management. RePEc:eee:agiwat:v:193:y:2017:i:c:p:89-101.

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2018Winter wheat water requirement and utilization efficiency under simulated climate change conditions: A Penman-Monteith model evaluation. (2018). Wang, Jianqing ; Pan, Genxing ; Li, Lianqing ; Zhang, Xuhui ; Cheng, Kun ; Liu, Xiaoyu. In: Agricultural Water Management. RePEc:eee:agiwat:v:197:y:2018:i:c:p:100-109.

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2018Morphological and physiological traits of rice roots and their relationships to yield and nitrogen utilization as influenced by irrigation regime and nitrogen rate. (2018). Xu, Guo-Wei ; Li, Youjun ; Wang, He-Zheng ; Lu, Da-Ke. In: Agricultural Water Management. RePEc:eee:agiwat:v:203:y:2018:i:c:p:385-394.

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2019Impacts of the channel/barrier effect and three-dimensional climate—A case study of rice water requirement and irrigation quota in Yunnan, China. (2019). Han, Huanhao ; Zhang, Lei ; Duan, Qicai ; Wang, Shupeng ; Huang, Ying ; Cui, Yuanlai. In: Agricultural Water Management. RePEc:eee:agiwat:v:212:y:2019:i:c:p:317-327.

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2019Modeling climate-smart decision support system (CSDSS) for analyzing water demand of a large-scale rice irrigation scheme. (2019). Adib, M. N. M., ; Mojid, M A ; Dlamini, N S ; Rowshon, M K ; Lai, S H ; Amin, M. S. M., . In: Agricultural Water Management. RePEc:eee:agiwat:v:216:y:2019:i:c:p:138-152.

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2018Specification tests based on MCMC output. (2018). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:237-260.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Investigating driving forces of aggregate carbon intensity of electricity generation in China. (2018). Wang, Junfeng ; Dong, Zhanfeng ; Li, Yongjian ; Liu, Nan ; Qiu, YE ; He, Shutong. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:249-257.

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2018Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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2017Bayesian testing for short term interest rate models. (2017). Chen, Zhongtian ; Li, Yong ; Zhang, Yonghui. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:146-152.

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2018Valuing executive stock options under correlated employment shocks. (2018). Wang, Xingchun. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:38-45.

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2017The transfer of embodied carbon in copper international trade: An industry chain perspective. (2017). Dong, DI ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:173-180.

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2017Forecasting copper prices by decision tree learning. (2017). Liu, Chang ; Hu, Zhenhua . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:427-434.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2018Copper price estimation using bat algorithm. (2018). Dehghani, Hesam ; Bogdanovic, Dejan. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:55-61.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Liu, Huifang ; Wang, Xinya ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2018A novel evolutionary algorithm on communities detection in signed networks. (2018). Zhu, Xiaoyu ; Liu, Zhiyuan ; Ma, Yinghong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:938-946.

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2019Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211.

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2019Clusters detection based leading eigenvector in signed networks. (2019). Yu, Qinglin ; Zhu, Xiaoyu ; Ma, Yinghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1263-1275.

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2019Establishing national carbon emission prices for China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:106:y:2019:i:c:p:1-16.

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2017Structure models and nano energy system design for proton exchange membrane fuel cells in electric energy vehicles. (2017). Li, Yong ; Song, Jian ; Yang, Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:67:y:2017:i:c:p:160-172.

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2017Review of distributed generation (DG) system planning and optimisation techniques: Comparison of numerical and mathematical modelling methods. (2017). Theo, Wai Lip ; Lee, Chew Tin ; Hashim, Haslenda ; Ho, Wai Shin ; Lim, Jeng Shiun. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:67:y:2017:i:c:p:531-573.

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2017A review of nanogrid topologies and technologies. (2017). Burmester, Daniel ; Akinyele, Daniel ; Seah, Winston ; Rayudu, Ramesh . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:67:y:2017:i:c:p:760-775.

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2017Nano energy system model and nanoscale effect of graphene battery in renewable energy electric vehicle. (2017). Li, Yong ; Song, Jian ; Yang, Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:652-663.

