Yongmiao Hong : Citation Profile

University of Chinese Academy of Sciences

27

H index

41

i10 index

2657

Citations

RESEARCH PRODUCTION:

80

Articles

20

Papers

2

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   31 years (1994 - 2025). See details.
   Cites by year: 85
   Journals where Yongmiao Hong has often published
   Relations with other researchers
   Recent citing documents: 234.    Total self citations: 41 (1.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho691
   Updated: 2025-12-20    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

LINTON, OLIVER (5)

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

Is cited by:

GUPTA, RANGAN (56)

LINTON, OLIVER (36)

Escanciano, Juan Carlos (26)

Çevik, Emrah (25)

Zhu, Ke (24)

Phillips, Peter (22)

Swanson, Norman (21)

GAO, Jiti (20)

Bouri, Elie (19)

Wang, Gang-Jin (18)

van Dijk, Dick (18)

Cites to:

Engle, Robert (50)

Hansen, Bruce (45)

Diebold, Francis (45)

Bollerslev, Tim (42)

Watson, Mark (28)

Andrews, Donald (24)

Singleton, Kenneth (21)

Campbell, John (19)

Tauchen, George (19)

Su, Liangjun (19)

Ait-Sahalia, Yacine (18)

Main data

Where Yongmiao Hong has published?

Journals with more than one article published# docs
Journal of Econometrics18
Econometric Theory9
Econometrica5
Energy Economics4
China Economic Review3
Econometric Reviews3
Economics Letters3
Journal of Business & Economic Statistics2
Journal of Time Series Analysis2
Journal of Banking & Finance2
International Economic Review2
The Review of Financial Studies2
International Review of Financial Analysis2
The Review of Economics and Statistics2
Journal of the Royal Statistical Society Series B2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Econometric Society 2004 Far Eastern Meetings / Econometric Society2
MPRA Paper / University Library of Munich, Germany2
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes2
Econometric Society 2004 North American Winter Meetings / Econometric Society2

Recent works citing Yongmiao Hong (2025 and 2024)

YearTitle of citing document
2024The Political Development Cycle: The Right and the Left in Peoples Republic of China from 1953. (2024). Guriev, Sergei ; Golosov, Mikhail ; Cheremukhin, Anton ; Tsyvinski, Aleh. In: American Economic Review. RePEc:aea:aecrev:v:114:y:2024:i:4:p:1107-39.

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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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2025Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models. (2023). Kristensen, Dennis ; Lee, Young Jun. In: Papers. RePEc:arx:papers:1904.05209.

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2025Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics. (2019). Li, Ta-Hsin. In: Papers. RePEc:arx:papers:1908.02545.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

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2025A Robust Residual-Based Test for Structural Changes in Factor Models. (2025). Su, Liangjun ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2406.00941.

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2025Estimating Time-Varying Parameters of Various Smoothness in Linear Models via Kernel Regression. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2406.14046.

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2025Learning control variables and instruments for causal analysis in observational data. (2024). Huber, Martin ; Apfel, Nicolas ; Hatamyar, Julia ; Kueck, Jannis. In: Papers. RePEc:arx:papers:2407.04448.

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2025Global Public Sentiment on Decentralized Finance: A Spatiotemporal Analysis of Geo-tagged Tweets from 150 Countries. (2025). Chen, Yuqi ; Li, Yifan ; Fu, Xiaokang ; Bao, Shuming ; Zhang, Luyao ; Liu, Lingbo ; Zhou, Kyrie Zhixuan ; Sui, Daniel. In: Papers. RePEc:arx:papers:2409.00843.

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2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2024On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included. (2024). Zhang, Xinyu ; Xu, Wenchao. In: Papers. RePEc:arx:papers:2411.09258.

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2025Testing linearity of spatial interaction functions \`a la Ramsey. (2024). Lee, Jungyoon ; Rossi, Francesca ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2412.14778.

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2025Copula Central Asymmetry of Equity Portfolios. (2025). Frattarolo, Lorenzo. In: Papers. RePEc:arx:papers:2501.00634.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Inference on varying coefficients in spatial autoregressions. (2025). Srisuma, Sorawoot ; Qu, XI ; Gupta, Abhimanyu ; Zhang, Jiajun. In: Papers. RePEc:arx:papers:2502.03084.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective. (2025). Sharma, Buddha Nath ; Rai, Anish ; Nurujjaman, MD ; Luwang, SR ; Majhi, Sushovan. In: Papers. RePEc:arx:papers:2502.14431.

