Publications

Multi-Matrix Autoregressive Models with an Application to Multi-Modal Network

with Tingguo Zheng, Han Xiao, and Yongmiao Hong

Young Econometrician ANZESG Award.

Impact of Major Public Health Events on Inter-City Connectedness and Cross-Regional Spillover of Housing Prices

with Tingguo Zheng and Mo Zhou

Selected Paper Award by the Chinese Economics Society Annual Conference.

Resilience of China's Industrial Chain: Measurement, Linkage, and Attribution

with Yu Zhao, Cuihong Yang, and Yongmiao Hong

Includes the China industrial-chain resilience index and documentation. China Industrial Economics Applied Economics Frontier Forum Excellent Paper; selected for the China International Trade Yearbook 2026.

Assessing Energy Sector Resilience to Adverse Shocks: A Scenario-Based QVAR Approach

with Hongyin Zhang, Mo Zhou, and Tingguo Zheng

Commodity Market during Post-Russia-Ukraine Conflict: Evidence from a Dynamic Frequency Connectedness Approach

with Xiaoam Ma, Shouyang Wang, and Rongwei Xu

Assessing Time-Varying Risk in China's GDP Growth

with Mendi Lv, Shoukun Jiao, Hongmei Song, Jiexin Xu, and Wuyi Ye

Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network

with Tingguo Zheng and Hongyin Zhang

Cholesky GAS Models for Large Time-Varying Covariance Matrices

with Tingguo Zheng

Fast Estimation of a Large TVP-VAR Model with Score-Driven Volatilities

with Tingguo Zheng and Yongmiao Hong

Global Energy Connectedness and Inflation at Risk

with Tingguo Zheng and Lu Gong

Attention-aware Multi-hop Trust Inference in Online Social Networks

with Rongwei Xu, Guanfeng Liu, Xianmei Hua, Xuyun Zhang, and Junwen Lu

Best Student Paper Award, IEEE DSAA 2022.

Dynamic Connectedness between Chinese and U.S. Stock Markets from a Large-Dimensional Perspective

with Tingguo Zheng, Xiaolong Fan, and Hongyin Zhang

Excellent Paper, Third Data Science and Modern Economic Statistics Forum.

Measuring Macroeconomic Prosperity with a Score-Driven Mixed-Frequency Dynamic Factor Model

with Tingguo Zheng

Excellent Paper Nomination, Sixth China Industrial Economics Society Youth Forum.

Global Trade Network Connectedness and China's Import-Export Influence

with Tingguo Zheng and Hengwei Yu

Excellent Paper, China Society of Quantitative Economics Annual Conference.

Transition Risk and Industrial Connectedness under the Dual-Carbon Goal

with Tingguo Zheng and Hongyin Zhang

Excellent Paper, China Society of Quantitative Economics Annual Conference.

Cross-Border Inflation Risk Spillovers among Major Economies from a Time-Varying Perspective

with Tingguo Zheng and Lu Gong

Top 10 Best Chinese Papers in World Economics, 2024.

The Ripple Effect of Low-Carbon Transition Risk

with Tingguo Zheng and Hongyin Zhang

Excellent Paper, Sixth China Industrial Economics Applied Economics Frontier Forum.

Growth-at-Risk Measurement and Risk Source Analysis with Big Data

with Tingguo Zheng and Xinyue Fan

Cover article. Excellent Paper, 17th China Economic Growth and Cycles Summit Forum.