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Ling-Yun He

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Jian-Xin Wu & Ling-Yun He, 2016. "How do Chinese cities grow? A distribution dynamics approach," Papers 1612.02657, arXiv.org.

    Cited by:

    1. Kwong, Hok Shing & Nadarajah, Saralees, 2019. "A note on “Pareto tails and lognormal body of US cities size distribution”," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 55-62.
    2. Massing, Till & Puente-Ajovín, Miguel & Ramos, Arturo, 2020. "On the parametric description of log-growth rates of cities’ sizes of four European countries and the USA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    3. Andrés Vallone & Coro Chasco, 2020. "Spatiotemporal methods for analysis of urban system dynamics: an application to Chile," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 64(2), pages 421-454, April.
    4. Wai Choi Lee & Jianfu Shen & Tsun Se Cheong & Michal Wojewodzki, 2021. "Detecting conflicts of interest in credit rating changes: a distribution dynamics approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-23, December.
    5. Sivan Hisham Al Jarah & Bo Zhou & Rebaz Jalil Abdullah & Yawen Lu & Wenting Yu, 2019. "Urbanization and Urban Sprawl Issues in City Structure: A Case of the Sulaymaniah Iraqi Kurdistan Region," Sustainability, MDPI, vol. 11(2), pages 1-21, January.
    6. Băncescu, Irina & Chivu, Luminiţa & Massing, Till & Preda, Vasile & Puente-Ajovín, Miguel & Ramos, Arturo, 2024. "On the parametric description of log-growth rates of Romanian city sizes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 643(C).
    7. Xu, Yan & Wang, Yougui & Tao, Xiaobo & Ližbetinová, Lenka, 2017. "Evidence of Chinese income dynamics and its effects on income scaling law," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 487(C), pages 143-152.

  2. Ling-Yun He & Xing-Chun Wen, 2016. "Population growth, interest rate, and housing tax in the transitional China," Papers 1610.07292, arXiv.org.

    Cited by:

    1. Paukku Eelis, 2022. "How tax policies create unexpected results when interest rates are low: A case study of Finnish housing company debt and private investor return," Nordic Tax Journal, Sciendo, vol. 2022(1), pages 45-57, December.
    2. Yii, Kwang-Jing & Tan, Chai-Thing & Ho, Wing-Ken & Kwan, Xiao-Hui & Nerissa, Feng-Ting Shim & Tan, Yan-Yi & Wong, Kar-Horn, 2022. "Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL)," Land Use Policy, Elsevier, vol. 113(C).
    3. Yunyi Zhang & Huaying Gu, 2020. "An Improved Approach for Constructing the Real Estate Price Index with Bargaining Effect," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 12(5), pages 1-1, May.
    4. Jin, Yi & Liu, Sinuo & Sun, Yongping & Fang, Jie, 2024. "Energy transition and housing market bubbles: Evidence from prefecture cities in China," Energy Economics, Elsevier, vol. 133(C).
    5. Muhammad Adil Rauf & Olaf Weber, 2022. "Housing Sustainability: The Effects of Speculation and Property Taxes on House Prices within and beyond the Jurisdiction," Sustainability, MDPI, vol. 14(12), pages 1-19, June.

  3. Jian-Xin Wu & Ling-Yun He, 2016. "The distribution dynamics of Carbon Dioxide Emission intensity across Chinese provinces: A weighted Approach," Papers 1612.02658, arXiv.org.

    Cited by:

    1. Yue-Jun Zhang & Yan-Lin Jin & Bo Shen, 2020. "Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1095-1116, April.

  4. Jian-Xin Wu & Ling-Yun He, 2016. "Urban-rural gap and poverty traps in China: A prefecture level analysis," Papers 1610.05171, arXiv.org.

    Cited by:

    1. Lu Jiang & Xingpeng Chen & Bing Xue, 2019. "Features, Driving Forces and Transition of the Household Energy Consumption in China: A Review," Sustainability, MDPI, vol. 11(4), pages 1-20, February.
    2. Tang, Le & Sun, Shiyu, 2022. "Fiscal incentives, financial support for agriculture, and urban-rural inequality," International Review of Financial Analysis, Elsevier, vol. 80(C).
    3. Nan Chen & Chang-Gyeong Kim, 2021. "The Moderating Effect of Community-Level Deprivation on the Association between Individual Characteristics and Smoking Behavior among Chinese Adults: A Cross-Level Study," IJERPH, MDPI, vol. 18(11), pages 1-13, May.
    4. Janz, Teresa & Augsburg, B. & Gassmann, Franziska & Nimeh, Zina, 2022. "Leaving no one behind: Urban poverty traps in Sub-Saharan Africa," MERIT Working Papers 2022-041, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
    5. Ronny Correa-Quezada & Diego Fernando García-Vélez & María de la Cruz Del Río-Rama & José Álvarez-García, 2018. "Poverty Traps in the Municipalities of Ecuador: Empirical Evidence," Sustainability, MDPI, vol. 10(11), pages 1-18, November.
    6. Hu, Guangwen & Mu, Xianzhong, 2018. "Dominants in evolution of urban energy metabolism: A case study of Beijing," Ecological Modelling, Elsevier, vol. 385(C), pages 26-34.
    7. Li, Mengxu & Liu, Jianghua & Chen, Yang & Yang, Zhijiu, 2023. "Can sustainable development strategy reduce income inequality in resource-based regions? A natural resource dependence perspective," Resources Policy, Elsevier, vol. 81(C).

  5. Ling-Yun He & Wei Wei, 2016. "China building energy consumption: definitions and measures from an operational perspective," Papers 1612.02654, arXiv.org.

    Cited by:

    1. Minda Ma & Ran Yan & Weiguang Cai, 2018. "Energy savings evaluation in public building sector during the 10th–12th FYP periods of China: an extended LMDI model approach," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 92(1), pages 429-441, May.
    2. Zhou, Xiao & Huang, Zhou & Scheuer, Bronte & Wang, Han & Zhou, Guoqing & Liu, Yu, 2023. "High-resolution estimation of building energy consumption at the city level," Energy, Elsevier, vol. 275(C).
    3. Ma, Minda & Cai, Wei & Cai, Weiguang, 2018. "Carbon abatement in China's commercial building sector: A bottom-up measurement model based on Kaya-LMDI methods," Energy, Elsevier, vol. 165(PA), pages 350-368.
    4. Minda Ma & Liyin Shen & Hong Ren & Weiguang Cai & Zhili Ma, 2017. "How to Measure Carbon Emission Reduction in China’s Public Building Sector: Retrospective Decomposition Analysis Based on STIRPAT Model in 2000–2015," Sustainability, MDPI, vol. 9(10), pages 1-16, September.
    5. Yi Zhang & Hongzhi Cui & Waiching Tang & Guochen Sang & Hong Wu, 2017. "Effect of Summer Ventilation on the Thermal Performance and Energy Efficiency of Buildings Utilizing Phase Change Materials," Energies, MDPI, vol. 10(8), pages 1-17, August.
    6. Qiancheng Wang & Hsi-Hsien Wei & Qian Xu, 2018. "A Solid Oxide Fuel Cell (SOFC)-Based Biogas-from-Waste Generation System for Residential Buildings in China: A Feasibility Study," Sustainability, MDPI, vol. 10(7), pages 1-9, July.

  6. Ling-yun He & Li Liu, 2016. "The demand for road transport in China: imposing theoretical regularity and flexible functional forms selection," Papers 1612.02656, arXiv.org.

    Cited by:

    1. Ignacio, Escañuela Romana, 2019. "The elasticities of passenger transport demand in the Northeast Corridor," Research in Transportation Economics, Elsevier, vol. 78(C).

  7. Yue-Jun Zhang & Ting Yao & Ling-Yun He, 2015. "Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?," Papers 1512.01676, arXiv.org.

    Cited by:

    1. Čermák, Michal & Ligocká, Marie, 2022. "Could Exist a Causality Between the Most Traded Commodities and Futures Commodity Prices in the Agricultural Market?," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 14(4), December.
    2. Halkos, George & Tsirivis, Apostolos, 2019. "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper 91674, University Library of Munich, Germany.
    3. Halkos, George E. & Tsirivis, Apostolos S., 2019. "Effective energy commodity risk management: Econometric modeling of price volatility," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 234-250.
    4. Halkos, George & Tzirivis, Apostolos, 2018. "Effective energy commodities’ risk management: Econometric modeling of price volatility," MPRA Paper 90781, University Library of Munich, Germany.
    5. Čermák, M. & Malec, K. & Maitah, M., 2017. "Price Volatility Modelling – Wheat: GARCH Model Application," AGRIS on-line Papers in Economics and Informatics, Czech University of Life Sciences Prague, Faculty of Economics and Management, vol. 9(4).
    6. NICOLAE Simona & GRIGORE George-Eduard & MUȘETESCU Radu-Cristian, 2022. "The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.

Articles

  1. He, Ling-Yun & Chen, Kun-Xian, 2023. "Does China's regional emission trading scheme lead to carbon leakage? Evidence from conglomerates," Energy Policy, Elsevier, vol. 175(C).

    Cited by:

    1. Hannuo Qiu & Bian Yang & Ying Liu & Linping Wang, 2024. "Emissions Reduction Effects and Carbon Leakage Risks of Carbon Emissions Trading Policy: An Empirical Study Based on the Spatial Durbin Model," Sustainability, MDPI, vol. 16(21), pages 1-19, November.
    2. Chunli Jin & Qiaoqiao Zhu & Hui Sun, 2023. "Temporal and Spatial Divergence of Embodied Carbon Emissions Transfer and the Drivers—Evidence from China’s Domestic Trade," Sustainability, MDPI, vol. 15(9), pages 1-19, May.
    3. Xiaoke Zhu & Qiyun Deng & Shuo Zhang, 2024. "Toward low-carbon transition: Does carbon regulation matter for spatial development inequality?," Economic Change and Restructuring, Springer, vol. 57(6), pages 1-29, December.
    4. Li, Xuelian & Zhou, Wei & Lo, Tang-Yun & Lin, Jyh-Horng, 2024. "International climate policy dilemmas: Examining effective carbon tariff and cap-and-trade regulation from a sustainable insurance perspective," Energy Economics, Elsevier, vol. 134(C).
    5. Jianping Gu & Yi Li & Jingke Hong & Lu Wang, 2024. "Carbon emissions cap or energy technology subsidies? Exploring the carbon reduction policy based on a multi-technology sectoral DSGE model," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-17, December.

