Publications

Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers

with Yicong Lin and Andre Lucas

Distinguished Conference Paper Award, First CUEB-AMSS Bilateral Forum.

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

Invited article.

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 Xiaoan Ma, Shouyang Wang, and Rongwei Xu

Assessing Time-Varying Risk in China's GDP Growth

with Mengdi 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 Market 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 Linkage between Chinese and American Stock Markets and Macroeconomic Environment Shifts from a Vast-Dimensional Perspective

with Tingguo Zheng, Xiaolong Fan, and Hongyin Zhang

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

Measurement of Business Cycle Coincident Index Based on Score-Driven Mixed-Frequency Dynamic Factor Model

with Tingguo Zheng

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

Construction and Examination of the International Trade Spillover Network: A Deep Dive into China's Import-Export Influence

with Tingguo Zheng and Hengwei Yu

Excellent Paper, China Society of Quantitative Economics Annual Conference.

Measurement, Connectedness, and Attribution of China's Industrial Chain Resilience from the Perspective of Big Data

with Yu Zhao, Cuihong Yang, and Yongmiao Hong

Excellent Paper, China Industrial Economics Applied Economics Frontier Forum; selected for the China International Trade Yearbook 2026.

Transition Risks and Industry Connectedness Under China's Dual Carbon Goal: Analysis Based on High-Dimensional Time-Frequency Complex Network

with Tingguo Zheng and Hongyin Zhang

Excellent Paper, China Society of Quantitative Economics Annual Conference.

A Study of the Cross-National Spillover of Inflation-at-Risk 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 Risks

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.