Ruipeng Liu : Citation Profile

Deakin University

7

H index

7

i10 index

355

Citations

RESEARCH PRODUCTION:

7

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 39
   Journals where Ruipeng Liu has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 4 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli297
   Updated: 2026-01-10    RAS profile: 2023-07-29    
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Relations with other researchers

Works with:

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

Is cited by:

Salisu, Afees (57)

GUPTA, RANGAN (17)

YAYA, OLAOLUWA (14)

Krištoufek, Ladislav (11)

Raheem, Ibrahim (10)

Isah, Kazeem (9)

Mishra, Vinod (9)

Oloko, Tirimisiyu (9)

Smyth, Russell (8)

Ogbonna, Ahamuefula (7)

Adediran, Idris (7)

Cites to:

Calvet, Laurent (14)

Fisher, Adlai (12)

Lux, Thomas (8)

Baruník, Jozef (4)

Krištoufek, Ladislav (2)

Stein, Jeremy (2)

Vacha, Lukas (2)

Hong, Harrison (2)

Bauwens, Luc (2)

Laurent, Sébastien (2)

Dacorogna, Michel (2)

Main data

Where Ruipeng Liu has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
Working Papers / Deakin University, Department of Economics3
Papers / arXiv.org2
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2
Kiel Working Papers / Kiel Institute for the World Economy (IfW Kiel)2

Recent works citing Ruipeng Liu (2025 and 2024)

YearTitle of citing document
2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070.

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2024Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting. (2024). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2408.00507.

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2025Does global monetary policy uncertainty matter for stock market returns? The evidence of quantile regression for Africa. (2025). Ohaegbu, Emmanuel ; Umeokwobi, Richard ; Arawomo, Damilola Felix. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00083.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saâdaoui, Foued ; Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2025Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308.

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2024Evidence on the stationarity of electricity consumption in India. (2024). Tran, Nhan ; Sahu, Naresh Chandra ; van Le, Chon. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000596.

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2025Multifractality and Its Sources in the Digital Currency Market. (2025). Kwapie, Jarosaw ; Wtorek, Marcin ; Drod, Stanisaw ; Kluszczyski, Robert. In: Future Internet. RePEc:gam:jftint:v:17:y:2025:i:10:p:470-:d:1769773.

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2025Disentangling Sources of Multifractality in Time Series. (2025). Wtorek, Marcin ; Stanisz, Tomasz ; Kluszczyski, Robert ; Drod, Stanisaw ; Kwapie, Jarosaw. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:205-:d:1563658.

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2025TESTING FRACTIONAL INFLATION PERSISTENCE IN THE WEST AFRICAN MONETARY ZONE. (2025). Ebuh, Godday Uwawunkonye ; Usman, Nuruddeen ; Salisu, Afees A. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:3c:p:367-388.

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2024Multifractality approach of a generalized Shannon index in financial time series. (2024). Trinidad-Segovia, Juan E ; Abril-Bermdez, Felipe S ; Quimbay-Herrera, Carlos J ; Snchez-Granero, Miguel A. In: PLOS ONE. RePEc:plo:pone00:0303252.

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2024Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

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2025Which producer prices lead consumer prices?. (2025). , Corey. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02689-7.

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2024Policy rates in ECOWAS: are they fractionally cointegrated?. (2024). Usman, Nuruddeen ; Apinran, Martins. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00739-x.

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2025Business Models and Their Impact on Climate Change: A Comprehensive Review of Recent Literature. (2025). Rzvan, Topa. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:2765-2776:n:1028.

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2024Stock Market Efficiency in Asia: Evidence from the Narayan–Liu–Westerlunds GARCH‐based unit root test. (2024). YAYA, OLAOLUWA ; Vo, Xuan Vinh ; Adekoya, Oluwasegun B ; Saleh, Mamdouh Abdulaziz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:91-101.

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Works by Ruipeng Liu:

YearTitleTypeCited
2007True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence In: Papers.
[Full Text][Citation analysis]		paper42
2007True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2007True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence.(2007) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2012Understanding the source of multifractality in financial markets In: Papers.
[Full Text][Citation analysis]		paper71
2012Understanding the source of multifractality in financial markets.(2012) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 71		article
2011The efficient market hypothesis re-visited: new evidence from 100 US firms In: Working Papers.
[Citation analysis]		paper0
2015A GARCH model for testing market efficiency In: Working Papers.
[Full Text][Citation analysis]		paper49
2016A GARCH model for testing market efficiency.(2016) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 49		article
2015A unit root model for trending time-series energy variables In: Working Papers.
[Full Text][Citation analysis]		paper107
2015A unit root model for trending time-series energy variables.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 107		article
2010Are shocks to commodity prices persistent? In: Working Papers.
[Full Text][Citation analysis]		paper53
2011Are shocks to commodity prices persistent?.(2011) In: Applied Energy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		article
2013Determinants of stock price bubbles In: Economic Modelling.
[Full Text][Citation analysis]		article20
2015Non-homogeneous volatility correlations in the bivariate multifractal model In: The European Journal of Finance.
[Full Text][Citation analysis]		article2
2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components In: Economics Working Papers.
[Full Text][Citation analysis]		paper11
2008Multifractality and long-range dependence of asset returns: The scaling behaviour of the Markov-switching multifractal model with lognormal volatility components.(2008) In: Kiel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010Flexible and robust modelling of volatility comovements: a comparison of two multifractal models In: Kiel Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team