  2. Hong-Zhen Zhang & Ling-Yun He & ZhongXiang Zhang, 2023. "Can Transverse Eco-compensation Mechanism Correct Resource Misallocation in Watershed Environmental Governance? A Cost-benefit Analysis of the Pilot Project of Xin’an River in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 947-973, April.

    Cited by:

    1. Zhang, Hong-Zhen & He, Ling-Yun & Zhang, ZhongXiang, 2024. "Can policy achieve environmental fairness and environmental improvement? Evidence from the Xin’an River project in China," Journal of Policy Modeling, Elsevier, vol. 46(1), pages 212-234.

  3. Zeng, Qing-Hua & He, Ling-Yun, 2023. "Study on the synergistic effect of air pollution prevention and carbon emission reduction in the context of "dual carbon": Evidence from China's transport sector," Energy Policy, Elsevier, vol. 173(C).

    Cited by:

    1. Liu, Zhen & Diao, Ziyu & Lu, Yuan, 2024. "Can the opening of high-speed rail boost the reduction of air pollution and carbon emissions? Quasi-experimental evidence from China," Socio-Economic Planning Sciences, Elsevier, vol. 92(C).
    2. Junjie Wang & Juntao Ma & Sihui Wang & Zhuozhi Shu & Xiaoqiong Feng & Xuemei Xu & Hanmei Yin & Yi Zhang & Tao Jiang, 2023. "Coordination Relationship of Carbon Emissions and Air Pollutants under Governance Measures in a Typical Industrial City in China," Sustainability, MDPI, vol. 16(1), pages 1-18, December.
    3. Gong, Yuanyuan & Sun, Hui & Wang, Zhiwei & Ding, Chenxin, 2023. "Spatial correlation network pattern and evolution mechanism of natural gas consumption in China—Complex network-based ERGM model," Energy, Elsevier, vol. 285(C).
    4. He, Peiming & Tian, Xingyue & Zhang, Jiaming & Yu, Siyu & Li, Shiyu & Lin, Chuan & Chen, Litai & Qian, Lei, 2024. "Can the China–Europe Railway Express reduce carbon dioxide emissions? New mechanism of the manufacturing industry substitution effect," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1384-1405.
    5. Minhua Yang & Rui Yao & Linkun Ma & Ang Yang, 2024. "Towards a Low-Carbon Target: How the High-Speed Rail and Its Expansion Affects Industrial Concentration and Macroeconomic Conditions: Evidence from Chinese Urban Agglomerations," Sustainability, MDPI, vol. 16(19), pages 1-18, September.
    6. Minglong Xu & Huimin Li & Xianghui Deng, 2024. "Measuring the Synergistic Effect of Pollution and Carbon Reduction in China’s Industrial Sector," Sustainability, MDPI, vol. 16(3), pages 1-14, January.
    7. Bowen Xiao & Chengyao Xu, 2023. "Can Policy Instruments Achieve Synergies in Mitigating Air Pollution and CO 2 Emissions in the Transportation Sector?," Sustainability, MDPI, vol. 15(19), pages 1-24, October.
    8. Zhang, Yuxi & Cheung, Adrian (Wai Kong) & Qu, Xiaodong, 2024. "Can digital financial inclusion promote the coupling coordination between pollution reduction and low-carbon development? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1113-1130.
    9. Cui, Shaohua & Gao, Kun & Yu, Bin & Ma, Zhenliang & Najafi, Arsalan, 2023. "Joint optimal vehicle and recharging scheduling for mixed bus fleets under limited chargers," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 180(C).
    10. Le Niu & Jiaoyue Wang & Hongyan Zhao & Mingjing Ma & Fengming Xi, 2024. "Identification and Evaluation of Synergy Between Carbon Emissions and Air Pollutants in Inter-Industrial Trade Among Provinces in China," Sustainability, MDPI, vol. 16(20), pages 1-16, October.
    11. Congxin Li & Xuejia Sun, 2023. "Spatial Effects of Green Credit on Air Quality: An Empirical Test Based on the Dual Carbon Perspective," Sustainability, MDPI, vol. 15(13), pages 1-17, June.
    12. Li, Menglin & Yin, Long & Yan, Mei & Wu, Jingda & He, Hongwe & Jia, Chunchun, 2024. "Hierarchical intelligent energy-saving control strategy for fuel cell hybrid electric buses based on traffic flow predictions," Energy, Elsevier, vol. 304(C).

  4. Xi Lin & Ling-Yun He, 2023. "The More the Merrier? Evidence from Firm-Level Exports and Environmental Performance in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 125-172, January.

    Cited by:

    1. Stefano Clo' & Gianluca Iannucci & Alessandro Tampieri, 2024. "Emission permits and firms' environmental responsibility," Working Papers - Economics wp2024_06.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    2. Stefano Clò & Tommaso Reggiani & Sabrina Ruberto, 2024. "Consumption Feedback and Water Saving: A Field Intervention Evaluation in the Metropolitan Area of Milan," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(9), pages 2259-2308, September.
    3. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    4. Wenjie Luo & Xunyong Xiang, 2024. "Unsynchronised Legislation and Unintended Pollution: Estimating Regulation-Induced Substitution in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(3), pages 731-760, March.
    5. Lin, Boqiang & Xu, Chongchong, 2024. "The effects of industrial robots on firm energy intensity: From the perspective of technological innovation and electrification," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
    6. Wan, Panbing & Zhang, ZhongXiang & Chen, Lin, 2024. "Environmental co-benefits of climate mitigation: Evidence from clean development mechanism projects in China," China Economic Review, Elsevier, vol. 85(C).

  5. Ling-Yun He & Sha Liu, 2023. "Impact of China Railway Express on Regional Resource Mismatch—Empirical Evidence from China," Sustainability, MDPI, vol. 15(11), pages 1-17, May.

    Cited by:

    1. Shu-Rui Hu & Ren-Ai Jiang & Zhe-Yuan Lu & Xiao-Xue Yin, 2024. "Does the Opening of High-Speed Rail Change Urban Financial Agglomeration?," Sustainability, MDPI, vol. 16(11), pages 1-23, May.

  6. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.

    Cited by:

    1. Xi Lin & Ling‐Yun He, 2023. "‘Going global’ and pollution in home country: Evidence from Chinese industrial firms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 1135-1174, October.

  7. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.

    Cited by:

    1. Xinxing Liu & Xinheng Liu & Lei Li & Rong Xu & Qi Ban & Rui Xu, 2024. "Has Trade Liberalization Promoted Energy Efficiency in Enterprises?," Sustainability, MDPI, vol. 16(22), pages 1-21, November.
    2. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    3. Ling-Yun He & Kai-Lin Cai, 2023. "Going Green: Evidence from Product-Level Exports and Firms’ Environmental Performance in China," Sustainability, MDPI, vol. 15(21), pages 1-19, October.
    4. Cui, Yadong & Jiang, Yaohui & Zhang, Zhaowen & Xu, Su, 2023. "Tax reduction, technological progress, and energy efficiency improvement: A quasi-natural experiment from China," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 618-633.

  8. Haowei Yu & Ruoyu Wang & Ling‐Yun He, 2023. "Environmental implications of political connections and state ownership: Theory and evidence from China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 1228-1253, March.

    Cited by:

    1. Yuan, Chen & Jiang, Hanming & Chen, Chen, 2023. "Differences in returns to cross-border and domestic mergers and acquisitions: Empirical evidence from China using PSM-DID," Finance Research Letters, Elsevier, vol. 55(PB).

  9. Ling-Yun He & Geng Huang, 2023. "Export Liberalization and Firm’s Energy Efficiency: Theory and Evidence," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(4), pages 977-997, March.

    Cited by:

    1. Xinxing Liu & Xinheng Liu & Lei Li & Rong Xu & Qi Ban & Rui Xu, 2024. "Has Trade Liberalization Promoted Energy Efficiency in Enterprises?," Sustainability, MDPI, vol. 16(22), pages 1-21, November.

  10. Wu, Jian-Xin & He, Ling-Yun & Zhang, ZhongXiang, 2022. "On the co-evolution of PM2.5 concentrations and income in China: A joint distribution dynamics approach," Energy Economics, Elsevier, vol. 105(C).

    Cited by:

    1. Liu, Huiling & Zhang, Jianhua & Lei, Heng, 2022. "Do imported environmental goods reduce pollution intensity? The end use matters," Energy Economics, Elsevier, vol. 112(C).
    2. Fan, Di & Peng, Bo & Wu, Jianxin & Zhang, ZhongXiang, 2024. "The convergence of total-factor energy efficiency across Chinese cities: A distribution dynamics approach," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 406-416.

  11. Lingyun He & Nini Chen, 2022. "Turnover of Local Government Officials and Local Air Quality," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(4), pages 100-121, July.

    Cited by:

    1. Junsong Wang & Bingquan Lin, 2024. "The dilemma between economic development and environmental protection: How political leadership turnover influences urban air pollution in China?," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(9), pages 23663-23681, September.
    2. Liangxiong Huang & Peilun Li & Xianbin Wang & Caiting Yang, 2023. "The Geographical Rotation of Local Officials and Enterprise Cross‐city Mergers and Acquisitions in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(4), pages 66-89, July.
    3. Binkai Chen & Ming Lu, 2022. "Guest Editors' Words," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(4), pages 1-3, July.

  12. Huang, Geng & He, Ling-Yun & Lin, Xi, 2022. "Robot adoption and energy performance: Evidence from Chinese industrial firms," Energy Economics, Elsevier, vol. 107(C).

