Yue Qiu : Citation Profile

Shanghai University of International Business and Economics (50% share)
Shanghai University of International Business and Economics (50% share)

3

H index

2

i10 index

39

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   4 years (2019 - 2023). See details.
   Cites by year: 9
   Journals where Yue Qiu has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (4.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pqi115
   Updated: 2025-12-13    RAS profile: 2023-06-09    
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Relations with other researchers

Works with:

Xie, Tian (5)

Yu, Jun (2)

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

Is cited by:

Kamolthip, Sarun (2)

Zhang, Yaojie (2)

Xie, Tian (2)

Lagravinese, Raffaele (1)

Taspinar, Nigar (1)

Crispino, Marta (1)

Yarovaya, Larisa (1)

Delogu, Marco (1)

Loberto, Michele (1)

Li, Xiao-Ming (1)

Zhang, Xiaoyu (1)

Cites to:

Xie, Tian (10)

Pesaran, Mohammad (8)

Szafarz, Ariane (6)

Diebold, Francis (6)

OOSTERLINCK, Kim (6)

Hu, Junjie (5)

Valkanov, Rossen (5)

Bollerslev, Tim (5)

Lehrer, Steven (5)

Elliott, Graham (5)

Härdle, Wolfgang (4)

Main data

Where Yue Qiu has published?

Journals with more than one article published# docs
Economics Letters2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Economics and Statistics Working Papers / Singapore Management University, School of Economics2

Recent works citing Yue Qiu (2025 and 2024)

YearTitle of citing document
2024HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041.

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2025A Multi-Layer Machine Learning and Econometric Pipeline for Forecasting Market Risk: Evidence from Cryptoasset Liquidity Spillovers. (2025). Qiu, Yimeng ; Fang, Feihuang. In: Papers. RePEc:arx:papers:2510.20066.

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2025A novel probabilistic carbon price prediction model: Integrating the transformer framework with mixed-frequency modeling at different quartiles. (2025). Wang, Jianzhou ; Niu, Tong ; Du, Pei ; Ji, Mingyang. In: Applied Energy. RePEc:eee:appene:v:391:y:2025:i:c:s0306261925006816.

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2024Predicting dropout from higher education: Evidence from Italy. (2024). Resce, Giuliano ; Paolini, Dimitri ; Lagravinese, Raffaele ; Delogu, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003954.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2024Cryptocurrency systematic risk dynamics. (2024). Reeves, Jonathan J ; Lee, John B ; Jayasuriya, Dulani ; Doan, Bao. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002726.

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2024Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Westgaard, Sjur ; Risstad, Morten ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Vigdel, Benjamin ; Kaloudis, Aristidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024Do people pay attention to climate change? Evidence from Italy. (2024). Loberto, Michele ; Crispino, Marta. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:434-449.

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2025A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684.

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2024The box office prediction model based on the optimized XGBoost algorithm in the context of film marketing and distribution. (2024). Tang, Shenglan. In: PLOS ONE. RePEc:plo:pone00:0309227.

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2025Driving sustainable growth by unlocking the power of digital finance functions: the moderation of environmental regulations. (2025). Latief, Rashid ; Cai, Xiang ; Javeed, Sohail Ahmad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:4:d:10.1007_s10668-023-04244-3.

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2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y.

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2024Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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Works by Yue Qiu:

YearTitleTypeCited
2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations In: Economic Modelling.
[Full Text][Citation analysis]		article2
2020Forecasting the Consumer Confidence Index with tree-based MIDAS regressions In: Economic Modelling.
[Full Text][Citation analysis]		article8
2021Complete subset least squares support vector regression In: Economics Letters.
[Full Text][Citation analysis]		article2
2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article11
2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2022Global factors and stock market integration In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2022Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2019Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks.(2019) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2020Forecast combinations in machine learning In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2019Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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