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Publications

by members of

Shenzhen University → College of Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles | Chapters |

Journal articles

2026

  1. Lu Yang & Lei Yang & Xi Yang, 2026, "Climate risk perceptions and carbon pricing dynamics: a conditional frequency-domain analysis," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-16, August, DOI: 10.1007/s10644-026-10047-z.

2025

  1. Cui, Wenyue, 2025, "Shadow and spillover: The influence of neighboring innovative cities on regional innovation growth," China Economic Review, Elsevier, volume 90, issue C, DOI: 10.1016/j.chieco.2025.102355.
  2. Wenyue Cui & Jie Tang & Shuai Yuan & Xin Dai, 2025, "Innovation Convergence: A System Review," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 16, issue 3, pages 13349-13392, September, DOI: 10.1007/s13132-024-02450-6.
  3. Yang, Lu & Xu, Haifeng, 2025, "Shifting risk preferences of foreign institutional investors on corporate social responsibility amidst the U.S.-China trade war," Journal of International Money and Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jimonfin.2025.103328.
  4. Yang, Lu, 2025, "Economic policy uncertainty and foreign exchange market implied volatility: A complex partial wavelet coherence approach," Journal of International Money and Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jimonfin.2025.103356.
  5. Lu Yang, 2025, "From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 45, issue 2, pages 143-157, February, DOI: 10.1002/fut.22558.

2024

  1. Jie Tang & Wenyue Cui, 2024, "Does the Internet trigger an innovative spatial revolution: evidence from China," Information Technology and Management, Springer, volume 25, issue 4, pages 305-318, December, DOI: 10.1007/s10799-022-00383-7.
  2. Wenyue Cui & Jie Tang, 2024, "Scaling innovation: unveiling urban factors shaping creativity," Journal of Chinese Governance, Taylor & Francis Journals, volume 9, issue 3, pages 328-347, July, DOI: 10.1080/23812346.2024.2366632.
  3. Xue Cui & Lu Yang, 2024, "Systemic risk and idiosyncratic networks among global systemically important banks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 29, issue 1, pages 58-75, January, DOI: 10.1002/ijfe.2674.
  4. Zhe Ma & Lu Yang, 2024, "Revisiting The €Œpure†Oil-Exchange Co-Movement From A Time-Domain Perspective," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 69, issue 01, pages 183-202, March, DOI: 10.1142/S0217590820500630.

2023

  1. Cui, Wenyue & Tang, Jie, 2023, "Innovation convergence clubs and their driving factors within urban agglomeration," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106199.
  2. Mingyue Chen & Chao Zhang & Chuanming Chen & Jinsheng Li & Wenyue Cui, 2023, "Main Pathways of Carbon Reduction in Cities under the Target of Carbon Peaking: A Case Study of Nanjing, China," Sustainability, MDPI, volume 15, issue 11, pages 1-19, June.
  3. Xin Dai & Jie Tang & Qin Huang & Wenyue Cui, 2023, "Knowledge Spillover and Spatial Innovation Growth: Evidence from China’s Yangtze River Delta," Sustainability, MDPI, volume 15, issue 19, pages 1-26, September.
  4. Wenyue Cui & Jie Tang, 2023, "Does the Construction of Transportation Infrastructure Enhance Regional Innovation Capabilities: Evidence from China," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 14, issue 4, pages 3598-3615, December, DOI: 10.1007/s13132-022-01005-x.
  5. Jie Tang & Wenyue Cui, 2023, "Does urban agglomeration affect innovation convergence: evidence from China," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 32, issue 4, pages 563-578, May, DOI: 10.1080/10438599.2021.1973896.
  6. Yang, Lu & Hamori, Shigeyuki, 2023, "Modeling the global sovereign credit network under climate change," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102618.
  7. Yang, Lu, 2023, "Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103493.
  8. Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023, "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 55-69, DOI: 10.1016/j.iref.2022.11.006.
  9. Lu Yang & Shigeyuki Hamori & Xiaojing Cai, 2023, "A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 8, pages 2775-2785, June, DOI: 10.1080/1540496X.2023.2192346.
  10. Lu Yang & Lei Yang & Xue Cui, 2023, "Sovereign default network and currency risk premia," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-22, December, DOI: 10.1186/s40854-023-00485-3.