    Cited by:

    1. Shen, Qiong & Pan, Yuxi & Meng, Xiangxu & Ling, Xiao & Hu, Shilei & Feng, Yanchao, 2023. "How does the transition policy of mineral resource-exhausted cities affect the process of industrial upgrading? New empirical evidence from China," Resources Policy, Elsevier, vol. 86(PB).
    2. He, Xiaogang & Teng, Ruifeng & Feng, Dawei & Gai, Jiahui, 2024. "Industrial robots and pollution: Evidence from Chinese enterprises," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 629-650.
    3. Huzhou Zhu & Bin Sang & Chunyuan Zhang & Lin Guo, 2023. "Have Industrial Robots Improved Pollution Reduction? A Theoretical Approach and Empirical Analysis," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(4), pages 153-172, July.
    4. Da Gao & Chang Liu & Xinyan Wei & Yang Liu, 2023. "Can River Chief System Policy Improve Enterprises’ Energy Efficiency? Evidence from China," IJERPH, MDPI, vol. 20(4), pages 1-17, February.
    5. Axenbeck, Janna & Berner, Anne & Kneib, Thomas, 2022. "What drives the relationship between digitalization and industrial energy demand? Exploring firm-level heterogeneity," ZEW Discussion Papers 22-059, ZEW - Leibniz Centre for European Economic Research.
    6. Xi Lin & Ling‐Yun He, 2023. "‘Going global’ and pollution in home country: Evidence from Chinese industrial firms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 1135-1174, October.
    7. Xiaoyi Li & Qibo Tian, 2023. "How Does Usage of Robot Affect Corporate Carbon Emissions?—Evidence from China’s Manufacturing Sector," Sustainability, MDPI, vol. 15(2), pages 1-16, January.
    8. Liao, Kaicheng & Liu, Juan, 2024. "Digital infrastructure empowerment and urban carbon emissions: Evidence from China," Telecommunications Policy, Elsevier, vol. 48(6).
    9. Zhang, Dongyang, 2024. "The pathway to curb greenwashing in sustainable growth: The role of artificial intelligence," Energy Economics, Elsevier, vol. 133(C).
    10. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    11. Wang, Weilong & Wang, Jianlong & Ye, Huiying & Wu, Haitao, 2024. "Polluted air, smarter factories? China's robot imports shed light on a potential link," Energy Economics, Elsevier, vol. 134(C).
    12. Gan, Jiawu & Liu, Lihua & Qiao, Gang & Zhang, Qin, 2023. "The role of robot adoption in green innovation: Evidence from China," Economic Modelling, Elsevier, vol. 119(C).
    13. Zhang, Xiaojing & Khan, Khalid & Shao, Xuefeng & Oprean-Stan, Camelia & Zhang, Qian, 2024. "The rising role of artificial intelligence in renewable energy development in China," Energy Economics, Elsevier, vol. 132(C).
    14. Huang, Keqi & Liu, Qiren & Tang, Chengjian, 2023. "Which firms benefit from robot adoption? Evidence from China," Journal of Asian Economics, Elsevier, vol. 86(C).
    15. Ana Abeliansky & Klaus Prettner & Ernesto Rodríguez Crespo, 2024. "Climate change and automation: the emission effects of robot adoption," Department of Economics Working Papers wuwp370, Vienna University of Economics and Business, Department of Economics.
    16. Ke-Liang Wang & Ting-Ting Sun & Ru-Yu Xu, 2023. "The impact of artificial intelligence on total factor productivity: empirical evidence from China’s manufacturing enterprises," Economic Change and Restructuring, Springer, vol. 56(2), pages 1113-1146, April.
    17. Li, Daiyue & Jin, Yanhong & Cheng, Mingwang, 2024. "Unleashing the power of industrial robotics on firm productivity: Evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 500-520.
    18. Wang, Hua & Liao, Lingtao & Wu, Ji (George), 2023. "Robot adoption and firm's capacity utilization: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    19. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.
    20. Li, Jianjun & Wu, Zhouyi & Yu, Kaijia & Zhao, Wei, 2024. "The effect of industrial robot adoption on firm value: Evidence from China," Finance Research Letters, Elsevier, vol. 60(C).
    21. Yin, Zi Hui & Zeng, Wei Ping, 2023. "The effects of industrial intelligence on China's energy intensity: The role of technology absorptive capacity," Technological Forecasting and Social Change, Elsevier, vol. 191(C).
    22. Zhang, Yi & Wang, Ting & Liu, Chun, 2024. "Beyond the modern productivity paradox: The effect of robotics technology on firm-level total factor productivity in China," Journal of Asian Economics, Elsevier, vol. 90(C).
    23. Huang, Keqi & Liu, Qiren, 2024. "Artificial intelligence and outward foreign direct investment: Evidence from China," Journal of Asian Economics, Elsevier, vol. 92(C).
    24. Peng Liang & Xinhui Sun & Luzhuang Qi, 2024. "Does artificial intelligence technology enhance green transformation of enterprises: based on green innovation perspective," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(8), pages 21651-21687, August.
    25. Lin, Boqiang & Xu, Chongchong, 2024. "Enhancing energy-environmental performance through industrial intelligence: Insights from Chinese prefectural-level cities," Applied Energy, Elsevier, vol. 365(C).
    26. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.
    27. Han, Wang-Zhe & Zhang, Yi-Ming, 2024. "Carbon reduction effect of industrial robots: Breaking the impasse for carbon emissions and development," Innovation and Green Development, Elsevier, vol. 3(3).
    28. Jun Liu & Yu Qian & Yuanjun Yang & Zhidan Yang, 2022. "Can Artificial Intelligence Improve the Energy Efficiency of Manufacturing Companies? Evidence from China," IJERPH, MDPI, vol. 19(4), pages 1-18, February.
    29. Lee, Chien-Chiang & Yan, Jingyang, 2024. "Will artificial intelligence make energy cleaner? Evidence of nonlinearity," Applied Energy, Elsevier, vol. 363(C).
    30. Cui, Huijie & Liang, Shangkun & Xu, Canyu & Junli, Yu, 2024. "Robots and analyst forecast precision: Evidence from Chinese manufacturing," International Review of Financial Analysis, Elsevier, vol. 94(C).
    31. Shizhong Peng & Haoran Peng & Shirong Pan & Jun Wu, 2023. "Digital Transformation, Green Innovation, and Pollution Abatement: Evidence from China," Sustainability, MDPI, vol. 15(8), pages 1-18, April.
    32. Xi Lin & Ling-Yun He, 2023. "The More the Merrier? Evidence from Firm-Level Exports and Environmental Performance in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 125-172, January.
    33. Zhou, Wei & Zhuang, Yan & Chen, Yan, 2024. "How does artificial intelligence affect pollutant emissions by improving energy efficiency and developing green technology," Energy Economics, Elsevier, vol. 131(C).
    34. Tang, Yuwei & He, Zhenyu, 2024. "Extreme heat and firms' robot adoption: Evidence from China," China Economic Review, Elsevier, vol. 85(C).
    35. Chen, Yang & Cheng, Liang & Lee, Chien-Chiang, 2022. "How does the use of industrial robots affect the ecological footprint? International evidence," Ecological Economics, Elsevier, vol. 198(C).
    36. Zhao, Qian & Wang, Lu & Stan, Sebastian-Emanuel & Mirza, Nawazish, 2024. "Can artificial intelligence help accelerate the transition to renewable energy?," Energy Economics, Elsevier, vol. 134(C).

  13. He, Ling-Yun & Huang, Geng, 2022. "Are China's trade interests overestimated? Evidence from firms’ importing behavior and pollution emissions," China Economic Review, Elsevier, vol. 71(C).

    Cited by:

    1. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    2. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.
    3. Li, Jiaman & Dong, Kangyin & Dong, Xiucheng & Shahbaz, Muhammad, 2022. "How green trade influences pollution emissions in China: A provincial perspective," Energy Economics, Elsevier, vol. 115(C).
    4. Xi Lin & Ling-Yun He, 2023. "The More the Merrier? Evidence from Firm-Level Exports and Environmental Performance in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 125-172, January.

  14. Meng-Meng Geng & Ling-Yun He, 2021. "Environmental Regulation, Environmental Awareness and Environmental Governance Satisfaction," Sustainability, MDPI, vol. 13(7), pages 1-17, April.

    Cited by:

    1. Yongliang Yang & Liwen Shen & Yuwen Li & Yi Li, 2022. "The Impact of Environmental Information Disclosure on Environmental Governance Satisfaction," Sustainability, MDPI, vol. 14(13), pages 1-21, June.
    2. Jingjing Wang & Decai Tang & Li Shang & David D. Lansana, 2024. "Impact of air pollution perception on environmental governance satisfaction," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-14, December.
    3. Zhuyi Liu & Yuhan Yin & Yun Zhang & Shangeng Shi, 2023. "Legal System of Soil Pollution Remediation in China and Its Regulation and Guidance to Soil Pollution Remediation," Sustainability, MDPI, vol. 15(15), pages 1-16, July.
    4. Cheng, Shulei & Wang, Kexin & Meng, Fanxin & Liu, Gengyuan & An, Jiafu, 2024. "The unanticipated role of fiscal environmental expenditure in accelerating household carbon emissions: Evidence from China," Energy Policy, Elsevier, vol. 185(C).
    5. Lili Feng & Jingchen Shao & Lin Wang & Wenjun Zhou, 2022. "Spatial Correlation and Influencing Factors of Environmental Regulation Intensity in China," Sustainability, MDPI, vol. 14(11), pages 1-26, May.
    6. Widodo Widodo & Mochamad Bruri Triyono & Putu Sudira & Farid Mutohhari, 2023. "Building Sustainable Creative Economy in Society through the Mediation Role of Innovation Behavior," Sustainability, MDPI, vol. 15(14), pages 1-14, July.
    7. Haibo Ruan & Li Qiu & Jun Chen & Shuo Liu & Zhiyuan Ma, 2022. "Government Trust, Environmental Pollution Perception, and Environmental Governance Satisfaction," IJERPH, MDPI, vol. 19(16), pages 1-18, August.

  15. Ling-Yun He & Xi Lin, 2021. "Trade Imbalance, Heterogeneous Firms and Pollution Emissions: Evidence from China’s Manufacturing Sector," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(4), pages 1008-1033, March.

    Cited by:

    1. Liurong Pan & Asad Amin & Nian Zhu & Abbas Ali Chandio & Eric Yaw Naminse & Aadil Hameed Shah, 2022. "Exploring the Asymmetrical Influence of Economic Growth, Oil Price, Consumer Price Index and Industrial Production on the Trade Deficit in China," Sustainability, MDPI, vol. 14(23), pages 1-22, November.
    2. Xi Lin & Ling‐Yun He, 2023. "‘Going global’ and pollution in home country: Evidence from Chinese industrial firms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 1135-1174, October.

  16. Ling-Yun He & Hui Huang, 2021. "Economic Benefits and Pollutants Emission Embodied in China–US Merchandise Trade—Comparative Analysis Based on Gross Trade, Value Added Trade and Value Added in Trade," Sustainability, MDPI, vol. 13(20), pages 1-20, October.

    Cited by:

    1. Li, Rongrong & Wang, Qiang & Wang, Xuefeng & Zhou, Yulin & Han, Xinyu & Liu, Yi, 2022. "Germany's contribution to global carbon reduction might be underestimated – A new assessment based on scenario analysis with and without trade," Technological Forecasting and Social Change, Elsevier, vol. 176(C).

