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

Cao, Yufei     More...

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

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2023影響因子:  3.8 

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

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

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2023影響因子:  6.3 

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

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

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WOS核心合集引用: 0  2023影響因子:  2.9 

4.Tail-risk interconnectedness in the Chinese insurance sector

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

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WOS核心合集引用: 4  2023影響因子:  6.3  发表年影響因子:  6.3 

5.Extreme risk spillovers across financial markets under different crises

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

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WOS核心合集引用: 16  2023影響因子:  4.2  发表年影響因子:  4.7 

6.论网络安全保险的精算定价

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

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

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

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WOS核心合集引用: 0  2023影響因子:  1.1 

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

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

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WOS核心合集引用: 6  2023影響因子:  2.8  发表年影響因子:  1.634 

9.我国保险业数字化转型发展趋势

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中国保险[1001-4489], Published 2021, Issue 03, Pages 13-16

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10.Zero-crossing intervals of Gaussian and symmetric stable processes

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University of Nottingham, Published 2017,

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