4
H index
2
i10 index
79
Citations
Christian-Albrechts-Universität Kiel (90% share) | 4 H index 2 i10 index 79 Citations RESEARCH PRODUCTION: 14 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zhenxi Chen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Empirical Economics | 3 |
Journal of Economic Behavior & Organization | 2 |
Applied Economics | 2 |
Year | Title of citing document |
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2022 | . Full description at Econpapers || Download paper |
2023 | Combining search strategies to improve performance in the calibration of economic ABMs. (2023). Delli Gatti, Domenico ; Chanda, Debmallya ; Favorito, Marco ; Glielmo, Aldo. In: Papers. RePEc:arx:papers:2302.11835. Full description at Econpapers || Download paper |
2022 | Heterogeneous effects and spillovers of macroprudential policy in an agent-based model of the UK housing market. (2022). Farmer, Doyne J ; Uluc, Arzu ; Hinterschweiger, Marc ; Carro, Adrian. In: Bank of England working papers. RePEc:boe:boeewp:0976. Full description at Econpapers || Download paper |
2022 | Search for profits and business fluctuations: How does banks’ behaviour explain cycles?. (2022). Gallegati, Mauro ; Gaffeo, Edoardo ; Ciola, Emanuele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s016518892100227x. Full description at Econpapers || Download paper |
2022 | Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784. Full description at Econpapers || Download paper |
2022 | Inference 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. Full description at Econpapers || Download paper |
2022 | Investment dynamics of fund managers under evolutionary games. (2022). Lai, Chong. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001247. Full description at Econpapers || Download paper |
2022 | Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment. (2022). Kallandranis, Christos ; Drakos, Konstantinos ; Anastasiou, Dimitris . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:161-171. Full description at Econpapers || Download paper |
2022 | U.S. banks’ lending, financial stability, and text-based sentiment analysis. (2022). Kouretas, Georgios P ; Aslanidis, Nektarios ; Agoraki, Maria-Eleni K. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:73-90. Full description at Econpapers || Download paper |
2022 | Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis. (2022). Sahut, Jean-Michel ; Ayadi, Rim ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:290-303. Full description at Econpapers || Download paper |
2022 | Multiscale nonlinear Granger causality and time-varying effect analysis of the relationship between iron ore futures and spot prices. (2022). Jia, Hongxiang ; Hao, Hongchang ; Yuan, Xiaojing ; Sun, Xiaoyan ; Li, Pengyuan ; Wang, Anjian ; Ma, Zhe ; Wei, Jiangqiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002203. Full description at Econpapers || Download paper |
2023 | Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041. Full description at Econpapers || Download paper |
2023 | Peer effects in corporate advertisement expenditure: Evidence from China. (2023). Cui, Xin ; Liao, Jing ; Wang, Luhan ; Su, Zhifang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001945. Full description at Econpapers || Download paper |
2023 | Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks. (2023). Sahut, Jean-Michel ; Gaies, Brahim ; Nakhli, Mohamed Sahbi ; Kanzari, Dalel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000387. Full description at Econpapers || Download paper |
2022 | Sudden shock and stock market network structure characteristics: A comparison of past crisis events. (2022). Ji, Xiaoqin ; Huang, KE ; Wen, Zhang ; He, Chengying. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s004016252200258x. Full description at Econpapers || Download paper |
2022 | A hedging policy for seaborne forward freight markets based on probabilistic forecasts. (2022). Sel, Burakhan ; Minner, Stefan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:166:y:2022:i:c:s1366554522002587. Full description at Econpapers || Download paper |
2023 | An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520. Full description at Econpapers || Download paper |
2022 | A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model. (2022). Ricchiuti, Giorgio ; Gusella, Filippo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2022_20.rdf. Full description at Econpapers || Download paper |
2022 | Bayesian Estimation of Economic Simulation Models Using Neural Networks. (2022). Platt, Donovan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10095-9. Full description at Econpapers || Download paper |
2023 | When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6. Full description at Econpapers || Download paper |
2022 | How Does the Reform in Pricing Mechanism Affect the World’s Iron Ore Price: A Time-Varying Parameter SVAR Model. (2022). Chen, Yufeng ; Yang, Shuo. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:2:p:83-103. Full description at Econpapers || Download paper |
2023 | The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y. Full description at Econpapers || Download paper |
2022 | Urban housing prices within a core urban agglomeration in China. (2022). Yang, Yuanyuan ; Qiu, Linda ; Liu, LU. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:11:d:10.1007_s43546-022-00351-x. Full description at Econpapers || Download paper |
2023 | Financial Inclusion, Poverty, and Income Inequality in ASEAN Countries: Does Financial Innovation Matter?. (2023). Philip, Abey P ; Badeeb, Ramez Abubakr ; Augustinne, Zhian Zhiow. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03169-8. Full description at Econpapers || Download paper |
2022 | Calibration and Validation of Macroeconomic Simulation Models: A General Protocol by Causal Search. (2022). Pallante, Gianluca ; Moneta, Alessio ; Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2022/33. Full description at Econpapers || Download paper |
2023 | Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89. Full description at Econpapers || Download paper |
2023 | A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2020 | Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2018 | A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Modelling contagion of financial crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Sentiment: The bridge between financial markets and macroeconomy In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 5 |
2014 | Modeling regional linkage of financial markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 11 |
2022 | Herding in the Chinese and US stock markets: Evidence from a micro-founded approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2020 | Quantile hedge ratio for forward freight market In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 4 |
2018 | Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach In: Computational Economics. [Full Text][Citation analysis] | article | 41 |
2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2012 | Heterogeneous Agents in Multi-markets: A Coupled Map Lattices Approach In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2013 | Propagation of Financial Crises: A Heterogenous Agents Approach In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Hong Kong: A Bridge Connecting Mainland China and the International Market In: Economic Growth Centre Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Dynamics of the European sovereign bonds and the identification of crisis periods In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Herding and capitalization size in the Chinese stock market: a micro-foundation evidence In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Determinants and international influences of the Chinese freight market In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Estimating heterogeneous agents behavior in a two-market financial system In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
2015 | Estimating heterogeneous agents behavior in a two-market financial system.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2019 | Baltic Dry Index and iron ore spot market: dynamics and interactions In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2020 | Speculative trading in Chinese housing market: a panel regression method In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Regimes dependent speculative trading: Evidence from the United States housing market In: FinMaP-Working Papers. [Full Text][Citation analysis] | paper | 0 |
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