  17. Ling-Yun He & Xiao-Feng Qi, 2021. "Resource Misallocation and Energy-Related Pollution," IJERPH, MDPI, vol. 18(10), pages 1-19, May.

    Cited by:

    1. Shuangjie Li & Huifang E & Liming Wang & Huidan Xue, 2023. "Factor Misallocation and Optimization in China’s Manufacturing Industry," Sustainability, MDPI, vol. 15(5), pages 1-21, February.
    2. Ling-Yun He & Sha Liu, 2023. "Impact of China Railway Express on Regional Resource Mismatch—Empirical Evidence from China," Sustainability, MDPI, vol. 15(11), pages 1-17, May.

  18. He, Ling-Yun & Huang, Geng, 2021. "How can export improve firms’ energy efficiency? The role of innovation investment," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 90-97.

    Cited by:

    1. Shao, Jun & Wang, Lianghu, 2023. "Can new-type urbanization improve the green total factor energy efficiency? Evidence from China," Energy, Elsevier, vol. 262(PB).
    2. Yu Xiang & Jing Zheng & Xunhua Tu, 2022. "The Impact of Intermediate Goods Imports on Energy Efficiency: Empirical Evidence from Chinese Cities," IJERPH, MDPI, vol. 19(20), pages 1-23, October.
    3. Doğan, Buhari & Ghosh, Sudeshna & Hoang, Dung Phuong & Chu, Lan Khanh, 2022. "Are economic complexity and eco-innovation mutually exclusive to control energy demand and environmental quality in E7 and G7 countries?," Technology in Society, Elsevier, vol. 68(C).
    4. Zhao, Nan & Liu, Xiaojie & Zhang, Zizhe, 2022. "Does competition from the informal sector affect firms’ energy intensity? Evidence from China," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 130-142.
    5. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    6. Zhao, Yueyang & Mao, Jinzhou, 2022. "Energy effects of non-energy policies: Minimum wage standard and enterprise energy efficiency in China," Resources Policy, Elsevier, vol. 79(C).
    7. Yubo Zhao & Shijing Zhu & Wei Kong & Liang Ren, 2023. "Global Value Chain Position and Corporate Environmental Performance: A Comparison of Domestic and Foreign Perspectives in China," Sustainability, MDPI, vol. 15(11), pages 1-23, May.
    8. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.
    9. Zhang, Caiqing & Chen, Panyu, 2022. "Applying the three-stage SBM-DEA model to evaluate energy efficiency and impact factors in RCEP countries," Energy, Elsevier, vol. 241(C).
    10. Xiekui Zhang & Baocheng Yu, 2023. "The Impact of Ownership Structure on Technological Innovation and Energy Intensity: Evidence from China," Sustainability, MDPI, vol. 15(11), pages 1-18, May.
    11. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.

  19. Ling-Yun He & Xiao-Feng Qi, 2021. "Environmental Courts, Environment and Employment: Evidence from China," Sustainability, MDPI, vol. 13(11), pages 1-16, June.

    Cited by:

    1. Dandan Zhu & Xinping Tao & Meibo Huang, 2023. "Law Reinforcement, Production Pattern and Enterprise Environmental Performance: Evidence from Environmental Courts in China," Sustainability, MDPI, vol. 15(5), pages 1-20, March.

  20. Lu-Tao Zhao & Zi-Jie Wang & Shu-Ping Wang & Ling-Yun He, 2021. "Predicting Oil Prices: An Analysis of Oil Price Volatility Cycle and Financial Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(4), pages 1068-1087, March.

    Cited by:

    1. Nan, Yu & Sun, Renjin & Zhen, Zhao & Fangjing, Chu, 2022. "Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes," Energy, Elsevier, vol. 260(C).
    2. Jakub Horák & Michaela Jannová, 2023. "Predicting the Oil Price Movement in Commodity Markets in Global Economic Meltdowns," Forecasting, MDPI, vol. 5(2), pages 1-16, March.

  21. Ling-Yun He & Hong-Zhen Zhang, 2021. "Spillover or crowding out? The effects of environmental regulation on residents’ willingness to pay for environmental protection," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 611-630, January.

    Cited by:

    1. Hong-Zhen Zhang & Ling-Yun He & ZhongXiang Zhang, 2023. "Can Transverse Eco-compensation Mechanism Correct Resource Misallocation in Watershed Environmental Governance? A Cost-benefit Analysis of the Pilot Project of Xin’an River in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 947-973, April.
    2. Antonia Sohns & Gordon M. Hickey & Jasper R. de Vries & Owen Temby, 2021. "Methodological Challenges in Studying Trust in Natural Resources Management," Land, MDPI, vol. 10(12), pages 1-13, November.
    3. Qi Wang & Junqi Liu, 2023. "Demand-side and traditional environmental regulations in green construction: the moderating role of CNSC and SOE intensity," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 25(7), pages 6897-6938, July.
    4. Zhao, Qiuyun & Jiang, Mei & Zhao, Zuoxiang & Liu, Fan & Zhou, Li, 2024. "The impact of green innovation on carbon reduction efficiency in China: Evidence from machine learning validation," Energy Economics, Elsevier, vol. 133(C).
    5. Uttam Paudel & Shiva Raj Adhikari & Krishna Prasad Pant, 2023. "Willingness to Pay for Environmental Quality Improvement Programs and Its Determinants: Empirical Analysis in Western Nepal," Sustainability, MDPI, vol. 15(3), pages 1-20, January.

  22. Su-Mei Chen & Jia-Jia Ou & Ling-Yun He, 2021. "The Environmental and Health Impacts of Poverty Alleviation in China: From a Consumption-Based Perspective," Sustainability, MDPI, vol. 13(4), pages 1-15, February.

    Cited by:

    1. Qingzhi Huan & Yiwen Chen & Xincong Huan, 2022. "A Frugal Eco-Innovation Policy? Ecological Poverty Alleviation in Contemporary China from a Perspective of Eco-Civilization Progress," Sustainability, MDPI, vol. 14(8), pages 1-16, April.
    2. Jia-Jia Ou & Ling-Yun He, 2023. "Opportunity or Challenge? Carbon Emissions Reduction under New Development Pattern of Dual Circulation," Sustainability, MDPI, vol. 15(3), pages 1-14, January.

  23. Lu-Tao Zhao & Guan-Rong Zeng & Ling-Yun He & Ya Meng, 2020. "Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1151-1169, April.

    Cited by:

    1. Krzysztof Drachal & Michał Pawłowski, 2021. "A Review of the Applications of Genetic Algorithms to Forecasting Prices of Commodities," Economies, MDPI, vol. 9(1), pages 1-22, January.
    2. Gharib, Cheima & Mefteh-Wali, Salma & Serret, Vanessa & Ben Jabeur, Sami, 2021. "Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach," Resources Policy, Elsevier, vol. 74(C).

  24. He, Ling-Yun & Lin, Xi & Zhang, ZhongXiang, 2020. "The impact of de-globalization on China’s economic transformation: Evidence from manufacturing export," Journal of Policy Modeling, Elsevier, vol. 42(3), pages 628-660.

    Cited by:

    1. Essotanam Mamba & Afi Balaki, 2022. "Effects of trade policies on external trade performances of ECOWAS countries (1996–2017)†," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 30(3), pages 535-566, July.
    2. Sułkowski Łukasz, 2020. "Covid-19 Pandemic; Recession, Virtual Revolution Leading to De-globalization?," Journal of Intercultural Management, Sciendo, vol. 12(1), pages 1-11, March.
    3. Gao Tianming & Vasilii Erokhin & Aleksandr Arskiy & Mikail Khudzhatov, 2021. "Has the COVID-19 Pandemic Affected Maritime Connectivity? An Estimation for China and the Polar Silk Road Countries," Sustainability, MDPI, vol. 13(6), pages 1-39, March.
    4. Garg, Shamita & Sushil,, 2022. "Impact of de-globalization on development: Comparative analysis of an emerging market (India) and a developed country (USA)," Journal of Policy Modeling, Elsevier, vol. 44(6), pages 1179-1197.
    5. Medineckiene Milena & Kirdaite Viktorija, 2021. "Evaluation of Influencing Factors on Great Britain‘S Export Values," Economics and Culture, Sciendo, vol. 18(1), pages 59-69, June.

  25. Ling-Yun He & Xi Lin & Qiren Liu, 2020. "How Did Free Trade Reshape the Transitional China? Evidence from Heterogeneous Exporters and Firm-Level Pollution Emissions," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(8), pages 1651-1676, June.

    Cited by:

    1. He, Ling-Yun & Huang, Geng, 2022. "Are China's trade interests overestimated? Evidence from firms’ importing behavior and pollution emissions," China Economic Review, Elsevier, vol. 71(C).
    2. Yiming Zhang & Zuoliang Ye & Kaijun Gan, 2024. "Trade Liberalization and Pollutant Emissions: Micro Evidence from Chinese Manufacturing Firms," Sustainability, MDPI, vol. 16(16), pages 1-21, August.
    3. Banerjee, Soumendra Nath & Roy, Jayjit & Yasar, Mahmut, 2021. "Exporting and pollution abatement expenditure: Evidence from firm-level data," Journal of Environmental Economics and Management, Elsevier, vol. 105(C).
    4. Jingbo Cui & On Kit Tam & Bei Wang & Yan Zhang, 2020. "The environmental effect of trade liberalization: Evidence from China's manufacturing firms," The World Economy, Wiley Blackwell, vol. 43(12), pages 3357-3383, December.
    5. Xi Lin & Ling‐Yun He, 2023. "‘Going global’ and pollution in home country: Evidence from Chinese industrial firms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(4), pages 1135-1174, October.
    6. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.
    7. He, Ling-Yun & Huang, Geng, 2021. "How can export improve firms’ energy efficiency? The role of innovation investment," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 90-97.
    8. Ling-Yun He & Kai-Lin Cai, 2023. "Going Green: Evidence from Product-Level Exports and Firms’ Environmental Performance in China," Sustainability, MDPI, vol. 15(21), pages 1-19, October.
    9. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.
    10. Xi Lin & Ling-Yun He, 2023. "The More the Merrier? Evidence from Firm-Level Exports and Environmental Performance in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(1), pages 125-172, January.