2022

  1. Ho, Kung-Cheng & Yang, Lu & Luo, Sijia, 2022, "Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market," Journal of Business Research, Elsevier, volume 140, issue C, pages 638-656, DOI: 10.1016/j.jbusres.2021.11.030.
  2. Yang, Lu, 2022, "Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100185.

2021

  1. Yang, Lu & Hamori, Shigeyuki, 2021, "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 142-158, DOI: 10.1016/j.eap.2020.12.001.
  2. Yang, Lu & Hamori, Shigeyuki, 2021, "The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101864.
  3. Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
  4. Lu Yang & Nannan Yuan & Shichao Hu, 2021, "Housing market networks in China's major cities: a conditional causality approach," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2166-2185, February, DOI: 10.1108/IJOEM-05-2020-0573.

2020

  1. Mao, Liang, 2020, "Optimal recommendation in two-player bargaining games," Mathematical Social Sciences, Elsevier, volume 107, issue C, pages 41-45, DOI: 10.1016/j.mathsocsci.2020.06.005.
  2. Mao, Liang, 2020, "Designing international environmental agreements under participation uncertainty," Resource and Energy Economics, Elsevier, volume 61, issue C, DOI: 10.1016/j.reseneeco.2020.101167.
  3. Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki, 2020, "Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101200.
  4. Wu, Kai & Zhu, Jingran & Xu, Mingli & Yang, Lu, 2020, "Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101194.
  5. Chen, Wang & Ho, Kung-Cheng & Yang, Lu, 2020, "Network structures and idiosyncratic contagion in the European sovereign credit default swap market," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101594.
  6. Lu Yang & Shigeyuki Hamori, 2020, "Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach," Energies, MDPI, volume 13, issue 14, pages 1-27, July.
  7. Xiaojing Cai & Shigeyuki Hamori & Lu Yang & Shuairu Tian, 2020, "Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management," Energies, MDPI, volume 13, issue 2, pages 1-24, January.

2019

  1. Yang, Lu, 2019, "Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective," Energy Economics, Elsevier, volume 80, issue C, pages 219-233, DOI: 10.1016/j.eneco.2019.01.006.
  2. Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019, "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 137-149, DOI: 10.1016/j.iref.2018.08.014.
  3. Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori, 2019, "Determinants of the Long-Term Correlation between Crude Oil and Stock Markets," Energies, MDPI, volume 12, issue 21, pages 1-15, October.
  4. Kung-Cheng Ho & Jason Z. Ma & Lu Yang & Lisi Shi, 2019, "Do anticorruption efforts affect banking system stability?," The Journal of International Trade & Economic Development, Taylor & Francis Journals, volume 28, issue 3, pages 277-298, April, DOI: 10.1080/09638199.2018.1522661.

2018

  1. Liang Mao, 2018, "A note on stable cartels," Economics Bulletin, AccessEcon, volume 38, issue 3, pages 1338-1342.
  2. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018, "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 140-152, DOI: 10.1016/j.najef.2017.12.003.
  3. Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki, 2018, "Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 116-137, DOI: 10.1016/j.najef.2018.02.005.
  4. Yang, Lu & Yang, Lei & Hamori, Shigeyuki, 2018, "Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 19-34, DOI: 10.1016/j.irfa.2018.06.001.
  5. Lu Yang & Jason Z. Ma & Shigeyuki Hamori, 2018, "Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach," Sustainability, MDPI, volume 10, issue 2, pages 1-23, January.
  6. Jason Zhe Ma & Kung-Cheng Ho & Lu Yang & Chien-Chi Chu, 2018, "Market Sentiment and Investor Overreaction: Evidence from New York Listed Asian Country Exchange Traded Funds," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 11, pages 2455-2471, September, DOI: 10.1080/1540496X.2018.1464907.
  7. Lu Yang & Shigeyuki Hamori, 2018, "Modeling The Dynamics Of International Agricultural Commodity Prices: A Comparison Of Garch And Stochastic Volatility Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-20, September, DOI: 10.1142/S2010495218500100.