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2025(In)stability in the Dynamics of the Cross-Country Distribution of Income Per Capita. (2025). Johnson, Paul ; Fiaschi, Davide. In: Papers. RePEc:arx:papers:2506.06755.

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2025Testing parametric additive time-varying GARCH models. (2025). Teräsvirta, Timo ; Ahlgren, Niklas ; Back, Alexander ; Terasvirta, Timo. In: Papers. RePEc:arx:papers:2506.23821.

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2025Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545.

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2025Data Synchronization at High Frequencies. (2025). Kong, Xinbing ; Liu, Cheng ; Wu, Bin. In: Papers. RePEc:arx:papers:2507.12220.

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2025Binary Response Forecasting under a Factor-Augmented Framework. (2025). Yang, Xuanbin ; Liu, Fei ; Cong, Jiachen ; Cheng, Tingting. In: Papers. RePEc:arx:papers:2507.16462.

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2025Testing for multiple change-points in macroeconometrics: an empirical guide and recent developments. (2025). Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:2507.22204.

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2025Optimal break tests for large linear time series models. (2025). Gupta, Abhimanyu ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.12262.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

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2024Rent‐seeking or value‐creating? The impact of managerial autonomy from state‐built corporate pyramids on M&A performance. (2024). Shanmin, LI ; Qingsong, Hou ; Jiachun, Chen. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4359-4391.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929.

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2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

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2024Economic Diversification, Oil Revenue and Energy Transition in Oil Dependent Countries: A Wavelet Decomposition and Panel Data Approach. (2024). ben Hamida, Hela ; Aloui, Chaker ; Hathroubi, Salem. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-46.

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2024Convergence of a exponential tamed method for a general interest rate model. (2024). Wang, Mengchao ; Lord, Gabriel. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:467:y:2024:i:c:s0096300323006720.

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2024Prediction of wind fields in mountains at multiple elevations using deep learning models. (2024). Chen, Wenli ; Jiang, Wenjun ; Gao, Huanxiang ; Ren, Hehe ; Hu, Gang ; Zhang, Dongqin. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014630.

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2024Fortify the investment performance of crude oil market by integrating sentiment analysis and an interval-based trading strategy. (2024). Cheng, Zishu ; Wei, Yunjie ; Wang, Shouyang ; Li, Mingchen ; Yang, Kun. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014666.

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2024An innovative interpretable combined learning model for wind speed forecasting. (2024). Li, Yanzhao ; Du, Pei ; Wang, Jianzhou ; Yang, Dongchuan. In: Applied Energy. RePEc:eee:appene:v:358:y:2024:i:c:s0306261923019177.

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2024Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration. (2024). Baggio, Roberta ; Muzy, Jean-Franois. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s030626192400223x.

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2024A new decomposition-ensemble strategy fusion with correntropy optimization learning algorithms for short-term wind speed prediction. (2024). Su, YI ; Wang, Xuewei ; Dai, Xianxing ; Jia, Shaomin ; Zhao, Ning. In: Applied Energy. RePEc:eee:appene:v:369:y:2024:i:c:s0306261924009723.

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2024A novel link prediction model for interval-valued crude oil prices based on complex network and multi-source information. (2024). Tao, Zhifu ; Luo, Rui ; Zhao, Xiaoman ; Liu, Jinpei. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016441.

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2025A review of predictive uncertainty modeling techniques and evaluation metrics in probabilistic wind speed and wind power forecasting. (2025). Srinivasan, Dipti ; Wang, Jianzhou ; Hu, Qinghua ; Zou, Runmin ; Kou, Hongbo ; Zhang, Fan. In: Applied Energy. RePEc:eee:appene:v:396:y:2025:i:c:s030626192500964x.

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2024The power of speed: High-speed railways and scientific research competitiveness in China. (2024). Gao, Haoyu ; Li, Meng ; Wang, Yujing. In: Journal of Asian Economics. RePEc:eee:asieco:v:95:y:2024:i:c:s1049007824001283.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2024From restriction to relaxation: The impact of fertility policy on household savings across countries. (2024). Liang, Xiaojun ; Chang, Liang ; Tan, NA. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:2102-2129.

