Laura Liu : Citation Profile

University of Pittsburgh

6

H index

6

i10 index

615

Citations

RESEARCH PRODUCTION:

5

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 68
   Journals where Laura Liu has often published
   Relations with other researchers
   Recent citing documents: 224.    Total self citations: 13 (2.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1251
   Updated: 2026-07-04    RAS profile: 2023-10-16    
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Relations with other researchers

Works with:

Schorfheide, Frank (5)

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

Is cited by:

Gabauer, David (17)

GUPTA, RANGAN (13)

Wang, Gang-Jin (13)

Volkov, Vladimir (8)

Siklos, Pierre (7)

Yilmaz, Kamil (7)

Ji, Qiang (7)

Busch, Christopher (6)

Foglia, Matteo (6)

Perez-Laborda, Alejandro (5)

Shahzad, Syed Jawad Hussain (5)

Cites to:

Schorfheide, Frank (13)

Diebold, Francis (12)

Krueger, Dirk (12)

Arellano, Manuel (12)

Bonhomme, Stéphane (7)

Moon, Hyungsik (6)

Heathcote, Jonathan (6)

Ríos-Rull, José-Víctor (6)

Kaplan, Greg (6)

Hirano, Keisuke (6)

Uhlig, Harald (5)

Main data

Where Laura Liu has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
NBER Working Papers / National Bureau of Economic Research, Inc5
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington3

Recent works citing Laura Liu (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2026Extreme Connectedness among Energy Transition Metals and Commodity Markets. (2026). Kočenda, Evžen ; Li, Xiao ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:396404.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2025Cointegration with Occasionally Binding Constraints. (2025). Wycherley, Sam ; Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2211.09604.

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2026A Robust Method for Microforecasting and Estimation of Random Effects. (2023). Lee, Sokbae (Simon) ; Sarpietro, Silvia ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2308.01596.

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2024Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity. (2024). Schorfheide, Frank ; Moon, Hyungsik Roger ; Zhang, Boyuan. In: Papers. RePEc:arx:papers:2310.13785.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Wang, Yuhang ; Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19439.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180.

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2024Machine Learning for Economic Forecasting: An Application to Chinas GDP Growth. (2024). Xu, Yan ; Yang, Yanqing ; Ge, Jinfeng. In: Papers. RePEc:arx:papers:2407.03595.

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2024Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Jobbova, Eva ; Holm, Poul ; Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis. In: Papers. RePEc:arx:papers:2411.18978.

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2025Binary Outcome Models with Extreme Covariates: Estimation and Prediction. (2025). Liu, Laura ; Wang, Yulong. In: Papers. RePEc:arx:papers:2502.16041.

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2026Systemic Risk in the European Insurance Sector. (2025). Borri, Nicola ; di Giorgio, Giorgio ; Consiglio, Andrea ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635.

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2025Estimation of a Dynamic Tobit Model with a Unit Root. (2025). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2512.12110.

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2026Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems. (2026). Mallory, Mindy L. In: Papers. RePEc:arx:papers:2601.03146.

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2026Ecosystem service demand relationship and trade-off patterns in urban parks across China. (2026). Zhang, Zhonghao ; Li, Delong ; Wu, Shuyao. In: Papers. RePEc:arx:papers:2602.11442.

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2026Volatility Spillovers in Chinas Real Estate Crisis: A Network Approach. (2026). Manso, Julia. In: Papers. RePEc:arx:papers:2602.19740.

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2026A Motif-Based Framework for Decomposing Risk Spillovers. (2026). Zhang, Yun ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2604.25406.

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2026Bootstrap Inference in Nonlinear Panel Data Models with Interactive Fixed Effects. (2026). Beyhum, Jad ; Dhaene, Geert ; Miao, Wei ; Xu, Haoyuan. In: Papers. RePEc:arx:papers:2604.26826.

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2026Controlled McKean--Vlasov Contagion with State-Dependent Killing. (2026). Wang, Yingzhe ; Zhang, Aoxin. In: Papers. RePEc:arx:papers:2605.24833.

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2025A Market-Based Approach to Reverse Stress Testing the Financial System. (2025). Ojea Ferreiro, Javier. In: Staff Working Papers. RePEc:bca:bocawp:25-32.

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2024Machine Learning and Economic Forecasting: the role of international trade networks. (2024). Silva, Thiago ; Berri, Paulo Victor ; Amancio, Diego Raphael. In: Working Papers Series. RePEc:bcb:wpaper:597.

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2024Measuring the connectedness of the Nigerian banking network and its implications for systemic risk. (2024). Kamah, Miriam ; Riti, Joshua. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:2:p:96-119:id:111.

