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Ling-Yun He

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This is information that was supplied by Ling-Yun He in registering through RePEc. If you are Ling-Yun He , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ling-Yun
Middle Name:
Last Name: He
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RePEc Short-ID: phe456

Email: [This author has chosen not to make the email address public]
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Affiliation

(90%) Center for Futures and Financial Derivatives
College of Economics and Management
China Agricultural University
Location: Beijing, China
Homepage: http://www.cau.edu.cn/cem/cemold/cffdr/
Email:
Phone: (010)62893123
Fax:
Postal: No.17 Qinghuadonglu Road, Haidian, Beijing 10083
Handle: RePEc:edi:cfcaucn (more details at EDIRC)
(10%) Center for Energy and Environmental Policy Research (CEEP)
Beijing Institute of Technology
Location: Beijing, China
Homepage: http://www.ceep.net.cn/
Email:
Phone: 86-10-68918651
Fax: 86-10-68918651
Postal:
Handle: RePEc:edi:cebitcn (more details at EDIRC)

Works

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Articles

  1. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
  2. Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun, 2014. "Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 460-469.
  3. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., M.E. Sharpe, Inc., vol. 50(1S), pages 148-166, January.
  4. Sumei Chen & Lingyun He, 2013. "Deregulation or Governmental Intervention? A Counterfactual Perspective on China's Electricity Market Reform," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(4), pages 101-120, 07.
  5. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Society for Computational Economics, vol. 42(3), pages 267-289, October.
  6. He, Ling-Yun & Chen, Yu, 2013. "Thou shalt drive electric and hybrid vehicles: Scenario analysis on energy saving and emission mitigation for road transportation sector in China," Transport Policy, Elsevier, vol. 25(C), pages 30-40.
  7. Ling-Yun He & Wen-Si Xe, 2012. "Who has the final say?: Market power versus price discovery in China's sugar spot and futures markets," China Agricultural Economic Review, Emerald Group Publishing, Emerald Group Publishing, vol. 4(3), pages 379-390, October.
  8. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
  9. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
  10. He, Ling-Yun & Chen, Shu-Peng, 2011. "Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 297-308.
  11. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.
  12. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are developed and emerging agricultural futures markets multifractal? A comparative perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3828-3836.
  13. Ling-Yun He, 2010. "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Society for Computational Economics, vol. 36(3), pages 263-282, October.
  14. Chen, Shu-Peng & He, Ling-Yun, 2010. "Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1434-1444.
  15. He, Ling-Yun & Fan, Ying & Wei, Yi-Ming, 2009. "Impact of speculator's expectations of returns and time scales of investment on crude oil price behaviors," Energy Economics, Elsevier, vol. 31(1), pages 77-84, January.
  16. Ling-Yun He & Ying Fan & Yi-Ming Wei, 2007. "The empirical analysis for fractal features and long-run memory mechanism in petroleum pricing systems," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, Inderscience Enterprises Ltd, vol. 27(4), pages 492-502.

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