  26. Ling-Yun He & Geng Huang, 2020. "Tariff Reduction and Environment: Evidence from CAFTA and Chinese Manufacturing Firms," Sustainability, MDPI, vol. 12(5), pages 1-25, March.

    Cited by:

    1. Xufang Zhang & Changyou Sun & Jason Gordon & Ian A. Munn, 2020. "Determinants of Temporary Trade Barriers in Global Forest Products Industry," Sustainability, MDPI, vol. 12(9), pages 1-13, May.
    2. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.

  27. Quande Qin & Huangda He & Li Li & Ling-Yun He, 2020. "A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1249-1273, April.

    Cited by:

    1. Helong Li & Guanglong Xu & Qin Huang & Rubin Ruan & Weiguo Zhang, 2024. "COVID-19 Impact on Stock Markets: A Multiscale Event Analysis Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1191-1212, March.
    2. Lu Xiao & Feiyue Yang & Yong Yang & Che Chen & Wuer Ha, 2024. "A Sustainable Production Planning Scheme for New Energy Vehicles in China," Sustainability, MDPI, vol. 16(19), pages 1-24, September.
    3. Qi, Shaozhou & Cheng, Shihan & Tan, Xiujie & Feng, Shenghao & Zhou, Qi, 2022. "Predicting China's carbon price based on a multi-scale integrated model," Applied Energy, Elsevier, vol. 324(C).
    4. Yelin Wang & Ping Yang & Zan Song & Julien Chevallier & Qingtai Xiao, 2024. "Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode," Computational Economics, Springer;Society for Computational Economics, vol. 63(2), pages 711-740, February.
    5. Jujie Wang & Shiyao Qiu, 2021. "Improved Multi-Scale Deep Integration Paradigm for Point and Interval Carbon Trading Price Forecasting," Mathematics, MDPI, vol. 9(20), pages 1-20, October.
    6. Peng Ye & Yong Li & Abu Bakkar Siddik, 2023. "Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm," Energies, MDPI, vol. 16(11), pages 1-39, June.
    7. Tan, Xueping & Sirichand, Kavita & Vivian, Andrew & Wang, Xinyu, 2022. "Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals," International Journal of Forecasting, Elsevier, vol. 38(3), pages 944-969.
    8. Chunguang Sheng & Guangyu Wang & Yude Geng & Lirong Chen, 2020. "The Correlation Analysis of Futures Pricing Mechanism in China’s Carbon Financial Market," Sustainability, MDPI, vol. 12(18), pages 1-20, September.
    9. Po Yun & Chen Zhang & Yaqi Wu & Yu Yang, 2022. "Forecasting Carbon Dioxide Price Using a Time-Varying High-Order Moment Hybrid Model of NAGARCHSK and Gated Recurrent Unit Network," IJERPH, MDPI, vol. 19(2), pages 1-19, January.
    10. Ding, Lili & Zhao, Zhongchao & Wang, Lei, 2022. "Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?," Applied Energy, Elsevier, vol. 312(C).
    11. Wen Zhang & Zhibin Wu, 2022. "Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 615-632, April.

  28. Ling-Yun He & Li Liu & Yu Ouyang & Lanlan Li, 2020. "Consumer Demand, Pollutant Emissions and Public Health under Increasing Block Tariffs and Time-of-Use Pricing Policies for Household Electricity in China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(13), pages 2993-3014, October.

    Cited by:

    1. Savelli, Iacopo & Morstyn, Thomas, 2021. "Electricity prices and tariffs to keep everyone happy: A framework for fixed and nodal prices coexistence in distribution grids with optimal tariffs for investment cost recovery," Omega, Elsevier, vol. 103(C).

  29. Zhongfei Chen & Kexin Li & Ling-Yun He, 2020. "Has Internet Finance Decreased the Profitability of Commercial Banks?: Evidence from China," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(13), pages 3015-3032, October.

    Cited by:

    1. Xin, Xinyi & Zhang, Anquan & Liu, Lu, 2024. "Study on the influence of Internet finance on urban household savings rate: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 90(C), pages 45-61.
    2. Wen Yang & Chien-Chi Chu & Jing Yang & Xinyu Ye, 2023. "The Impact of Internet Finance on the Profit Efficiency of Commercial Banks: Theory and Evidence From China," SAGE Open, , vol. 13(1), pages 21582440231, March.
    3. Liu, Ziqiang & Feng, Qiushuo & Li, Hongyi, 2024. "Digital finance, bank competition shocks and operational efficiency of local commercial banks in Western China," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).

  30. Zhang, Yue-Jun & Yao, Ting & He, Ling-Yun & Ripple, Ronald, 2019. "Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 302-317.

    Cited by:

    1. Yingying Xu & Donald Lien, 2022. "Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 259-278, March.
    2. Geng, Qianjie & Wang, Yudong, 2024. "Forecasting the volatility of crude oil basis: Univariate models versus multivariate models," Energy, Elsevier, vol. 295(C).
    3. Lee, Hsiang-Tai, 2022. "Regime-switching angular correlation diversification," Finance Research Letters, Elsevier, vol. 50(C).
    4. Liu, Longlong & Zhou, Suyu & Jie, Qian & Du, Pei & Xu, Yan & Wang, Jianzhou, 2024. "A robust time-varying weight combined model for crude oil price forecasting," Energy, Elsevier, vol. 299(C).
    5. José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado & Mario Iván Contreras-Valdez, 2022. "COVID Asymmetric Impact on the Risk Premium of Developed and Emerging Countries’ Stock Markets," Mathematics, MDPI, vol. 10(9), pages 1-36, April.
    6. Zargar, Faisal Nazir & Kumar, Dilip, 2020. "Modeling unbiased extreme value volatility estimator in presence of heterogeneity and jumps: A study with economic significance analysis," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 25-41.
    7. Sherzod N. Tashpulatov, 2022. "Modeling Electricity Price Dynamics Using Flexible Distributions," Mathematics, MDPI, vol. 10(10), pages 1-15, May.
    8. Chang, Kuang-Liang & Lee, Chingnun, 2020. "The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 374-388.
    9. Zhang, Lei & Chen, Yan & Bouri, Elie, 2024. "Time-varying jump intensity and volatility forecasting of crude oil returns," Energy Economics, Elsevier, vol. 129(C).
    10. Sherzod N. Tashpulatov, 2021. "The Impact of Regulatory Reforms on Demand Weighted Average Prices," Mathematics, MDPI, vol. 9(10), pages 1-15, May.
    11. Hasanov, Akram Shavkatovich & Shaiban, Mohammed Sharaf & Al-Freedi, Ajab, 2020. "Forecasting volatility in the petroleum futures markets: A re-examination and extension," Energy Economics, Elsevier, vol. 86(C).
    12. Wang, Lu & Wu, Jiangbin & Cao, Yang & Hong, Yanran, 2022. "Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?," Energy Economics, Elsevier, vol. 111(C).
    13. Wang, Jiqian & He, Xiaofeng & Ma, Feng & Li, Pan, 2022. "Uncertainty and oil volatility: Evidence from shrinkage method," Resources Policy, Elsevier, vol. 75(C).
    14. Taiyong Li & Yingrui Zhou & Xinsheng Li & Jiang Wu & Ting He, 2019. "Forecasting Daily Crude Oil Prices Using Improved CEEMDAN and Ridge Regression-Based Predictors," Energies, MDPI, vol. 12(19), pages 1-25, September.
    15. Ma, Feng & Wang, Jiqian & Wahab, M.I.M. & Ma, Yuanhui, 2023. "Stock market volatility predictability in a data-rich world: A new insight," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1804-1819.
    16. Huang, Jionghao & Li, Ziruo & Xia, Xiaohua, 2021. "Network diffusion of international oil volatility risk in China's stock market: Quantile interconnectedness modelling and shock decomposition analysis," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1-39.
    17. Pablo Cansado-Bravo & Carlos Rodríguez-Monroy, 2018. "Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices," Energies, MDPI, vol. 11(12), pages 1-17, December.
    18. Chen, Wang & Ma, Feng & Wei, Yu & Liu, Jing, 2020. "Forecasting oil price volatility using high-frequency data: New evidence," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 1-12.
    19. Sherzod N. Tashpulatov, 2021. "Modeling and Estimating Volatility of Day-Ahead Electricity Prices," Mathematics, MDPI, vol. 9(7), pages 1-11, March.
    20. Xiao, Yang, 2020. "The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 173-186.
    21. Nagaraj Naik & Biju R. Mohan, 2021. "Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market," Mathematics, MDPI, vol. 9(14), pages 1-18, July.
    22. Rotimi Ayoade Ogunjumo & Nuhu Musa & Ibrahim Adama & Silas Idoko Abu & Hitlar Inedu & Salami Hamzat & Stephen Adesina Ibitowa, 2024. "Nigeria’s Volatile Oil Revenue: Is There a Cause for Concern?," International Journal of Energy Economics and Policy, Econjournals, vol. 14(2), pages 299-303, March.
    23. Srivastava, Mrinalini & Rao, Amar & Parihar, Jaya Singh & Chavriya, Shubham & Singh, Surendar, 2023. "What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning," Resources Policy, Elsevier, vol. 80(C).
    24. Naeem, Muhammad & Tiwari, Aviral Kumar & Mubashra, Sana & Shahbaz, Muhammad, 2019. "Modeling volatility of precious metals markets by using regime-switching GARCH models," Resources Policy, Elsevier, vol. 64(C).
    25. Wang, Jue & Wang, Zhen & Li, Xiang & Zhou, Hao, 2022. "Artificial bee colony-based combination approach to forecasting agricultural commodity prices," International Journal of Forecasting, Elsevier, vol. 38(1), pages 21-34.
    26. Wang, Lu & Ma, Feng & Hao, Jianyang & Gao, Xinxin, 2021. "Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?," International Review of Financial Analysis, Elsevier, vol. 76(C).
    27. Zhang, Yue-Jun & Zhang, Han, 2023. "Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?," International Review of Financial Analysis, Elsevier, vol. 85(C).
    28. Luo, Jiawen & Ji, Qiang & Klein, Tony & Todorova, Neda & Zhang, Dayong, 2020. "On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks," Energy Economics, Elsevier, vol. 89(C).
    29. Chen, Zhonglu & Liang, Chao & Umar, Muhammad, 2021. "Is investor sentiment stronger than VIX and uncertainty indices in predicting energy volatility?," Resources Policy, Elsevier, vol. 74(C).
    30. Yue-Jun Zhang & Shu-Hui Li, 2019. "The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1357-1371, August.
    31. Zhang, Yue-Jun & Lin, Jia-Juan, 2019. "Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?," International Review of Financial Analysis, Elsevier, vol. 66(C).
    32. Liu, Yue & Sun, Huaping & Zhang, Jijian & Taghizadeh-Hesary, Farhad, 2020. "Detection of volatility regime-switching for crude oil price modeling and forecasting," Resources Policy, Elsevier, vol. 69(C).
    33. NICOLAE Simona & GRIGORE George-Eduard & MUȘETESCU Radu-Cristian, 2022. "The Use of GARCH Autoregressive Models in Estimating and Forecasting the Crude Oil Volatility," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 01, March.
    34. Xiafei Li & Yu Wei & Xiaodan Chen & Feng Ma & Chao Liang & Wang Chen, 2022. "Which uncertainty is powerful to forecast crude oil market volatility? New evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4279-4297, October.

