Shiqi Ye Assistant Professor · AMSS Center for Forecasting Science, CAS 中文 Admin
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Published Papers
RESEARCH

  1. “Rsilience of China's Industrial Chain: Measurement, Linkage, and Attribution”
    (with Yu Zhao, Cuihong Yang, and Yongmiao Hong).
    —China Economist, (2025+)

  2. “Assessing Energy Sector Resilience to Adverse Shocks: A Scenario-Based QVAR Approach”
    (with Hongyin Zhang, Mo Zhou, and Tingguo Zheng).
    —Energy Economics, (2025) |     Paper |

  3. “Commodity Market during Post-Russia-Ukraine Conflict: Evidence from a Dynamic Frequency Connectedness Approach”
    (with Shouyang Wang, Xiaoan Ma, and Rongwei Xu).
    —Applied Economic Letters, (2025) |     Paper🔒 |

  4. “Assessing Time-Varying Risk in China’s GDP Growth”
    (with Mendi Lv, Shoukun Jiao, Hongmei Song, Jiexin Xu, and Wuyi Ye).
    —Economic Letters, (2024) |     Paper |

  5. “Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network”
    (with Tingguo Zheng and Hongyin Zhang).
    —Energy Economics, (2024) |     Paper |

  6. “Cholesky GAS Models for Large Time-Varying Covariance Matrices”
    (with Tingguo Zheng).
    —Journal of Management Science and Engineering, (2023) |     Paper | Slides |

  7. “Fast Estimation of a Large TVP-VAR Model with Score-Driven Volatilities”
    (with Tingguo Zheng and Yongmiao Hong).
    —Journal of Economic Dynamics and Control, (2023) |     Paper | Slides |

  8. “Global Energy Market Connectedness and Inflation at Risk”
    (with Tingguo Zheng and Lu Gong).
    —Energy Economics, (2023) |     Paper | Slides |

  9. “Attention-aware Multi-hop Trust Inference in Online Social Networks” (The Best Student Paper Award)
    (with Rongwei Xu, Guanfeng Liu, Xianmei Hua, Xuyun Zhang, and Junwen Lu).
    —International Conference on Data Science and Advanced Analytics, (2022) |     Paper | Slides |

  10. “Measurement of Business Cycle Coincident Index Based on Score-Driven Mixed-Frequency Dynamic Factor Model.”
    (with Tingguo Zheng).
    —China Journal of Econometrics (《计量经济学报》), (2025)

  11. “Dynamic Connection between the Chinese and US Stock Markets and Macroeconomic Environment Changes from a Vast-Dimensional Perspective.”
    (with Tingguo Zheng, Xiaolong Fan, and Hongyin Zhang).
    —Statistical Research (《统计研究》), (2025) |     Paper🔒 | Slides |

  12. “Resilience of China’s Industrial Chain: Measurement, Linkage, and Attribution”
    (with Yu Zhao, Cuihong Yang, and Yongmiao Hong).
    —China Industrial Economics (《中国工业经济》), (2025) |     Paper🔒 | Slides |
    —大数据下中国产业链韧性指数（更新至2024年12月）：|     月度指标 | 年度指标 | 变量信息 |

  13. “Construction and Examination of the Global Trade Spillover Network: A Deep Dive into China’s Import-Export Influence”
    (with Tingguo Zheng and Hengwei Yu).
    —System Engineering Theory and Practice (《系统工程理论与实践》), (2025) |     Paper🔒 | Slides |

  14. ““Dual Carbon” Goal, Transition Risk, and Industry Connectedness
    — Analysis Based on High-Dimensional Time-Frequency Complex Network”
    (with Tingguo Zheng and Hongyin Zhang).
    —Journal of Quantitative & Technology Analysis (《数量经济技术经济研究》), (2025) |     Paper🔒 | Slides |

  15. “Research on Cross-National Inflation Spillover Among Global Major Economies from a Time-Varying Perspective”
    (with Tingguo Zheng and Lu Gong).
    —The Journal of World Economy (《世界经济》), (2024) |    Paper🔒 |

  16. “The “Ripple Effect” of Dual Carbon Transition Risks”
    (with Tingguo Zheng and Hongyin Zhang).
    —China Industrial Economics (《中国工业经济》), (2024) |     Paper | Slides | .

  17. “Risk Measurement and Risk Source Identification of Economic Growth under Data-rich Environment” (Cover Article)
    (with Tingguo Zheng and Xinyue Fan).
    —Economic Research Journal (《经济研究》), (2023) |     Paper | Slides | .

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