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2017Design principles and energy system scale analysis technologies of new lithium-ion and aluminum-ion batteries for sustainable energy electric vehicles. (2017). Li, Yong ; Song, Jian ; Yang, Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:71:y:2017:i:c:p:645-651.

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2017Design structure model and renewable energy technology for rechargeable battery towards greener and more sustainable electric vehicle. (2017). Li, Yong ; Song, Jian ; Yang, Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:74:y:2017:i:c:p:19-25.

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2017Synchronization algorithms for grid-connected renewable systems: Overview, tests and comparative analysis. (2017). Guerrero-Rodriguez, N F ; Reyes-Archundia, Enrique ; Ortiz, Octavio ; Bueno, E J ; Rey-Boue, Alexis B. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:629-643.

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2017A review of Battery Electric Vehicle technology and readiness levels. (2017). Andwari, Amin Mahmoudzadeh ; Esfahanian, Vahid ; Martinez-Botas, Ricardo ; Rajoo, Srithar ; Pesiridis, Apostolos . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:78:y:2017:i:c:p:414-430.

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2017Efficient storage mechanisms and heterogeneous structures for building better next-generation lithium rechargeable batteries. (2017). Li, Yong ; Song, Jian ; Yang, Jie. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:79:y:2017:i:c:p:1503-1512.

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2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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2018Objective Bayesian inference for the intraclass correlation coefficient in linear models. (2018). Zhang, Duo ; Wang, Min. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:292-296.

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2017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331.

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2018Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105884.

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2018Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y-A., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107292.

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2018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, T-L., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111552.

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2018Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. (2018). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115608.

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2017Connecting VIX and Stock Index ETF. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:99516.

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2019An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?. (2019). Chkili, Walid ; Hamdi, Manel . In: Working Papers. RePEc:erg:wpaper:13.

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2018Energy-Related CO 2 Emission in China’s Provincial Thermal Electricity Generation: Driving Factors and Possibilities for Abatement. (2018). Baležentis, Tomas ; Streimikiene, Dalia ; Sun, Yikai ; Baleentis, Tomas ; Wang, Yaxian ; Yan, Qingyou. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1096-:d:143853.

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2019The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Liu, Yue ; Du, Ziqing ; Liao, Gaoke. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956.

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2019Modeling the Relationship between Crude Oil and Agricultural Commodity Prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919.

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2019Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

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2017An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175.

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2018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906.

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2019Spatial Distribution and Changes of the Realizable Triple Cropping System in China. (2019). Pan, Zhihua ; Lun, Fei ; Chen, Xin ; Jiang, LI ; Sieber, Stefan ; Mgeni, Charles Peter ; Zhang, Guoliang ; Meng, Lijun ; Ding, Chenyang ; Niu, Jiaheng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1654-:d:215196.

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2017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954.

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2017Application Status and Problem Investigation of Distributed Generation in China: The Case of Natural Gas, Solar and Wind Resources. (2017). Feng, Tian-Tian ; Wang, Dan-Dan ; Yang, Yu-Heng. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:6:p:1022-:d:101490.

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2018Bayesian Variance Changepoint Detection in Linear Models with Symmetric Heavy-Tailed Errors. (2018). Kang, Shuaimin ; Wang, Min ; Qi, Howard ; LIU, Guangying . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9690-8.

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2018Spatial Pattern of Regional Urbanization Efficiency: An Empirical Study of Shanghai. (2018). Zhan, Jinyan ; Li, Yifan ; Chu, XI ; Jia, Siqi ; Zhang, Fan. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-017-9744-y.

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2019Bayesian Testing for Leverage Effect in Stochastic Volatility Models. (2019). Li, Yong ; Chen, Zhong-Tian ; Zhang, Jin-Yu . In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9784-3.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; Gupta, Rangan ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Marco, Chi Keung ; Gupta, Rangan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2018A Posterior-Based Wald-Type Statistic for Hypothesis Testing. (2018). Yu, Jun ; JunYu, ; Zeng, Tao ; Liu, Xiaobin. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2018_008.