  31. Lu-Tao Zhao & Li-Na Liu & Zi-Jie Wang & Ling-Yun He, 2019. "Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach," Sustainability, MDPI, vol. 11(14), pages 1-20, July.

    Cited by:

    1. Lu-Tao Zhao & Shun-Gang Wang & Zhi-Gang Zhang, 2020. "Oil Price Forecasting Using a Time-Varying Approach," Energies, MDPI, vol. 13(6), pages 1-16, March.
    2. Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020. "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers 202009, University of Pretoria, Department of Economics.
    3. Casandra Okogwu & Mercy Odochi Agho & Mojisola Abimbola Adeyinka & Bukola A. Odulaja & Obinna Arize Ufoaro & Sodrudeen Abolore Ayodeji & Chibuike Daraojimba, 2023. "Adapting To Oil Price Volatility: A Strategic Review Of Supply Chain Responses Over Two Decades," International Journal of Research and Scientific Innovation, International Journal of Research and Scientific Innovation (IJRSI), vol. 10(10), pages 68-87, October.
    4. Marcus Vinicius Santos & Fernando Morgado-Dias & Thiago C. Silva, 2023. "Oil Sector and Sentiment Analysis—A Review," Energies, MDPI, vol. 16(12), pages 1-29, June.
    5. Hao, Jun & Feng, Qianqian & Yuan, Jiaxin & Sun, Xiaolei & Li, Jianping, 2022. "A dynamic ensemble learning with multi-objective optimization for oil prices prediction," Resources Policy, Elsevier, vol. 79(C).
    6. James Ming Chen & Mobeen Ur Rehman, 2021. "A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities," Energies, MDPI, vol. 14(19), pages 1-58, September.
    7. Jiangwei Liu & Xiaohong Huang, 2021. "Forecasting Crude Oil Price Using Event Extraction," Papers 2111.09111, arXiv.org.
    8. Pruethsan Sutthichaimethee & Sthianrapab Naluang, 2019. "The Efficiency of the Sustainable Development Policy for Energy Consumption under Environmental Law in Thailand: Adapting the SEM-VARIMAX Model," Energies, MDPI, vol. 12(16), pages 1-21, August.
    9. Shahriyar Mukhtarov & Sugra Humbatova & Mubariz Mammadli & Natig Gadim‒Oglu Hajiyev, 2021. "The Impact of Oil Price Shocks on National Income: Evidence from Azerbaijan," Energies, MDPI, vol. 14(6), pages 1-11, March.

  32. Ling-Yun He & Liang Wang, 2019. "Import Liberalization of Intermediates and Environment: Empirical Evidence from Chinese Manufacturing," Sustainability, MDPI, vol. 11(9), pages 1-15, May.

    Cited by:

    1. He, Ling-Yun & Huang, Geng, 2022. "Are China's trade interests overestimated? Evidence from firms’ importing behavior and pollution emissions," China Economic Review, Elsevier, vol. 71(C).
    2. Wenhao Yang & Yuanzhe Huang & Jinsong Ye & Changbiao Zhong, 2024. "Trade and Water Pollution: Evidence from China," Sustainability, MDPI, vol. 16(9), pages 1-22, April.
    3. Yu Xiang & Jing Zheng & Xunhua Tu, 2022. "The Impact of Intermediate Goods Imports on Energy Efficiency: Empirical Evidence from Chinese Cities," IJERPH, MDPI, vol. 19(20), pages 1-23, October.
    4. Huang, Geng & Lin, Xi & He, Ling-Yun, 2023. "Good for the environment? Foreign investment opening in service sector and firm's energy efficiency," Energy Economics, Elsevier, vol. 127(PA).
    5. Cai, Meng & Cui, Riming & Li, Dan, 2023. "Trade with innovation benefits: A re-appraisal using micro data from China," Journal of Asian Economics, Elsevier, vol. 89(C).
    6. Huang, Geng & He, Ling-Yun & Lin, Xi, 2023. "Deterioration or improvement? Intermediate product import and enterprises' environmental performance," Structural Change and Economic Dynamics, Elsevier, vol. 65(C), pages 139-150.
    7. He, Ling-Yun & Huang, Geng, 2021. "How can export improve firms’ energy efficiency? The role of innovation investment," Structural Change and Economic Dynamics, Elsevier, vol. 59(C), pages 90-97.
    8. He, Ling-Yun & Huang, Geng, 2023. "Can importing improve the energy efficiency? Theory and evidence from Chinese industrial firms," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 451-469.
    9. Ling-Yun He & Geng Huang, 2020. "Tariff Reduction and Environment: Evidence from CAFTA and Chinese Manufacturing Firms," Sustainability, MDPI, vol. 12(5), pages 1-25, March.

  33. Lu-Yi Qiu & Ling-Yun He, 2018. "Bike Sharing and the Economy, the Environment, and Health-Related Externalities," Sustainability, MDPI, vol. 10(4), pages 1-10, April.

    Cited by:

