Lean Yu : Citation Profile


Are you Lean Yu?

University of Chinese Academy of Sciences

18

H index

27

i10 index

1329

Citations

RESEARCH PRODUCTION:

61

Articles

2

Books

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 88
   Journals where Lean Yu has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 26 (1.92 %)

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   Permalink: http://citec.repec.org/pyu29
   Updated: 2024-12-03    RAS profile: 2021-08-15    
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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 Lean Yu.

Is cited by:

Wei, Yi-Ming (28)

Li, jianping (16)

Wang, Yudong (15)

Zhang, Yue-Jun (12)

Su, Bin (11)

Ji, Qiang (9)

Chevallier, Julien (7)

Lee, Chien-Chiang (7)

Zhou, Peng (6)

Ren, Xiaohang (6)

Zhou, Wei-Xing (6)

Cites to:

Wei, Yi-Ming (18)

Zhou, Peng (14)

Ang, B.W. (11)

Li, jianping (10)

Hammoudeh, Shawkat (10)

Zhang, Yue-Jun (9)

Nguyen, Duc Khuong (8)

Kilian, Lutz (8)

JAMMAZI, RANIA (7)

Chevallier, Julien (6)

Manera, Matteo (6)

Main data


Where Lean Yu has published?


Journals with more than one article published# docs
International Journal of Information Technology & Decision Making (IJITDM)10
Energy Economics6
Energy5
Applied Energy3
Energy Policy3
Annals of Operations Research2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Financial Innovation2
New Mathematics and Natural Computation (NMNC)2
Journal of Forecasting2
Discrete Dynamics in Nature and Society2
European Journal of Operational Research2
International Review of Financial Analysis2
International Journal of Systems Science2

Recent works citing Lean Yu (2024 and 2023)


YearTitle of citing document
2023Deep Reinforcement Learning for Gas Trading. (2023). Michler, Christian ; Granger, Nikita P ; Cy, Alexander ; Miao, Yinsen ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2301.08359.

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2023A group decision-making method to measure national energy architecture performance: A case study of the International energy Agency. (2023). Yang, Weiming ; Fu, Yelin ; Li, Cong Dong ; Yu, Yinyun. In: Applied Energy. RePEc:eee:appene:v:330:y:2023:i:pa:s0306261922015422.

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2024Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework. (2024). Amindavar, Hamidreza ; Nikseresht, Ali. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014332.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Trading, storage, or penalty? Uncovering firms decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling. (2023). Chevallier, Julien ; Kou, Gang ; Xu, Liang ; Liang, Xin ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005928.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Do pilot zones for green finance reform and innovation promote energy savings? Evidence from China. (2023). Chen, XI ; Feng, Chao ; Wang, Jing ; Zhang, Zhenhua. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300261x.

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2023Carbon emission reduction analysis for cloud computing industry: Can carbon emissions trading and technology innovation help?. (2023). Huang, Kai ; Sang, Xiuzhi ; Wang, Qunwei ; Zhou, Dequn ; Yu, Xianyu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300302x.

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2023The role of technical change in low-carbon transformation and crises in the electricity market: A CGE analysis with R&D investment. (2023). Dong, Kangyin ; Teng, Qiang ; Qing, Jing ; Jiang, Hong-Dian. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s014098832300395x.

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2023Pricing and hedging wind power prediction risk with binary option contracts. (2023). Date, Paresh ; Hesamzadeh, Mohammad Reza ; Thakur, Jagruti ; Bunn, Derek. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004589.

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2023Climate risk and carbon emissions: Examining their impact on key energy markets through asymmetric spillovers. (2023). Kumar, Satish ; Lucey, Brian ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004681.

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2023Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events. (2023). Jiang, Zhengting ; Wu, Xinyu. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005029.

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2023Accurate forecasts and comparative analysis of Chinese CO2 emissions using a superior time-delay grey model. (2023). Lin, Qianqian ; Hu, Jiaqi ; Ding, Song. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300511x.

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2023Spillover of energy commodities and inflation in G7 plus Chinese economies. (2023). Chaudhry, Sajid M ; Saeed, Asif ; Ahmed, Rizwan ; Arif, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005273.

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2023Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005819.

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2023Forecasting crude oil futures price using machine learning methods: Evidence from China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s014098832300587x.

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2023Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047.

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2023Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Dong, Qingyuan ; Yang, Tianle ; Du, Qunyang. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005972.

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2023Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?. (2023). Niu, Hongli ; Xu, Kunliang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006278.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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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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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749.