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2025High-speed rail expansion and housing prices in the forgotten corners: Sub-City Level Evidence from Jiangsu Province in China. (2025). Hu, Chenxu ; Cheng, Shiyu ; Song, Yaxiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1787-1800.

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2025Penalized quadratic inference functions estimation of fixed effects partially linear varying coefficient spatial error model. (2025). Li, Fen ; Chen, Jianbao. In: Economic Modelling. RePEc:eee:ecmode:v:146:y:2025:i:c:s0264999325000173.

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2025A Hodrick–Prescott filter with automatically selected breaks. (2025). Pelagatti, Matteo ; Maranzano, Paolo. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001270.

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2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

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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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2025International extreme sovereign risk connectedness: Network structure and roles. (2025). Huang, Wei-Qiang ; Zhu, Yao-Long ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002808.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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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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2024Assessing time-varying risk in China’s GDP growth. (2024). Ye, Wuyi ; Jiao, Shoukun ; Lv, Mengdi ; Xu, Jiexin ; Song, Hongmei. In: Economics Letters. RePEc:eee:ecolet:v:242:y:2024:i:c:s016517652400380x.

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2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

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2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Ma, Yanyuan ; Feng, Long ; Wang, Hongfei ; Liu, Binghui. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Time-varying minimum variance portfolio. (2024). Fan, Qingliang (Michael) ; Yang, Yanrong ; Zhong, Wei ; Wu, Ruike. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001646.

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2024A post-screening diagnostic study for ultrahigh dimensional data. (2024). Zhou, Yeqing ; Zhang, Yaowu ; Zhu, Liping. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001877.

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2024Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2024Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400037x.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Ait-Sahalia, Yacine ; Xu, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2024Testing unconditional and conditional independence via mutual information. (2024). Zhang, Zheng ; Zhu, Liping ; Sun, Li-Hsien ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407622001609.

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2024Prewhitened long-run variance estimation robust to nonstationarity. (2024). Perron, Pierre ; Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:1:s0304407624001404.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024Reprint of: Robust inference on correlation under general heterogeneity. (2024). Phillips, Peter ; Giraitis, Liudas. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000903.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2024Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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

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2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

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2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

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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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2024Price discovery redux—Analyzing energy spot and futures prices using a dynamic programming approach. (2024). Vatsa, Puneet ; Miljkovic, Dragan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400673x.

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2025Forecasting the carbon price of Chinas national carbon market: A novel dynamic interval-valued framework. (2025). Wei, Yunjie ; Wang, Zhengzhong. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008168.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2024Exploring phase-out path of Chinas coal power plants with its dynamic impact on electricity balance. (2024). Wu, Zemin ; Yu, Xianyu ; Wang, Qunwei ; Tan, Jin. In: Energy Policy. RePEc:eee:enepol:v:187:y:2024:i:c:s0301421524000417.

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2024Multistep short-term wind power forecasting model based on secondary decomposition, the kernel principal component analysis, an enhanced arithmetic optimization algorithm, and error correction. (2024). Fan, Yuzhen ; Wang, Junjie ; Hou, Guolian. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030347.

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2024Short-term wind speed forecasting based on recurrent neural networks and Levy crystal structure algorithm. (2024). Zheng, Jingwei ; Wang, Jianzhou. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003529.

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2024A novel dynamic spatio-temporal graph convolutional network for wind speed interval prediction. (2024). Chen, Zhengganzhe ; Meng, Wei ; Du, Chenglong ; Zhang, Bin. In: Energy. RePEc:eee:energy:v:294:y:2024:i:c:s0360544224007023.

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2024Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340.

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2024A drift-aware dynamic ensemble model with two-stage member selection for carbon price forecasting. (2024). Hu, Huanling ; Zeng, Liling ; Zhang, Dabin ; Lin, Ruibin ; Song, Qingkui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034777.

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2025Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test. (2025). Ren, Xiaohang ; Tao, Lizhu ; Liu, Chuanwang ; He, Yue. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225011375.

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2025MIG-EWPFS: An ensemble probabilistic wind speed forecasting system integrating multi-dimensional feature extraction, hybrid quantile regression, and Knee improved multi-objective optimization. (2025). Xing, Qianyi ; Huang, Xiaojia ; Wang, Kang. In: Energy. RePEc:eee:energy:v:324:y:2025:i:c:s0360544225017025.

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2025Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044.