    1. Wang, Jueyu & Lindsey, Greg, 2019. "Neighborhood socio-demographic characteristics and bike share member patterns of use," Journal of Transport Geography, Elsevier, vol. 79(C), pages 1-1.
    2. Yongrok Choi & Eun Jin Choi, 2020. "Sustainable Governance of the Sharing Economy: The Chinese Bike-Sharing Industry," Sustainability, MDPI, vol. 12(3), pages 1-15, February.
    3. Rotaris, Lucia & Del Missier, Fabio & Scorrano, Mariangela, 2023. "Comparing children and parental preferences for active commuting to school. A focus on Italian middle-school students," Research in Transportation Economics, Elsevier, vol. 97(C).
    4. Qing Yu & Weifeng Li & Dongyuan Yang & Yingkun Xie, 2020. "Policy Zoning for Efficient Land Utilization Based on Spatio-Temporal Integration between the Bicycle-Sharing Service and the Metro Transit," Sustainability, MDPI, vol. 13(1), pages 1-14, December.
    5. Liu, Yixiao & Tian, Zihao & Pan, Baoran & Zhang, Wenbin & Liu, Yunqi & Tian, Lixin, 2022. "A hybrid big-data-based and tolerance-based method to estimate environmental benefits of electric bike sharing," Applied Energy, Elsevier, vol. 315(C).
    6. Fukushige, Tatsuya & Fitch, Dillon T. & Handy, Susan, 2022. "Can an Incentive-Based approach to rebalancing a Dock-less Bike-share system Work? Evidence from Sacramento, California," Transportation Research Part A: Policy and Practice, Elsevier, vol. 163(C), pages 181-194.
    7. Xiaozhou Ye, 2022. "Bike-Sharing Adoption in Cross-National Contexts: An Empirical Research on the Factors Affecting Users’ Intentions," Sustainability, MDPI, vol. 14(6), pages 1-19, March.
    8. Yi Zhu, 2022. "Can bicycle sharing mitigate vehicle emission in Chinese large cities? Estimation based on mode shift analysis," Transportation, Springer, vol. 49(6), pages 1627-1648, December.
    9. Gao, Kun & Yang, Ying & Li, Aoyong & Li, Junhong & Yu, Bo, 2021. "Quantifying economic benefits from free-floating bike-sharing systems: A trip-level inference approach and city-scale analysis," Transportation Research Part A: Policy and Practice, Elsevier, vol. 144(C), pages 89-103.
    10. Anastasia Roukouni & Gonçalo Homem de Almeida Correia, 2020. "Evaluation Methods for the Impacts of Shared Mobility: Classification and Critical Review," Sustainability, MDPI, vol. 12(24), pages 1-22, December.
    11. Tianjian Yang & Ye Li & Simin Zhou & Yu Zhang, 2019. "Dynamic Feedback Analysis of Influencing Factors and Challenges of Dockless Bike-Sharing Sustainability in China," Sustainability, MDPI, vol. 11(17), pages 1-17, August.
    12. Zhitao Li & Yuzhen Shang & Guanwei Zhao & Muzhuang Yang, 2022. "Exploring the Multiscale Relationship between the Built Environment and the Metro-Oriented Dockless Bike-Sharing Usage," IJERPH, MDPI, vol. 19(4), pages 1-21, February.
    13. Tina Ringenson & Peter Arnfalk & Anna Kramers & Liridona Sopjani, 2018. "Indicators for Promising Accessibility and Mobility Services," Sustainability, MDPI, vol. 10(8), pages 1-19, August.
    14. Xiaojia Guo & Chengpeng Lu & Dongqi Sun & Yexin Gao & Bing Xue, 2021. "Comparison of Usage and Influencing Factors between Governmental Public Bicycles and Dockless Bicycles in Linfen City, China," Sustainability, MDPI, vol. 13(12), pages 1-14, June.
    15. Hyungkyoo Kim, 2020. "Seasonal Impacts of Particulate Matter Levels on Bike Sharing in Seoul, South Korea," IJERPH, MDPI, vol. 17(11), pages 1-17, June.
    16. Tomasz Bieliński & Agnieszka Ważna, 2020. "Electric Scooter Sharing and Bike Sharing User Behaviour and Characteristics," Sustainability, MDPI, vol. 12(22), pages 1-13, November.
    17. Lehua Bi & Shaorui Zhou & Jianjie Ke & Xiaoming Song, 2023. "Knowledge-Mapping Analysis of Urban Sustainable Transportation Using CiteSpace," Sustainability, MDPI, vol. 15(2), pages 1-29, January.
    18. Tomasz Bieliński & Agnieszka Kwapisz & Agnieszka Ważna, 2019. "Bike-Sharing Systems in Poland," Sustainability, MDPI, vol. 11(9), pages 1-14, April.
    19. Rosa Marina González & Concepción Román & Ángel Simón Marrero, 2018. "Visitors’ Attitudes towards Bicycle Use in the Teide National Park," Sustainability, MDPI, vol. 10(9), pages 1-18, September.
    20. Julia Winslow & Oksana Mont, 2019. "Bicycle Sharing: Sustainable Value Creation and Institutionalisation Strategies in Barcelona," Sustainability, MDPI, vol. 11(3), pages 1-27, January.
    21. Daria Bylieva & Victoria Lobatyuk & Irina Shestakova, 2022. "Shared Micromobility: Between Physical and Digital Reality," Sustainability, MDPI, vol. 14(4), pages 1-21, February.
    22. Jialing Zhao & Hongwei Wang & Yuxin Huang & Yuan Meng, 2020. "Does Massive Placement of Bicycles Win the Market for the Bicycle-Sharing Company in China?," Sustainability, MDPI, vol. 12(13), pages 1-14, June.
    23. Yuanyuan Zhang & Yuming Zhang, 2018. "Associations between Public Transit Usage and Bikesharing Behaviors in The United States," Sustainability, MDPI, vol. 10(6), pages 1-20, June.
    24. Renata Żochowska & Marianna Jacyna & Marcin Jacek Kłos & Piotr Soczówka, 2021. "A GIS-Based Method of the Assessment of Spatial Integration of Bike-Sharing Stations," Sustainability, MDPI, vol. 13(7), pages 1-29, April.
    25. M. Renée Umstattd Meyer & Tyler Prochnow & Andrew C. Pickett & Cynthia K. Perry & Christina N. Bridges Hamilton & Christiaan G. Abildso & Keshia M. Pollack Porter, 2021. "The Effects of Play Streets on Social and Community Connectedness in Rural Communities," IJERPH, MDPI, vol. 18(19), pages 1-15, September.
    26. Amirhossein Nourbakhshrezaei & Mojgan Jadidi & Gunho Sohn, 2023. "Improving Cyclists’ Safety Using Intelligent Situational Awareness System," Sustainability, MDPI, vol. 15(4), pages 1-17, February.
    27. Dariusz Masłowski & Ewa Kulińska & Gennadij Komada, 2022. "Impact of Alternative Forms of Transport on Urban Freight Congestion," Sustainability, MDPI, vol. 14(17), pages 1-21, September.
    28. Zeng, Qing-Hua & He, Ling-Yun, 2023. "Study on the synergistic effect of air pollution prevention and carbon emission reduction in the context of "dual carbon": Evidence from China's transport sector," Energy Policy, Elsevier, vol. 173(C).
    29. Alexandros Nikitas, 2019. "How to Save Bike-Sharing: An Evidence-Based Survival Toolkit for Policy-Makers and Mobility Providers," Sustainability, MDPI, vol. 11(11), pages 1-17, June.
    30. Kong, Hui & Wu, Jingyi & Li, Pengfei, 2024. "Impacts of active mobility on individual health mediated by physical activities," Social Science & Medicine, Elsevier, vol. 348(C).
    31. Rayane El Sibai & Khalil Challita & Jacques Bou Abdo & Jacques Demerjian, 2021. "A New User-Based Incentive Strategy for Improving Bike Sharing Systems’ Performance," Sustainability, MDPI, vol. 13(5), pages 1-18, March.
    32. Yanjie Ji & Xinwei Ma & Mingyuan Yang & Yuchuan Jin & Liangpeng Gao, 2018. "Exploring Spatially Varying Influences on Metro-Bikeshare Transfer: A Geographically Weighted Poisson Regression Approach," Sustainability, MDPI, vol. 10(5), pages 1-23, May.
    33. Wenya Cui & Guangnian Xiao, 2021. "Tripartite Dynamic Game among Government, Bike-Sharing Enterprises, and Consumers under the Influence of Seasons and Quota," Sustainability, MDPI, vol. 13(20), pages 1-24, October.
    34. Haotian Ma & Xinlu Chen & Zhilei Zhen & Qian Wang, 2023. "Bicycle-sharing in Beijing: An Assessment of Economic, Environmental, and Health Effects, and Identification of Key Drivers of Environmental Performance," Networks and Spatial Economics, Springer, vol. 23(1), pages 285-316, March.
    35. Hu, Beibei & Zhong, Zhenfang & Zhang, Yanli & Sun, Yue & Jiang, Li & Dong, Xianlei & Sun, Huijun, 2022. "Understanding the influencing factors of bicycle-sharing demand based on residents’ trips," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).
    36. Radzimski, Adam & Dzięcielski, Michał, 2021. "Exploring the relationship between bike-sharing and public transport in Poznań, Poland," Transportation Research Part A: Policy and Practice, Elsevier, vol. 145(C), pages 189-202.
    37. Jooho Park & Yasushi Honda & Sayaka Fujii & Satbyul Estella Kim, 2022. "Air Pollution and Public Bike-Sharing System Ridership in the Context of Sustainable Development Goals," Sustainability, MDPI, vol. 14(7), pages 1-13, March.
    38. Lucie Enochsson & Yuliya Voytenko Palgan & Andrius Plepys & Oksana Mont, 2021. "Impacts of the Sharing Economy on Urban Sustainability: The Perceptions of Municipal Governments and Sharing Organisations," Sustainability, MDPI, vol. 13(8), pages 1-31, April.

  34. Jian-Xin Wu & Ling-Yun He, 2018. "Urban–rural gap and poverty traps in China: A prefecture level analysis," Applied Economics, Taylor & Francis Journals, vol. 50(30), pages 3300-3314, June.
    See citations under working paper version above.
  35. Ling-Yun He & Bingdong Hou & Hua Liao, 2018. "Rural energy policy in China," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 10(2), pages 224-240, May.

    Cited by:

    1. Xuechao Xia & Hui Sun & Zedong Yang & Weipeng Yuan & Dianyuan Ma, 2022. "Decoupling Analysis of Rural Population Change and Rural Electricity Consumption Change in China," IJERPH, MDPI, vol. 19(11), pages 1-19, May.
    2. Sun, Dingqiang & Ge, Yang & Zhou, Yingheng, 2019. "Punishing and rewarding: How do policy measures affect crop straw use by farmers? An empirical analysis of Jiangsu Province of China," Energy Policy, Elsevier, vol. 134(C).
    3. Ma, Wanglin & Zheng, Hongyun & Gong, Binlei, 2021. "Household Energy Choice for Cooking: Do Rural Income Growth and Ethnic Difference Play a Role?," 2021 Conference, August 17-31, 2021, Virtual 314990, International Association of Agricultural Economists.
    4. Rauf, Abdul & Zhang, Jin & Li, Jinkai & Amin, Waqas, 2018. "Structural changes, energy consumption and carbon emissions in China: Empirical evidence from ARDL bound testing model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 194-206.
    5. Ma, Shaoyue & Man, Hecheng & Li, Xiao & Xu, Xiangbo & Sun, Mingxing & Xie, Minghui & Zhang, Linxiu, 2023. "How nonfarm employment drives the households’ energy transition: Evidence from rural China," Energy, Elsevier, vol. 267(C).
    6. Ma, Wanglin & Zheng, Hongyun & Gong, Binlei, 2022. "Rural income growth, ethnic differences, and household cooking fuel choice: Evidence from China," Energy Economics, Elsevier, vol. 107(C).
    7. Addai, Bismark & Tang, Wenjin & Twumasi, Martinson Ankrah & Asante, Dennis & Agyeman, Annette Serwaa, 2022. "Access to financial services and lighting energy consumption: Empirical evidence from rural Ghana," Energy, Elsevier, vol. 253(C).
    8. Ma, Wanglin & Zhou, Xiaoshi & Renwick, Alan, 2019. "Impact of off-farm income on household energy expenditures in China: Implications for rural energy transition," Energy Policy, Elsevier, vol. 127(C), pages 248-258.
    9. Hou, Bingdong & Wu, Jingwen & Mi, Zhifu & Ma, Chunbo & Shi, Xunpeng & Liao, Hua, 2022. "Cooking fuel types and the health effects: A field study in China," Energy Policy, Elsevier, vol. 167(C).

  36. Ling-Yun He & Li Liu, 2018. "Stand by or Follow? Responsibility Diffusion Effects and Green Credit," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(8), pages 1740-1760, June.

    Cited by:

    1. Luo, Sumei & Yu, Shenghui & Zhou, Guangyou, 2021. "Does green credit improve the core competence of commercial banks? Based on quasi-natural experiments in China," Energy Economics, Elsevier, vol. 100(C).
    2. Lin, Boqiang & Pan, Ting, 2024. "The impact of green credit on green transformation of heavily polluting enterprises: Reverse forcing or forward pushing?," Energy Policy, Elsevier, vol. 184(C).
    3. Zhang, Jinlong & Wu, Mingyue & Chen, Tingwei & Gao, Bin, 2024. "Green credit, financing constraints, and corporate investment: From the perspectives of scale and efficiency," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
    4. Chuan Shao & Jia Wei & Chuanzhe Liu, 2021. "Empirical Analysis of the Influence of Green Credit on the Industrial Structure: A Case Study of China," Sustainability, MDPI, vol. 13(11), pages 1-15, May.
    5. Ming Chen & Lina Song & Xiaobo Zhu & Yanshuo Zhu & Chuanhao Liu, 2023. "Does Green Finance Promote the Green Transformation of China’s Manufacturing Industry?," Sustainability, MDPI, vol. 15(8), pages 1-22, April.
    6. Xiaolei Yang & Lingyun He & Sihua Tian & Yufei Xia & Deqing Wang, 2021. "Construction of China’s Green Institutional Environmental Index: Using Functional Data Analysis method," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 154(2), pages 559-582, April.
    7. Yichen Qiang & Yao Tang & Chen Wang, 2024. "Green Finance Advancement and Its Impact on Urban Haze Pollution in China: Evidence from 283 Cities," Sustainability, MDPI, vol. 16(11), pages 1-22, May.
    8. Yang, Yuxue & Su, Xiang & Yao, Shuangliang, 2021. "Nexus between green finance, fintech, and high-quality economic development: Empirical evidence from China," Resources Policy, Elsevier, vol. 74(C).
    9. Wanying Song & Jian Min & Jianbo Yang, 2023. "Credit Risk Assessment of Heavy-Polluting Enterprises: A Wide- ℓ p Penalty and Deep Learning Approach," Mathematics, MDPI, vol. 11(16), pages 1-19, August.
    10. Shixian Ling & Guosheng Han & Dong An & William Cannon Hunter & Hui Li, 2020. "The Impact of Green Credit Policy on Technological Innovation of Firms in Pollution-Intensive Industries: Evidence from China," Sustainability, MDPI, vol. 12(11), pages 1-16, June.
    11. Zhang, Dongyang, 2022. "Green financial system regulation shock and greenwashing behaviors: Evidence from Chinese firms," Energy Economics, Elsevier, vol. 111(C).
    12. Zhang, Dayong & Zhang, Zhiwei & Managi, Shunsuke, 2019. "A bibliometric analysis on green finance: Current status, development, and future directions," Finance Research Letters, Elsevier, vol. 29(C), pages 425-430.
    13. Lin, Boqiang & Chen, Yufang, 2019. "Impacts of policies on innovation in wind power technologies in China," Applied Energy, Elsevier, vol. 247(C), pages 682-691.
    14. Zhao, Guomeng & Xin, Zijun & Wang, Yifeng, 2024. "Effect of the sci-tech finance pilot policy on corporate environmental information disclosure—moderating role of green credit," Finance Research Letters, Elsevier, vol. 62(PB).
    15. Hu, Guoqiang & Wang, Xiaoqi & Wang, Yu, 2021. "Can the green credit policy stimulate green innovation in heavily polluting enterprises? Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, vol. 98(C).