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2024Low‐ frequency versus high‐frequency housing price spillovers in China. (2024). Yang, Jian ; Li, Zheng ; Yu, Ziliang. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3713-3749.

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2025Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities. (2025). Kočenda, Evžen ; Koenda, Even ; Bartuek, Daniel. In: Australian Economic Review. RePEc:bla:ausecr:v:58:y:2025:i:2:p:65-90.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1083.

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2026Subsidies and farming: A microempirical analysis of financial allocation to promote agricultural production. (2026). Wen, Huwei ; Yu, Lulu ; He, Congxian. In: Agricultural Economics. RePEc:caa:jnlage:v:72:y:2026:i:3:id:187-2025-agricecon.

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2025Economic Interdependencies in the Great Lakes–St. Lawrence Region: A Dynamic Analysis of Manufacturing Connectedness. (2025). Warin, Thierry ; Trpanier, Martin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-25.

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2025The impact of renewables on spillover effects in electricity markets. (2025). Rathgeber, Andreas ; Schischke, Amelie. In: Applied Energy. RePEc:eee:appene:v:399:y:2025:i:c:s030626192501219x.

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2024The impact of economic sanctions on the COVID-19 pandemic. (2024). Zhao, Xin-Xin ; Liu, Xiaoxia ; Xue, Wei-Xian ; Chen, MO ; Chang, Chun-Ping. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:163-174.

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2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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2025Multidimensional risk connectedness among global systemically important financial institutions: A multilayer spillover network analysis. (2025). Tian, Sihua ; Lu, Shuai ; Li, Shaofang ; Chen, Ning. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:529-556.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Hu, Xin ; Zhou, Sitong ; Zhu, BO ; Zhang, Bokai. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2024Evaluation of volatility spillovers for asymmetric realized covariance. (2024). Maki, Daiki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001025.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

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2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2026Enhancing financial stability through prospective resilience: Insights from the EN-VAR-DY-PR framework in international stock market networks. (2026). Xu, Yi-Zhen ; Li, Jiang-Cheng ; Zhong, Guang-Yan ; Tao, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001792.

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2026Does inter-industry risk spillover network predict financial crisis? Evidence from a gated graph neural networks approach. (2026). Ren, Yinghua ; Chen, Xin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002050.

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2026Modeling and forecasting commodity price volatility using a common leverage factor. (2026). Ormos, Mihály ; Kamocsai, Lszl. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002104.

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2024Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry. (2024). Chen, Yu-Fen ; Yeh, Wen-Hung ; Lin, Fu-Lai. In: Economics Letters. RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002519.

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2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

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2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network. (2024). Bai, Jushan ; Ando, Tomohiro ; Vojtech, Cindy M ; Lu, Lina. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001325.

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2026Dynamic panel data quantile regression with network-linked fixed effects. (2026). Chen, YU ; Zhang, Weiping ; Huang, Shiwei. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407626000096.

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2024Justice in access to urban ecosystem services: A critical review of the literature. (2024). Haque, Md Nazmul ; Sharifi, Ayyoob. In: Ecosystem Services. RePEc:eee:ecoser:v:67:y:2024:i:c:s2212041624000238.

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2024Conceptual diversity and application of ecosystem services and disservices: A systematic review. (2024). Npoles-Vrtiz, Sonia ; Caro-Borrero, Angela. In: Ecosystem Services. RePEc:eee:ecoser:v:67:y:2024:i:c:s2212041624000330.

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2025Evaluation of main regulating, provisioning, and supporting ecosystem services of urban street trees: A literature review. (2025). Savo, Valentina ; Damato, Luca ; Zappitelli, Ilaria ; Caneva, Giulia ; Bartoli, Flavia. In: Ecosystem Services. RePEc:eee:ecoser:v:71:y:2025:i:c:s2212041624000974.

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2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2024The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

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2024Physical climate risk attention and dynamic volatility connectedness among new energy stocks. (2024). Gong, XU ; Liao, Qin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004195.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China. (2024). Sun, Xiaolei ; Yi, Ronghua ; He, Wenjing ; Yao, Xiaoyang ; Le, Wei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006091.

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2024Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain. (2024). Liu, Yueli ; Jin, Xiu ; Chen, NA ; Yu, Jinming. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006169.

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2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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2025Utilizing LASSO-VAR and frequency decomposition to analyze the climate risk contagion network: Implementing decarbonization strategies in finance. (2025). Huang, Zeyu ; Wang, Yanan ; Zhou, Hanyu. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008291.

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2026Decomposing return and volatility connectedness in Northwest European natural gas markets: Evidence from the R2 connectedness approach. (2026). Ruhnau, Oliver ; Farag, Markos. In: Energy Economics. RePEc:eee:eneeco:v:154:y:2026:i:c:s0140988325009454.

