1.Quantifying systemic risk via high-dimensional CoVaR measures

Cao, YF     More...

Cao, YF     Less

Economic Modelling[0264-9993], Published 2026, Volume 157,

收錄情况： WOS SCOPUS

WOS核心合集引用: 0  2025影響因子:  5.5 

2.Systemic risk and interconnectedness in fragmented energy systems: Evidence from China

Cao, Yufei     More...

Cao, Yufei     Less

International Review of Economics & Finance[1059-0560], Published 2026, Volume 112,

2025影響因子:  7.6 

3.Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China

Cao, Yufei     More...

Cao, Yufei     Less

The North American Journal of Economics and Finance[1062-9408], Published 2025, Volume 75, Issue B,

收錄情况： WOS SCOPUS

2025影響因子:  3.8  发表年影響因子:  3.8 

4.How robust are financial connectedness networks? A network attack assessment

Cao, YF, Zou, YM     More...

Cao, YF, Zou, YM     Less

Research in International Business and Finance[0275-5319], Published 2025, Volume 76,

收錄情况： WOS SCOPUS

WOS核心合集引用: 2  2025影響因子:  7.6  发表年影響因子:  7.6 

5.The intervals between zero-crossings of non-Gaussian stable random processes

Hopcraft, KI, Slater     More...

Hopcraft, KI, Slater, D, Cao, YF     Less

PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES[1364-5021], Published 2024, Volume 480, Issue 2295,

收錄情况： WOS SCOPUS

WOS核心合集引用: 0  2025影響因子:  2.7  发表年影響因子:  3.0 

6.Tail-risk interconnectedness in the Chinese insurance sector

Cao, YF     More...

Cao, YF     Less

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE[0275-5319], Published 2023, Volume 66,

收錄情况： WOS SCOPUS

WOS核心合集引用: 8  2025影響因子:  7.6  发表年影響因子:  6.3 

7.Extreme risk spillovers across financial markets under different crises

Cao, YF     More...

Cao, YF     Less

ECONOMIC MODELLING[0264-9993], Published 2022, Volume 116,

收錄情况： WOS SCOPUS

WOS核心合集引用: 28  2025影響因子:  5.5  发表年影響因子:  4.7 

8.论网络安全保险的精算定价

曹毓飞     More...

曹毓飞     Less

上海保险[1006-1320], Published 2022, Issue 03, Pages 21-23

收錄情况： CNKI

9.Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market

Cao, YF     More...

Cao, YF     Less

RISK MANAGEMENT AND INSURANCE REVIEW[1098-1616], Published 2021, Volume 24, Issue 4, Pages 367-399

收錄情况： WOS SCOPUS

WOS核心合集引用: 0  2025影響因子:  2.6 

10.Measuring systemic risk and dependence structure between real estates and banking sectors in China using aCoVaR-copula method

Cao, YF     More...

Cao, YF     Less

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS[1076-9307], Published 2021, Volume 26, Issue 4, Pages 5930-5947

收錄情况： WOS SCOPUS

WOS核心合集引用: 10  2025影響因子:  3.7  发表年影響因子:  1.634 

More...