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2018Post-processing of Markov chain Monte Carlo output in Bayesian latent variable models with application to multidimensional scaling. (2018). Okada, Kensuke ; Mayekawa, Shin-Ichi . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:3:d:10.1007_s00180-017-0759-6.

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2018Explosion in the quasi-Gaussian HJM model. (2018). Pirjol, Dan ; Zhu, Lingjiong. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0367-5.

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2018Objective Bayesian analysis for the multivariate skew-t model. (2018). Parisi, Antonio ; Liseo, B. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:2:d:10.1007_s10260-017-0404-0.

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2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:33:p:3246-3262.

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2017Connecting VIX and Stock Index ETF. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160010.

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2017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170051.

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2018Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180031.

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2018Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180052.

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2017Connecting VIX and Stock Index ETF. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1708.

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2017Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1715.

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2018Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1811.

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2018Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1815.

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2018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1826.

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Works by Yong Li:


YearTitleTypeCited
2015Effects of climate change on suitable rice cropping areas, cropping systems and crop water requirements in southern China In: Agricultural Water Management.
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article8
2012Testing for a unit root in the presence of stochastic volatility and leverage effect In: Economic Modelling.
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article1
2013Forecasting volatility in the Chinese stock market under model uncertainty In: Economic Modelling.
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article7
2013Testing volatility persistence on Markov switching stochastic volatility models In: Economic Modelling.
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article3
2012Bayesian hypothesis testing in latent variable models In: Journal of Econometrics.
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article11
2011Bayesian Hypothesis Testing in Latent Variable Models.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2014A new approach to Bayesian hypothesis testing In: Journal of Econometrics.
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article6
2015A Bayesian chi-squared test for hypothesis testing In: Journal of Econometrics.
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article8
2014A Bayesian Chi-Squared Test for Hypothesis Testing.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2015Forecasting copper futures volatility under model uncertainty In: Resources Policy.
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article5
2016Partition signed social networks via clustering dynamics In: Physica A: Statistical Mechanics and its Applications.
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article3
2015Microscale characterization of coupled degradation mechanism of graded materials in lithium batteries of electric vehicles In: Renewable and Sustainable Energy Reviews.
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article7
2015Electromagnetic effects model and design of energy systems for lithium batteries with gradient structure in sustainable energy electric vehicles In: Renewable and Sustainable Energy Reviews.
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article7
2016A comprehensive study on low-carbon impact of distributed generations on regional power grids: A case of Jiangxi provincial power grid in China In: Renewable and Sustainable Energy Reviews.
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article8
2016Nano-energy system coupling model and failure characterization of lithium ion battery electrode in electric energy vehicles In: Renewable and Sustainable Energy Reviews.
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article4
2016Nonlinear Lyapunov criteria for stochastic explosive solutions In: Statistics & Probability Letters.
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article2
2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice In: Econometric Institute Research Papers.
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paper55
2011An Efficient Stochastic Simulation Algorithm for Bayesian Unit Root Testing in Stochastic Volatility Models In: Computational Economics.
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article1
2012Bayesian Analysis of Student t Linear Regression with Unknown Change-Point and Application to Stock Data Analysis In: Computational Economics.
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article1
2013Unit Root Hypothesis in the Presence of Stochastic Volatility, a Bayesian Analysis In: Computational Economics.
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article2
2015Executive Stock Option Pricing in China under Stochastic Volatility In: MPRA Paper.
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paper1
2015Executive Stock Option Pricing in China Under Stochastic Volatility.(2015) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 1
article
2014Deviance Information Criterion for Comparing VAR Models In: Working Papers.
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paper0
2012A New Bayesian Unit Root Test in Stochastic Volatility Models In: Working Papers.
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paper1
2010A New Bayesian Unit Root Test in Stochastic Volatility Models.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012Robust Deviance Information Criterion for Latent Variable Models In: Working Papers.
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paper10
2011Tests of heteroscedasticity and correlation in multivariate t regression models with AR and ARMA errors In: Journal of Applied Statistics.
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article0
2013Bayesian testing volatility persistence in stochastic volatility models with jumps In: Quantitative Finance.
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article0
2014Bayesian testing for jumps in stochastic volatility models with correlated jumps In: Quantitative Finance.
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article1

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