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2024AI and Nuclear: A perfect intersection of danger and potential?. (2024). Hou, Yuqi ; Lyu, Jiayi ; Zhang, Ruiqian ; Chen, Yan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002147.

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2023Inequality impacts of ETS penalties: A case study on the recent Chinese nationwide ETS market. (2023). Wang, Can ; Chen, Shuyang. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006188.

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2023The rebound effect of decarbonization in China’s power sector under the carbon trading scheme. (2023). Li, Jinkai ; Wu, Jiaqian ; Xiao, Jin ; Niu, Miaomiao. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001283.

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2024Energy trade stability of China: Policy options with increasing climate risks. (2024). Zhang, Dayong ; Luan, Liyuan ; Guo, Kun ; Ji, Qiang ; Cai, Xiaoli. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004433.

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2024How connected is withholding capacity to electricity, fossil fuel and carbon markets? Perspectives from a high renewable energy consumption economy. (2024). Jiao, Jianling ; Shao, Zhen ; Liu, Chen ; Yang, Shanlin. In: Energy Policy. RePEc:eee:enepol:v:185:y:2024:i:c:s0301421523005220.

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2023Forecasting the crude oil prices with an EMD-ISBM-FNN model. (2023). Wang, Donghua ; Zheng, Chunling ; Fang, Tianhui. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222022897.

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2023Short-term load forecasting with an improved dynamic decomposition-reconstruction-ensemble approach. (2023). Sun, Shaolong ; Li, Yanzhao ; Guo, Ju-e, ; Yang, Dongchuan ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pa:s0360544222024951.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023A hybrid day-ahead electricity price forecasting framework based on time series. (2023). Qing, Guohua ; Xiong, Xiaoping. In: Energy. RePEc:eee:energy:v:264:y:2023:i:c:s0360544222029851.

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2023Optimisation and performance evaluation of response surface methodology (RSM), artificial neural network (ANN) and adaptive neuro-fuzzy inference system (ANFIS) in the prediction of biogas production . (2023). Yazdi, Sara Kazemi ; Arumugasamy, Senthil Kumar ; Chan, Yi Jing ; Sheng, Daniel Jia ; Lim, Jun Wei. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222033357.

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2023Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Liu, Tangyong ; Jin, Yujing ; Gong, XU. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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2023An ensemble transfer learning strategy for production prediction of shale gas wells. (2023). Sun, Yuping ; Niu, Wente ; Mu, Ying ; Li, Qiaojing ; Liu, Hualin ; Lu, Jialiang ; Zhang, Xiaowei. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s036054422300837x.

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2023Forecast and structural characteristics of Chinas oil product consumption embedded in bottom-line thinking. (2023). Pan, Yue ; Zhang, Zhe George ; Yang, Ying ; Tian, Lingyue ; Chai, Jian. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pa:s0360544223012835.

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2023Forecasting coal demand in key coal consuming industries based on the data-characteristic-driven decomposition ensemble model. (2023). Chen, Fan ; Mao, Jinqi ; Tian, Cuicui ; Wang, Delu. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022351.

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2023Functional classification and dynamic prediction of cumulative intraday returns in crude oil futures. (2023). Liu, Xiaoxing. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027494.

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2023The low-carbon transition of Chinas power sector: Scale effect of grid upgrading. (2023). Lin, Boqiang ; Cai, Xiangyu ; Zhang, Chongchong. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027159.

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2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

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2024Forecasting electricity production from various energy sources in Türkiye: A predictive analysis of time series, deep learning, and hybrid models. (2024). Akgun, Omer Burak ; Sen, Mustafa ; Gulay, Emrah. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223029602.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2024A novel secondary decomposition method for forecasting crude oil price with twitter sentiment. (2024). Li, Ling ; Qian, Shuangyue ; Tang, Ling ; Wu, Jun ; Guo, Yuanxuan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033480.

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2024A novel Seasonal Fractional Incomplete Gamma Grey Bernoulli Model and its application in forecasting hydroelectric generation. (2024). Tian, Junhao ; Zhu, Zhenghao ; Xiong, Xin ; Guo, Huan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000288.

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2024Multivariate analysis and forecasting of the crude oil prices: Part I – Classical machine learning approaches. (2024). Mafat, Iradat Hussain ; Palla, Sridhar ; Tanneru, Hemanth Kumar ; Jha, Nimish. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224009587.

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2023Comovements between multidimensional investor sentiment and returns on internet financial products. (2023). Zhang, Shuonan ; Yu, Jingjing ; Jin, Chenglu ; Wang, Shengnan ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003830.

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2023Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045.