2017

  1. Liang Mao, 2017, "Subgame perfect equilibrium in a bargaining model with deterministic procedures," Theory and Decision, Springer, volume 82, issue 4, pages 485-500, April, DOI: 10.1007/s11238-016-9577-5.
  2. Mao, Liang & Zhang, Tianyu, 2017, "A minimal sufficient set of procedures in a bargaining model," Economics Letters, Elsevier, volume 152, issue C, pages 79-82, DOI: 10.1016/j.econlet.2017.01.006.
  3. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2017, "Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 536-547, DOI: 10.1016/j.iref.2017.03.015.

2016

  1. Mao, Liang, 2016, "The stability and efficiency of direct and star networks in a loan game," Mathematical Social Sciences, Elsevier, volume 79, issue C, pages 53-60, DOI: 10.1016/j.mathsocsci.2015.10.009.
  2. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016, "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, volume 55, issue C, pages 6-14, DOI: 10.1016/j.econmod.2016.01.022.
  3. Lu Yang & Shigeyuki Hamori, 2016, "Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 2, pages 351-363, February, DOI: 10.1080/1540496X.2015.1047302.

2015

  1. Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki, 2015, "Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas," Economic Modelling, Elsevier, volume 51, issue C, pages 308-314, DOI: 10.1016/j.econmod.2015.08.017.
  2. Yang, Lu & Hamori, Shigeyuki, 2015, "Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 124-138, DOI: 10.1016/j.najef.2015.02.003.
  3. Yuanyuan Shen & Lu Yang, 2015, "Does Capital Account Liberalization Affect the Financial Stability: Evidence from China," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 152-158.
  4. Lu Yang & Huimin Zhang & Shigeyuki Hamori, 2015, "This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 43-50.

2014

  1. Yang, Lu & Hamori, Shigeyuki, 2014, "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 109-125, DOI: 10.1016/j.intfin.2013.12.003.
  2. Yang, Lu & Hamori, Shigeyuki, 2014, "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, volume 26, issue C, pages 145-155, DOI: 10.1016/j.pacfin.2013.12.003.
  3. Lu Yang & Shigeyuki Hamori, 2014, "The Phillips Curve in the United States and Canada: A GARCHDCC Analysis," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 1-6.
  4. Lu Yang & Shigeyuki Hamori, 2014, "Gold prices and exchange rates: a time-varying copula analysis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 1, pages 41-50, January, DOI: 10.1080/09603107.2013.859375.

2013

  1. Lu Yang & Shigeyuki Hamori, 2013, "Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises," Journal of Reviews on Global Economics, Lifescience Global, volume 2, pages 278-290.
  2. Lu Yang & Shigeyuki Hamori, 2013, "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 2, pages 179-189, October, DOI: 10.1007/s11300-013-0276-4.
  3. Lu Yang & Shigeyuki Hamori, 2013, "Dependence structure among international stock markets: a GARCH--copula analysis," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 23, pages 1805-1817, December, DOI: 10.1080/09603107.2013.854296.

Chapters

2013

  1. Lu Yang, 2013, "Solving Spatial Constraints with Generalized Distance Geometry," Springer Books, Springer, chapter 0, in: Antonio Mucherino & Carlile Lavor & Leo Liberti & Nelson Maculan, "Distance Geometry", DOI: 10.1007/978-1-4614-5128-0_6.

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