Intraday VaR: A copula-based approach , Journal of Empirical Finance , 2023 , 2023(74)101419

A simulation-based method for estimating systemic risk measures , European Journal of Operational Research , 2024

Variance swaps with mean reversion and multi-factor variance , European Journal of Operational Research , 2024 , 315(1)191-212

Time-varying quantile association regression model with applications to ?nancial contagion and VaR , European Journal of Operational Research , 2017 , 2561015-1028

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions , European Journal of Operational Research , 2012 , 222(1)96-103

Assessing time-varying risk in China’s GDP growth , Economics Letters , 2024 , (242)111896

Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market , Journal of Futures Markets , 2021 , 411055-1073

Financial contagion behavior analysis based on complex network approach , Annals of Operations Research , 2018 , 268(1-2)93-111

Markov regime-switching quantile regression models and financial contagion detection , Insurance: Mathematics and Economics , 2016 , 6721-26

Game-Theoretical Analysis for Supply Chain with Consumer Preference to Low Carbon , International Journal of Production Research , 2015 , 53(12)3753-3768

Joint value-at-risk and expected shortfall regression for location-scale time series models , Communications in Statistics- Theory and Methods , 2025 , 54(10)2945-2958

The connectedness, structure and performance of different financial networks , Journal of Risk , 2025 , 27(6)1-28

Short-term stock price trend prediction with imaging high frequency limit order book data , International Journal of Forecasting , 2024 , 2024(40)1189-1205

Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model , International Review of Financial Analysis , 2024 , 92103094

Bubbles and dependence between international equity markets , Quantitative Finance , 2024 , 24(1)119-138

Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure , Probability in the Engineering and Informational Sciences , 2023 , 37(1)245-274

Trading restriction and the choice for derivatives , International Review of Financial Analysis , 2022 , 82(2)102118

Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market , International Review of Financial Analysis , 2022 , 83102277

Risk of declined company performance during COVID-19–Spatial quantile autoregression based on network analysis , Computers & Industrial Engineering , 2022 , 173108670

Stochastic Volatility Model with Correlated Jump Sizes and Independent Arrivals , Probability in the Engineering and Informational Sciences , 2021 , 2021(35)513-531

Expected Shortfall Regression for Censored Data , Communications in Mathematics and Statistics , 2025 , 2025(13)1241-1284

Tail risk network of Chinese green-related stocks market , Finance Research Letters , 2024 , (67)105802

Adjustable light robust optimization with second order stochastic dominance constraints , The North American Journal of Economics and Finance , 2024 , (73)102162

Dependence and Systemic Risk Analysis Between S&P 500 Index and Sector Indexes: A Conditional Value-at-Risk Approach , Computational Economics , 2022 , 59(3)1-27

A novel estimation of time-varying quantile correlation for financial contagion detection , The North American Journal of Economics and Finance , 2022 , 63101796

Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets? , Economic Modelling , 2022 , 117106046

基于机制转换CAViaR模型的比特币VaR和期望损失联合估计 , Finance Research Letters , 2022 , 48102826

A model of dynamic tail dependence between crude oil prices and exchange rates , The North American Journal of Economics and Finance , 2021 , 58101543

Macroeconomic forecasts and commodity futures volatility , Economic Modelling , 2021 , 2021(94)981-994

Financial contagion and the TIR-MIDAS model , Finance Research Letters , 2021 , 2021(39)1-11