2
H index
0
i10 index
5
Citations
Neoma Business School | 2 H index 0 i10 index 5 Citations RESEARCH PRODUCTION: 1 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Weidong Lin. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Liverpool, Department of Economics | 3 |
| Year | Title of citing document |
|---|---|
| 2026 | Dynamic co-movement of stock market and risk management by hedging strategies in diverse portfolios: A wavelet-multivariate GARCH. (2026). Naveed, Rana Tahir ; Waris, Muhammad ; Shahid, Muhammad Sadiq ; Abbas, Muhammad ; Younis, Ijaz. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:202:y:2026:i:p2:s0960077925015255. Full description at Econpapers || Download paper |
| 2025 | Resilience of energy market under geopolitical risks: What’s the policy implications?. (2025). Chang, Chun-Ping ; Li, Jing ; Yin, Zhujia ; Zhu, Yingxin ; Cao, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1706-1724. Full description at Econpapers || Download paper |
| 2025 | Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610. Full description at Econpapers || Download paper |
| 2025 | SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111. Full description at Econpapers || Download paper |
| 2026 | Stock Portfolio Management Based on AI Technology. (2026). Ordieresmer, Joaqun ; Alonso, Alejandro Moreno. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:2:p:458-469. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Portfolio selection under non-gaussianity and systemic risk: A machine learning based forecasting approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2023 | Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach..(2023) In: Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Portfolio Selection Under Systemic Risk In: Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Machine Learning Based Portfolio Selection Under Systemic Risk. In: Research Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team