A novel cryptocurrency price trend forecasting model based on LightGBM ZS Xiaolei Sun, Mingxi Liu Finance Research Letters 32, 101084, 2020 | 471 | 2020 |
Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains X Sun, X Chen, J Wang, J Li The North American Journal of Economics and Finance 51, 100854, 2020 | 102 | 2020 |
Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach X Sun, C Liu, J Wang, J Li International Review of Financial Analysis 68, 101453, 2020 | 101 | 2020 |
Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports Q Ji, J Li, X Sun Finance Research Letters 30, 420-425, 2019 | 99 | 2019 |
Measuring external oil supply risk: A modified diversification index with country risk and potential oil exports Y Yang, J Li, X Sun, J Chen Energy 68, 930-938, 2014 | 99 | 2014 |
Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures L Wei, G Li, X Zhu, X Sun, J Li Energy Economics 80, 452-460, 2019 | 92 | 2019 |
China's Sovereign Wealth Fund Investments in overseas energy: The energy security perspective Xiaolei Sun, Jianping Li, Yongfeng Wang, Woodrow W Clark Energy Policy 65, 654-661, 2014 | 89 | 2014 |
Modeling systemic risk of crude oil imports: Case of China’s global oil supply chain X Sun, C Liu, X Chen, J Li Energy 121, 449-465, 2017 | 83 | 2017 |
Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective X Sun, J Wang, Y Yao, J Li, J Li International Review of Financial Analysis 68, 101271, 2020 | 82 | 2020 |
Tourism companies' risk exposures on text disclosure J Li, Y Feng, G Li, X Sun Annals of tourism research 84, 102986, 2020 | 81 | 2020 |
Dynamic spillover effect between oil prices and economic policy uncertainty in BRIC countries: A wavelet-based approach X Chen, X Sun, J Wang Emerging Markets Finance and Trade 55 (12), 2703-2717, 2019 | 64 | 2019 |
Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework X Sun, X Yao, J Wang Finance Research Letters 21, 214-221, 2017 | 60 | 2017 |
Oil-importing optimal decision considering country risk with extreme events: A multi-objective programming approach J Li, L Tang, X Sun, D Wu Computers & Operations Research 42, 108-115, 2014 | 59 | 2014 |
Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries C Liu, X Sun, J Chen, J Li Energy policy 92, 234-245, 2016 | 54 | 2016 |
Multi-objective optimization of crude oil-supply portfolio based on interval prediction data X Sun, J Hao, J Li Annals of Operations Research, 1-29, 2022 | 53 | 2022 |
How does economic policy uncertainty react to oil price shocks? A multi-scale perspective X Chen, X Sun, J Li Applied Economics Letters 27 (3), 188-193, 2020 | 52 | 2020 |
Risk contagion in Chinese banking industry: A Transfer Entropy-based analysis J Li, C Liang, X Zhu, X Sun, D Wu Entropy 15 (12), 5549-5564, 2013 | 52 | 2013 |
Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective J Li, X Yao, X Sun, D Wu European Journal of Operational Research 264 (2), 428-439, 2018 | 48 | 2018 |
Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance X Sun, L Tang, Y Yang, D Wu, J Li Economic Modelling 42, 287-295, 2014 | 48 | 2014 |
Quality credit evaluation based on TOPSIS: Evidence from air-conditioning market in China X Zhu, F Wang, C Liang, J Li, X Sun Procedia Computer Science 9, 1256-1262, 2012 | 47 | 2012 |