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2023Explain systemic risk of commodity futures market by dynamic network. (2023). Zhang, Zuominyang ; Wang, Tianqi ; Lin, Jianwu ; Huang, KE ; He, Chengying. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001746.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023A two-stage credit scoring model based on random forest: Evidence from Chinese small firms. (2023). Ballester, Laura ; Shen, Long ; Zhou, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002715.

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2023Identifying the determinants of European carbon allowances prices: A novel robust partial least squares method for open-high-low-close data. (2023). Wei, Yigang ; Wang, Huiwen ; Huang, Wenyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004544.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2023The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China. (2023). Cheung, Adrian ; Yan, Wan-Lin. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005773.

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2023The driving factors of Chinas carbon prices: Evidence from using ICEEMDAN-HC method and quantile regression. (2023). Fang, Yan ; Zhang, Jing Jie ; Liu, Yinglin. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001290.

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2023.

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2024Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models. (2024). Xu, Ziqing ; Kwok, Yue Kuen ; Huang, Zhenzhen. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:132-150.

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2023Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Zhang, Jingshu ; Gong, Xiaomin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024A novel deep ensemble model for imbalanced credit scoring in internet finance. (2024). Jia, Yanlin ; Zhong, YU ; Xiao, Jin ; Wang, Shouyang ; Jiang, Xiaoyi ; Li, Ruoyi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:348-372.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Dynamic and asymmetric connectedness in the global “Carbon-Energy-Stock” system under shocks from exogenous events. (2023). Liang, Zongzheng ; Chen, Zhanghangjian ; Yang, Ming-Yuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000569.

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2023Oil in crisis: What can we learn. (2023). Moussa, Faten ; Hassan, Kabir M ; Kayani, Umar Nawaz ; Hossain, Gazi Farid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023An interpretable machine-learned model for international oil trade network. (2023). Zhou, Wei-Xing ; Xie, Wen-Jie ; Wei, NA. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002210.

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2023Investigating price fluctuations in copper futures: Based on EEMD and Markov-switching VAR model. (2023). Zhou, NA ; Su, Hui ; Wang, Yuli ; Bi, Zhiwei ; Wu, Qiaosheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300226x.

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2023Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Gözgör, Giray ; Gozgor, Giray ; Albasu, Joseph ; Soliman, Alaa M ; Lau, Chi Keung. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003148.

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2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129.

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2023Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Jamaani, Fouad ; Mohsin, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919.

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2023Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Zhang, Anqi ; Tarczyska-Uniewska, Magorzata ; Mallek, Sabrine ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005093.

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2023A secondary decomposition-ensemble methodology for forecasting natural gas prices using multisource data. (2023). Zhang, Chengyuan ; Jiang, Fuxin ; Xie, Gang. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007705.

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2023Financing efficiency in natural resource markets mobilizing private and public capital for a green recovery. (2023). Haroon, Muhammad ; Yan, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005524.

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2023A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network. (2023). Cheng, LI ; Xue, Minggao ; Zhao, Geya. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006670.

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

Works by Lean Yu:


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2016Quantiles on Stream: An Application to Monte Carlo Simulation In: Journal of Systems Science and Information.
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2015A decomposition–ensemble model with data-characteristic-driven reconstruction for crude oil price forecasting In: Applied Energy.
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2012A novel hybrid ensemble learning paradigm for nuclear energy consumption forecasting In: Applied Energy.
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2013A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions In: Economic Modelling.
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2009An intelligent-agent-based fuzzy group decision making model for financial multicriteria decision support: The case of credit scoring In: European Journal of Operational Research.
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2016Fuzzy multi-period portfolio selection with different investment horizons In: European Journal of Operational Research.
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2008Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm In: Energy Economics.
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2009Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method In: Energy Economics.
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2014A compressed sensing based AI learning paradigm for crude oil price forecasting In: Energy Economics.
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2015Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach In: Energy Economics.
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2017A deep learning ensemble approach for crude oil price forecasting In: Energy Economics.
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2021Multi-nation comparisons of energy architecture performance: A group decision-making method with preference structure and acceptability analysis In: Energy Economics.
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2021Decarbonizing Chinas power sector by 2030 with consideration of technological progress and cross-regional power transmission In: Energy Policy.
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2015Carbon emissions trading scheme exploration in China: A multi-agent-based model In: Energy Policy.
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2018A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting In: Energy.
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2021An effective rolling decomposition-ensemble model for gasoline consumption forecasting In: Energy.
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2011A novel seasonal decomposition based least squares support vector regression ensemble learning approach for hydropower consumption forecasting in China In: Energy.
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2012Crude oil price analysis and forecasting using wavelet decomposed ensemble model In: Energy.
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2015Electricity price forecasting with a BED (Bivariate EMD Denoising) methodology In: Energy.
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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models In: International Review of Financial Analysis.
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2020A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis In: International Review of Financial Analysis.
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2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets In: Resources Policy.
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2020Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach In: Physica A: Statistical Mechanics and its Applications.
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2014A fuzzy multi-objective model for provider selection in data communication services with different QoS levels In: International Journal of Production Economics.
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2020Can machine learning paradigm improve attribute noise problem in credit risk classification? In: International Review of Economics & Finance.
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2021A Data-Trait-Driven Rolling Decomposition-Ensemble Model for Gasoline Consumption Forecasting In: Energies.
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2017Impact of Energy Conservation and Emissions Reduction Policy Means Coordination on Economic Growth: Quantitative Evidence from China In: Sustainability.
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2014Pricing Scheme of Ocean Carrier for Inbound Container Storage for Assistance of Container Supply Chain Finance In: Discrete Dynamics in Nature and Society.
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2014Credit Risk Evaluation with a Least Squares Fuzzy Support Vector Machines Classifier In: Discrete Dynamics in Nature and Society.
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2015Dynamic volatility spillover effect analysis between carbon market and crude oil market: a DCC-ICSS approach In: International Journal of Global Energy Issues.
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2020Linkages and Spillovers between Internet Finance and Traditional Finance: Evidence from China In: Emerging Markets Finance and Trade.
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2012Genetic algorithm-based multi-criteria project portfolio selection In: Annals of Operations Research.
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2015Intelligent knowledge management in operations research In: Annals of Operations Research.
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2015Social credit: a comprehensive literature review In: Financial Innovation.
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2020On product of positive L-R fuzzy numbers and its application to multi-period portfolio selection problems In: Fuzzy Optimization and Decision Making.
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2007Foreign-Exchange-Rate Forecasting With Artificial Neural Networks In: International Series in Operations Research and Management Science.
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2020Constructing Composite Indicators with Collective Choice and Interval-Valued TOPSIS: The Case of Value Measure In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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2008Bio-Inspired Credit Risk Analysis In: Springer Books.
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2012A fuzzy multi-objective model for capacity allocation and pricing policy of provider in data communication service with different QoS levels In: International Journal of Systems Science.
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2014The clustering-based case-based reasoning for imbalanced business failure prediction: a hybrid approach through integrating unsupervised process with supervised process In: International Journal of Systems Science.
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2017Ensemble Forecasting for Complex Time Series Using Sparse Representation and Neural Networks In: Journal of Forecasting.
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2018Quantile estimators with orthogonal pinball loss function In: Journal of Forecasting.
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2006GUEST EDITORS INTRODUCTION: PROGRESS IN RISK MANAGEMENT In: International Journal of Information Technology & Decision Making (IJITDM).
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2006CURRENCY CRISIS FORECASTING WITH GENERAL REGRESSION NEURAL NETWORKS In: International Journal of Information Technology & Decision Making (IJITDM).
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2007NEURAL NETWORKS IN FINANCE AND ECONOMICS FORECASTING In: International Journal of Information Technology & Decision Making (IJITDM).
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2009A MODIFIED LEAST SQUARES SUPPORT VECTOR MACHINE CLASSIFIER WITH APPLICATION TO CREDIT RISK ANALYSIS In: International Journal of Information Technology & Decision Making (IJITDM).
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2009GUEST EDITORS INTRODUCTION: RISK MEASUREMENT AND RISK CORRELATION ANALYSIS In: International Journal of Information Technology & Decision Making (IJITDM).
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2015A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting In: International Journal of Information Technology & Decision Making (IJITDM).
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2016Prediction-Based Multi-Objective Optimization for Oil Purchasing and Distribution with the NSGA-II Algorithm In: International Journal of Information Technology & Decision Making (IJITDM).
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2017Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula In: International Journal of Information Technology & Decision Making (IJITDM).
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2019Forecasting Chinese Stock Market Prices using Baidu Search Index with a Learning-Based Data Collection Method In: International Journal of Information Technology & Decision Making (IJITDM).
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2011FORECASTING THE CRUDE OIL SPOT PRICE BY WAVELET NEURAL NETWORKS USING OECD PETROLEUM INVENTORY LEVELS In: New Mathematics and Natural Computation (NMNC).
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2011AN INTEGRATED MODEL USING WAVELET DECOMPOSITION AND LEAST SQUARES SUPPORT VECTOR MACHINES FOR MONTHLY CRUDE OIL PRICES FORECASTING In: New Mathematics and Natural Computation (NMNC).
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