Yong Li : Citation Profile


Are you Yong Li?

Renmin University of China

8

H index

5

i10 index

175

Citations

RESEARCH PRODUCTION:

21

Articles

8

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 29
   Journals where Yong Li has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 11 (5.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli624
   Updated: 2020-11-21    RAS profile: 2016-09-17    
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Relations with other researchers


Works with:

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 (55)

Chang, Chia-Lin (40)

Yu, Jun (10)

Allen, David (9)

Powell, Robert (7)

Galan, Jorge (7)

GUPTA, RANGAN (5)

Veiga, Helena (4)

Caporin, Massimiliano (4)

Lin, Boqiang (3)

Asai, Manabu (3)

Cites to:

Yu, Jun (27)

McAleer, Michael (24)

Bollerslev, Tim (18)

Engle, Robert (15)

Shephard, Neil (15)

Phillips, Peter (9)

Hafner, Christian (6)

Zhou, Guofu (6)

Caporin, Massimiliano (6)

Koop, Gary (5)

Otrok, Christopher (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 (2020 and 2019)


YearTitle of citing document
2020Factor Investing: Hierarchical Ensemble Learning. (2019). Feng, Guanhao ; He, Jingyu. In: Papers. RePEc:arx:papers:1902.01015.

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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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2019An Improved Bayesian Unit Root Test in Stochastic Volatility Models. (2019). Yu, Jun ; JunYu, ; Li, Yong. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:1:liyu.

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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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2020Adaptation of paddy rice in China to climate change: The effects of shifting sowing date on yield and irrigation water requirement. (2020). Luo, Yufeng ; Zhuang, Qianlai ; Wang, Weiguang ; Ding, Yimin. In: Agricultural Water Management. RePEc:eee:agiwat:v:228:y:2020:i:c:s0378377419305256.

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2020The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China. (2020). Xu, Liao ; Zhao, Yang ; Shi, Yukun ; Gao, Han. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:400-408.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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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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2019Predictive analytics of the copper spot price by utilizing complex network and artificial neural network techniques. (2019). Ghadimi, Pezhman ; Lim, Ming K ; Wang, Minggang ; Zhang, Xinyi. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:54.

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2020Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective. (2020). Rubaszek, Michał ; Kwas, Marek ; Karolak, Zuzanna. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305379.

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2020The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038.

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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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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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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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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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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; Gupta, Rangan ; Asai, Manabu. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215.

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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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2019Assessment of the Irrigation Water Requirement and Water Supply Risk in the Tarim River Basin, Northwest China. (2019). Xia, Zhenhua ; Li, Yupeng ; Fang, Gonghuan ; Chen, Yaning ; Wang, Fei. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4941-:d:265872.

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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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2019Are Personal Electric Vehicles Sustainable? A Hybrid E-Bike Case Study. (2019). Borza, Paul Nicolae ; MacHedon-Pisu, Mihai. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:32-:d:299529.

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2020What is the Redline Water Withdrawal for Crop Production in China?—Projection to 2030 Derived from the Past Twenty-Year Trajectory. (2020). Li, Baoguo ; Huang, Feng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4188-:d:360653.

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2020Multi-Stakeholder Efforts to Adapt to Climate Change in China’s Agricultural Sector. (2020). Long, Xiaoxu ; Li, Yingchun ; Liu, Qin ; Ju, Hui ; Lin, Erda. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8076-:d:422075.

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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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2019Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing. (2019). Li, Youwei ; Vigne, Samuel ; Pantelous, Athanasios ; Leung, Melvern. In: MPRA Paper. RePEc:pra:mprapa:101698.

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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 ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Spatiotemporal changes of rice phenology in China under climate change from 1981 to 2010. (2019). Ge, Quansheng ; Zhou, Weimo ; Liu, Yujie. In: Climatic Change. RePEc:spr:climat:v:157:y:2019:i:2:d:10.1007_s10584-019-02548-w.

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2019Climate change favors rice production at higher elevations in Colombia. (2019). Achicanoy, H ; Ramirez-Villegas, J ; Rubiano, J ; Hyman, G ; Castro-Llanos, F. In: Mitigation and Adaptation Strategies for Global Change. RePEc:spr:masfgc:v:24:y:2019:i:8:d:10.1007_s11027-019-09852-x.

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2020Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. (2020). Fang, Yongmei ; Heravi, Saeed ; Wu, Shangjuan ; Guan, BO. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:877-886.

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2019Pricing executive stock options with averaging features under the Heston–Nandi GARCH model. (2019). Wang, Xingchun ; Su, Zhiwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1056-1084.

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2020Dependence Structure Analysis and VaR Estimation Based on China’s and International Gold Price: A Copula Approach. (2020). Lai, Kin Keung ; Wang, Junwei ; Liang, Zhicheng. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:19:y:2020:i:01:n:s0219622019500445.

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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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article14
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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article8
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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article12
2011Bayesian Hypothesis Testing in Latent Variable Models.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2014A new approach to Bayesian hypothesis testing In: Journal of Econometrics.
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article8
2015A Bayesian chi-squared test for hypothesis testing In: Journal of Econometrics.
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article9
2014A Bayesian Chi-Squared Test for Hypothesis Testing.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2015Forecasting copper futures volatility under model uncertainty In: Resources Policy.
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article10
2016Partition signed social networks via clustering dynamics In: Physica A: Statistical Mechanics and its Applications.
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article4
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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article8
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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paper59
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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paper2
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: 2
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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