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2024Renewable energy transition and regional integration: Energizing the pathway to sustainable development. (2024). Ullah, Saif ; Iftikhar, Huma ; Nobanee, Haitham. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002908.

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2024Performance linkage in renewable energy supply chain: A comparative analysis with coal power and the entire industry. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002945.

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2026Analysis of homogeneous and heterogeneous response of clean energy metal prices under geopolitical risk shocks. (2026). Shao, Liuguo ; Zhang, Hua ; Nong, Hao. In: Energy Policy. RePEc:eee:enepol:v:208:y:2026:i:c:s0301421525003313.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wang, Kangsheng ; Wen, Fenghua. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach. (2024). Zhang, XU ; Xu, Wenting ; Ozturk, Ilhan ; Rauf, Abdul. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024290.

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2025Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions. (2025). Huang, Bai ; Tian, Meng ; Liu, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001218.

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2025Quality differences, location, and coffee price returns networks: Insights from a high-dimensional CoVaR-copula analysis. (2025). Otero, Jesus ; Melo-Velandia, Luis ; Ramrez-Gonzlez, Mahicol Stiben. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006246.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques. (2024). Kim, Woo Chang ; Choi, Insu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001844.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Górka, Joanna ; Będowska-Sójka, Barbara ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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2024A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083.

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2024Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Wang, Peiwen ; Huang, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024The cross-sector risk contagion among Chinese financial institutions: Evidence from the extreme volatility spillover perspective. (2024). Ke, Rui ; Yin, Man ; Tan, Changchun ; Shen, Anni. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003337.

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2024Cross-Border spillover of imported sovereign risk to China: Key factors identification based on XGBoost-SHAP explainable machine learning algorithm. (2024). Wei, Zijun ; Luo, Weichen ; Chen, Zhizhen ; Shi, Guifen. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013369.

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2025In bank runs and market stress, it matters how networks impact: Exploring the financial connectedness in Vietnam. (2025). Le, Thanh T. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015186.

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2025Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015307.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2025How do systematic risk spillovers reshape investment outcomes?. (2025). Tiwari, Aviral ; Silva, Emilson ; Roubaud, David ; Tao, Miaomiao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000741.

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2025Debt risk spillover and driving mechanism of China’s local government financing platforms. (2025). Ouyang, Hongbing ; Long, Tianqi. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008074.

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2025Shockwaves across borders: Did the 2023 banking crisis reshape global banking sector linkages?. (2025). Huang, Chun-Sung ; Charteris, Ailie. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500830x.

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2025Global risk contagion and financial assets security: evidence from quantile connectedness approach. (2025). Chen, Zhi ; Wu, Wei ; Yang, Shaoze ; Yin, Dian. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018744.

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2026Financial stress and idiosyncratic risk spillovers in global carbon-energy-green finance markets. (2026). Li, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:89:y:2026:i:c:s154461232502611x.

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2026Spillover effects of climate risks on stock markets: A sectoral analysis. (2026). Cavlak, Hakan ; Sylemez, Yakup ; Yalinkaya, Mer ; Elik, Ali Kemal. In: Finance Research Letters. RePEc:eee:finlet:v:93:y:2026:i:c:s1544612326001649.

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More than 100 citations found, this list is not complete...

Works by Laura Liu:

YearTitleTypeCited
2017Forecasting with Dynamic Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper34
2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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2021Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective In: Papers.
[Full Text][Citation analysis]		paper4
2018Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective.(2018) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 4		paper
2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective.(2020) In: CAEPR Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2022Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data In: Papers.
[Full Text][Citation analysis]		paper2
2021Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data.(2021) In: CAEPR Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2024Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models In: Papers.
[Full Text][Citation analysis]		paper5
2022Forecasting with a Panel Tobit Model In: Papers.
[Full Text][Citation analysis]		paper19
2019Forecasting with a Panel Tobit Model.(2019) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter73
2017Commodity Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
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This paper has nother version. Agregated cites: 73		paper
2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 73		paper
2020Panel Forecasts of Country-Level Covid-19 Infectionsliu In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Panel forecasts of country-level Covid-19 infections In: Journal of Econometrics.
[Full Text][Citation analysis]		article32
2020Panel Forecasts of Country-Level Covid-19 Infections.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2022Ecosystem service delivery by urban agriculture and green infrastructure – a systematic review In: Ecosystem Services.
[Full Text][Citation analysis]		article19
2019Monetary Policy across Space and Time In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article5
2018Monetary Policy across Space and Time.(2018) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper416
2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 416		paper
2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 416		paper
2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 416		article
2017Density Forecasts in Panel Models: A semiparametric Bayesian Perspective* In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper3
2021Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data In: Working Papers.
[Full Text][Citation analysis]		paper2

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