Ruipeng Liu : Citation Profile


Are you Ruipeng Liu?

Deakin University

7

H index

7

i10 index

339

Citations

RESEARCH PRODUCTION:

7

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 37
   Journals where Ruipeng Liu has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (1.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli297
   Updated: 2024-07-05    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)

Oloko, Tirimisiyu (9)

Isah, Kazeem (9)

Mishra, Vinod (9)

Smyth, Russell (8)

Ogbonna, Ahamuefula (7)

Adediran, Idris (7)

Cites to:

Calvet, Laurent (14)

Fisher, Adlai (12)

Lux, Thomas (8)

Baruník, Jozef (4)

Bauwens, Luc (2)

Hong, Harrison (2)

Stein, Jeremy (2)

Lobato, Ignacio (2)

Dacorogna, Michel (2)

Krištoufek, Ladislav (2)

Laurent, Sébastien (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 (2024 and 2023)


YearTitle of citing document
2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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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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2023Climate risk and gold. (2023). Salisu, Afees ; Olaniran, Abeeb ; Lasisi, Lukman. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002027.

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2023Explosive behavior in the Chinese stock market: A sectoral analysis. (2023). Ferrer, Roman ; Yang, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001750.

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2023Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140.

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2023Modelling the unit root properties of electricity data—A general note on time-domain applications. (2023). Strielkowski, Wadim ; Schneider, Nicolas. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123002406.

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2023Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117.

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2023Testing the Validity of the Quantity Theory of Money on Sectoral Data: Non-Linear Evidence from South Africa. (2023). Ilesanmi, Kehinde Damilola ; Tewari, Devi Datt ; Mndebele, Siyabonga. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:71-:d:1074417.

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2023Asymmetric evidence of foreign direct investment response to stock returns in Nigeria. (2023). Oladele, Olumuyiwa Samuel ; Owuru, Joel Ede. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00194-4.

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2023Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8.

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2023The unemployment hysteresis by territory, gender, and age groups in Iran. (2023). Gil-Alana, Luis ; Gil-Alaa, Luis A ; Goltabar, Saleh ; Cheratian, Iman. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:2:d:10.1007_s43546-023-00424-5.

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2023A test for the contributions of urban and rural inflation to inflation persistence in Nigeria. (2023). Salisu, Afees ; Usman, Nuruddeen ; Oboh, Victor ; Ebuh, Godday Uwawunkonye. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:16:y:2023:i:2:p:222-246.

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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.
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paper41
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.
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This paper has nother version. Agregated cites: 41
article
2007True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence.(2007) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 41
paper
2012Understanding the source of multifractality in financial markets In: Papers.
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paper67
2012Understanding the source of multifractality in financial markets.(2012) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 67
article
2011The efficient market hypothesis re-visited: new evidence from 100 US firms In: Working Papers.
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paper0
2015A GARCH model for testing market efficiency In: Working Papers.
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paper48
2016A GARCH model for testing market efficiency.(2016) In: Journal of International Financial Markets, Institutions and Money.
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This paper has nother version. Agregated cites: 48
article
2015A unit root model for trending time-series energy variables In: Working Papers.
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paper100
2015A unit root model for trending time-series energy variables.(2015) In: Energy Economics.
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This paper has nother version. Agregated cites: 100
article
2010Are shocks to commodity prices persistent? In: Working Papers.
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paper52
2011Are shocks to commodity prices persistent?.(2011) In: Applied Energy.
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This paper has nother version. Agregated cites: 52
article
2013Determinants of stock price bubbles In: Economic Modelling.
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article18
2015Non-homogeneous volatility correlations in the bivariate multifractal model In: The European Journal of Finance.
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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.
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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.
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paper0

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