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2025Dynamic connection between climate risks and energy markets. (2025). Jia, Huizhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001425.

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2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings. (2024). Lu, Shan ; Zhao, Jichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001364.

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2024Population intensity, location choice, and investment portfolio selection: A case of emerging economies. (2024). He, Xinao ; Xu, Runguo ; Sun, Kai ; Wang, Jian. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002035.

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

Yongmiao Hong is editor of

Journal
Advanced Studies in Theoretical and Applied Econometrics

Works by Yongmiao Hong:

YearTitleTypeCited
2005Identifying Threshold Effects and Typologies in Economic Growth: A Panel Approach In: 2005 Annual meeting, July 24-27, Providence, RI.
[Full Text][Citation analysis]		paper4
2024Sparse Interval-valued Time Series Modeling with Machine Learning In: Papers.
[Full Text][Citation analysis]		paper0
1999A New Test for ARCH Effects and Its Finite-Sample Performance. In: Journal of Business & Economic Statistics.
[Citation analysis]		article15
2004Out-of-Sample Performance of Discrete-Time Spot Interest Rate Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article44
1998Testing for pairwise serial independence via the empirical distribution function In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article17
2000Generalized spectral tests for serial dependence In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article39
1997One‐sided testing for conditional heteroskedasticity in time series models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article3
2011Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes In: Journal of Time Series Analysis.
[Citation analysis]		article5
2023Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2023Kolmogorov-Smirnov Type Testing for Structural Breaks: A New Adjusted-Range Based Self-Normalization Approach.(2023) In: Janeway Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2024Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
1999M-Testing Using Finite and Infinite Dimensional Parameter Estimators In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
2002Spectral density bandwith choice and prewightening in the estimation of heteroskadasticity and autocorrelation consistent covariance matrices in panel data models In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper0
2001Testing for Independence between Two stationary Time Series via the Empirical Characteristic Function In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2001TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS In: Econometric Theory.
[Full Text][Citation analysis]		article25
2001ONE-SIDED TESTING FOR ARCH EFFECTS USING WAVELETS In: Econometric Theory.
[Full Text][Citation analysis]		article13
2003DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article32
2007AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM In: Econometric Theory.
[Full Text][Citation analysis]		article7
2010CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article13
2012TESTING FOR THE MARKOV PROPERTY IN TIME SERIES In: Econometric Theory.
[Full Text][Citation analysis]		article9
2016DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article15
2018CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article12
2023ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH In: Econometric Theory.
[Full Text][Citation analysis]		article0
1995Consistent Specification Testing via Nonparametric Series Regression. In: Econometrica.
[Full Text][Citation analysis]		article125
1996Consistent Testing for Serial Correlation of Unknown Form. In: Econometrica.
[Full Text][Citation analysis]		article100
2004Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models In: Econometrica.
[Full Text][Citation analysis]		article39
2000Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models.(2000) In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2005Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence In: Econometrica.
[Full Text][Citation analysis]		article62
2012Testing for Smooth Structural Changes in Time Series Models via Nonparametric Regression In: Econometrica.
[Full Text][Citation analysis]		article99
2004Specification Testing for Multivariate Time Series Volatility Models In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper0
2004Are the directions of stock price changes predictable? A generalized cross-spectral approach In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2004Generalized (Cross) Spectral Tests for Optimal Forecasts and Conditional Predictive Ability Under Generalized Loss Functions In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
2000Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper7
2022Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information In: Applied Energy.
[Full Text][Citation analysis]		article17
2013Productivity spillovers among linked sectors In: China Economic Review.
[Full Text][Citation analysis]		article1
2016Impact of the new health care reform on hospital expenditure in China: A case study from a pilot city In: China Economic Review.
[Full Text][Citation analysis]		article9
2017Do Chinas high-speed-rail projects promote local economy?—New evidence from a panel data approach In: China Economic Review.
[Full Text][Citation analysis]		article85
2017Adaptive penalized splines for data smoothing In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2023Fast estimation of a large TVP-VAR model with score-driven volatilities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2022A score statistic for testing the presence of a stochastic trend in conditional variances In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Adjusted-range self-normalized confidence interval construction for censored dependent data In: Economics Letters.
[Full Text][Citation analysis]		article1
2025Structural stability of functional data — A new adjusted-range-based self-normalization approach In: Economics Letters.
[Full Text][Citation analysis]		article0
2001A test for volatility spillover with application to exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article265
2006Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2007Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates In: Journal of Econometrics.
[Full Text][Citation analysis]		article45
2009Guest editors introduction In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2009Granger causality in risk and detection of extreme risk spillover between financial markets In: Journal of Econometrics.
[Full Text][Citation analysis]		article222
2011Generalized spectral testing for multivariate continuous-time models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2014A unified approach to validating univariate and multivariate conditional distribution models in time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2018Threshold autoregressive models for interval-valued time series data In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2019A model-free consistent test for structural change in regression possibly with endogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Solving Euler equations via two-stage nonparametric penalized splines In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Time-varying model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2017Time-varying Model Averaging.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Testing for structural changes in large dimensional factor models via discrete Fourier transform In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2023Penalized time-varying model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2023Specification tests for time-varying coefficient models In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2024Estimating and testing for smooth structural changes in moment condition models In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Climate change and crude oil prices: An interval forecast model with interval-valued textual data In: Energy Economics.
[Full Text][Citation analysis]		article4
2024Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach In: Energy Economics.
[Full Text][Citation analysis]		article3
2014Time-varying Granger causality tests for applications in global crude oil markets In: Energy Economics.
[Full Text][Citation analysis]		article77
2019Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling In: Energy Economics.
[Full Text][Citation analysis]		article21
2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2024The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2011Financial volatility forecasting with range-based autoregressive volatility model In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2010Modeling the dynamics of Chinese spot interest rates In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
2012Are corporate bond market returns predictable? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article29
2013How smooth is price discovery? Evidence from cross-listed stock trading In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2008An empirical study on information spillover effects between the Chinese copper futures market and spot market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
2009Some recent developments in nonparametric finance In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2016A Vector Autoregressive Moving Average Model for Interval-Valued Time Series Data In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter8
2001Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns In: Econometrics Working Papers Archive.
[Full Text][Citation analysis]		paper11
1994Nonparametric Coherency-Based Testing for Independence Between Two Stationary Time Series. In: Cornell - Department of Economics.
[Citation analysis]		paper0
2011TESTING THE STRUCTURE OF CONDITIONAL CORRELATIONS IN MULTIVARIATE GARCH MODELS: A GENERALIZED CROSS‐SPECTRUM APPROACH In: International Economic Review.
[Full Text][Citation analysis]		article5
2024A Regularized High-Dimensional Positive Definite Covariance Estimator with High-Frequency Data In: Management Science.
[Full Text][Citation analysis]		article2
2007Detecting Misspecifications in Autoregressive Conditional Duration Models In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2007Model-free evaluation of directional predictability in foreign exchange markets In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article29
2021Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China In: Nature Communications.
[Full Text][Citation analysis]		article61
1994Autonomy and Incentives in Chinese State Enterprises In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article298
2005Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form In: The Review of Economic Studies.
[Full Text][Citation analysis]		article58
2005Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates In: The Review of Financial Studies.
[Full Text][Citation analysis]		article154
2006Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article36
1996Testing for independence between two covariance stationary time series In: MPRA Paper.
[Citation analysis]		paper32
2007Central limit theorems for weighted quadratic forms of dependent processes with applications in specification testing In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017An efficient integrated nonparametric entropy estimator of serial dependence In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models In: Econometric Reviews.
[Full Text][Citation analysis]		article9
2024Post-averaging inference for optimal model averaging estimator in generalized linear models In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2008Central limit theorems for generalized -statistics with applications in nonparametric specification In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article3
2025Forecasting Inflation Using Economic Narratives In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2016Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2022Forecasting interval-valued crude oil prices using asymmetric interval models In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article87
2004ERRATUM: Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models.(2004) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 87		article
1995Chinas Evolving Managerial Labor Market. In: Journal of Political Economy.
[Full Text][Citation analysis]		article133
2017TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES In: International Economic Review.
[Full Text][Citation analysis]		article7
2024REGULARIZED GMM FOR TIME‐VARYING MODELS WITH APPLICATIONS TO ASSET PRICING In: International Economic Review.
[Full Text][Citation analysis]		article0
2025A Novel Hybrid Nonlinear Forecasting Model for Interval‐Valued Gas Prices In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2002Nonparametric specification testing for continuous-time models with application to spot interest rates In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper27
2003Nonparametric Methods in Continuous-Time Finance: A Selective Review In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]		paper8

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