  37. He, Ling-Yun & Wen, Xing-Chun, 2017. "Population growth, interest rate, and housing tax in the transitional China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 305-312.
    See citations under working paper version above.
  38. Wei Wei & Ling-Yun He, 2017. "China Building Energy Consumption: Definitions and Measures from an Operational Perspective," Energies, MDPI, vol. 10(5), pages 1-16, April.
    See citations under working paper version above.
  39. Lu-Yi Qiu & Ling-Yun He, 2017. "Can Green Traffic Policies Affect Air Quality? Evidence from A Difference-in-Difference Estimation in China," Sustainability, MDPI, vol. 9(6), pages 1-10, June.

    Cited by:

    1. Dongchu Han & Mianfang Liu, 2022. "How Does the Digital Economy Contribute to Regional Green Development in China? Evidence-Based on the Intermediary Effect of Technological Innovation," Sustainability, MDPI, vol. 14(18), pages 1-14, September.
    2. Hong-Zhen Zhang & Ling-Yun He & ZhongXiang Zhang, 2023. "Can Transverse Eco-compensation Mechanism Correct Resource Misallocation in Watershed Environmental Governance? A Cost-benefit Analysis of the Pilot Project of Xin’an River in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 84(4), pages 947-973, April.
    3. Maman Ali, M. Moustapha & Yu, Qian, 2021. "Assessment of the impact of renewable energy policy on sustainable energy for all in West Africa," Renewable Energy, Elsevier, vol. 180(C), pages 544-551.
    4. Krystian Pietrzak & Oliwia Pietrzak, 2020. "Environmental Effects of Electromobility in a Sustainable Urban Public Transport," Sustainability, MDPI, vol. 12(3), pages 1-21, February.
    5. Rauf, Abdul & Zhang, Jin & Li, Jinkai & Amin, Waqas, 2018. "Structural changes, energy consumption and carbon emissions in China: Empirical evidence from ARDL bound testing model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 194-206.
    6. Hongyou Lu & Yunchan Zhu & Yu Qi & Jinliang Yu, 2018. "Do Urban Subway Openings Reduce PM 2.5 Concentrations? Evidence from China," Sustainability, MDPI, vol. 10(11), pages 1-24, November.
    7. Kahuina Miller & Tetsuro Hyodo, 2021. "Impact of the Panama Canal expansion on Latin American and Caribbean ports: difference in difference (DID) method," Journal of Shipping and Trade, Springer, vol. 6(1), pages 1-23, December.
    8. Wang, Pingping & Zhang, Wendong & Li, Minghao & Han, Yijun, 2019. "Does Fertilizer Education Program Increase the Technical Efficiency of Chemical Fertilizer Use? Evidence from Wheat Production in China," ISU General Staff Papers 201901010800001678, Iowa State University, Department of Economics.
    9. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    10. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    11. Zhang, Pan, 2019. "Do energy intensity targets matter for wind energy development? Identifying their heterogeneous effects in Chinese provinces with different wind resources," Renewable Energy, Elsevier, vol. 139(C), pages 968-975.
    12. Yoo, Sunbin & Koh, Kyung Woong & Yoshida, Yoshikuni & Wakamori, Naoki, 2019. "Revisiting Jevons's paradox of energy rebound: Policy implications and empirical evidence in consumer-oriented financial incentives from the Japanese automobile market, 2006–2016," Energy Policy, Elsevier, vol. 133(C).
    13. Umer Saleem & Takeshi Mizunoya & Yabar Helmut & Muhammad Saad Moeen & Ammara Ajmal, 2024. "Application of Geographic Information Systems (GIS) for Measuring the Impact Income Vulnerability on Rural Households: A Case Study of the 2010 Floods in Pakistan," Journal of Sustainable Development, Canadian Center of Science and Education, vol. 13(2), pages 1-1, July.
    14. Fangzi Liu & Zihong Li & Hua Xie & Lei Yang & Minghua Hu, 2021. "Predicting Fuel Consumption Reduction Potentials Based on 4D Trajectory Optimization with Heterogeneous Constraints," Sustainability, MDPI, vol. 13(13), pages 1-33, June.
    15. Zeng, Qing-Hua & He, Ling-Yun, 2023. "Study on the synergistic effect of air pollution prevention and carbon emission reduction in the context of "dual carbon": Evidence from China's transport sector," Energy Policy, Elsevier, vol. 173(C).
    16. Rashid Khan, Haroon Ur & Siddique, Muhammad & Zaman, Khalid & Yousaf, Sheikh Usman & Shoukry, Alaa Mohamd & Gani, Showkat & Sasmoko, & Khan, Aqeel & Hishan, Sanil S. & Saleem, Hummera, 2018. "The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun," Journal of Air Transport Management, Elsevier, vol. 70(C), pages 18-35.

  40. Ling-Yun He & Jia-Jia Ou, 2017. "Pollution Emissions, Environmental Policy, and Marginal Abatement Costs," IJERPH, MDPI, vol. 14(12), pages 1-16, December.

    Cited by:

    1. Rui Zhang, 2017. "Environment-Aware Production Scheduling for Paint Shops in Automobile Manufacturing: A Multi-Objective Optimization Approach," IJERPH, MDPI, vol. 15(1), pages 1-32, December.
    2. Ying Li & Yung-ho Chiu & Tai-Yu Lin, 2019. "The Impact of Economic Growth and Air Pollution on Public Health in 31 Chinese Cities," IJERPH, MDPI, vol. 16(3), pages 1-26, January.
    3. Imane Bounadi & Khalil Allali & Aziz Fadlaoui & Mohammed Dehhaoui, 2023. "Water Pollution Abatement in Olive Oil Industry in Morocco: Cost Estimates and Policy Implications," Sustainability, MDPI, vol. 15(5), pages 1-19, February.

  41. Lu-Yi Qiu & Ling-Yun He, 2017. "Are Chinese Green Transport Policies Effective? A New Perspective from Direct Pollution Rebound Effect, and Empirical Evidence From the Road Transport Sector," Sustainability, MDPI, vol. 9(3), pages 1-11, March.

    Cited by:

    1. Jian Hou & Yifang An & Hongfeng Song & Jiancheng Chen, 2019. "The Impact of Haze Pollution on Regional Eco-Economic Treatment Efficiency in China: An Environmental Regulation Perspective," IJERPH, MDPI, vol. 16(21), pages 1-18, October.
    2. Peng Su & Degen Lin & Chen Qian, 2018. "Study on Air Pollution and Control Investment from the Perspective of the Environmental Theory Model: A Case Study in China, 2005–2014," Sustainability, MDPI, vol. 10(7), pages 1-16, June.
    3. Liexun Yang & Peng Zhou & Ning Zhang, 2017. "A Review of Low-Carbon Transformation and Energy Innovation Issues in China," Sustainability, MDPI, vol. 9(7), pages 1-6, July.
    4. Inglesi-Lotz, Roula, 2018. "Decomposing the South African CO2 emissions within a BRICS countries context: Signalling potential energy rebound effects," Energy, Elsevier, vol. 147(C), pages 648-654.
    5. Hongyou Lu & Yunchan Zhu & Yu Qi & Jinliang Yu, 2018. "Do Urban Subway Openings Reduce PM 2.5 Concentrations? Evidence from China," Sustainability, MDPI, vol. 10(11), pages 1-24, November.
    6. Pinyi Su & Muhammad Imran & Muhammad Nadeem & Shamsheer ul Haq, 2023. "The Role of Environmental Law in Farmers’ Environment-Protecting Intentions and Behavior Based on Their Legal Cognition: A Case Study of Jiangxi Province, China," Sustainability, MDPI, vol. 15(11), pages 1-22, May.
    7. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    8. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    9. Xia Xiao & Hanwen Qin & Huijuan Fu & Chengde Zhang, 2019. "Improving the Professional Level of Managers Through Individualized Recommendation to Enhance the Quality of Air Pollutant Management in China," Sustainability, MDPI, vol. 11(21), pages 1-15, November.
    10. Yoshida, Jun & Kono, Tatsuhito, 2020. "Optimal Car-related Taxes and Pricing in Beijing Considering the Marginal Cost of Public Funds," MPRA Paper 101728, University Library of Munich, Germany.
    11. Lu-Yi Qiu & Ling-Yun He, 2017. "Can Green Traffic Policies Affect Air Quality? Evidence from A Difference-in-Difference Estimation in China," Sustainability, MDPI, vol. 9(6), pages 1-10, June.
    12. Zeng, Qing-Hua & He, Ling-Yun, 2023. "Study on the synergistic effect of air pollution prevention and carbon emission reduction in the context of "dual carbon": Evidence from China's transport sector," Energy Policy, Elsevier, vol. 173(C).
    13. Rashid Khan, Haroon Ur & Siddique, Muhammad & Zaman, Khalid & Yousaf, Sheikh Usman & Shoukry, Alaa Mohamd & Gani, Showkat & Sasmoko, & Khan, Aqeel & Hishan, Sanil S. & Saleem, Hummera, 2018. "The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun," Journal of Air Transport Management, Elsevier, vol. 70(C), pages 18-35.

  42. Jian-Xin Wu & Ling-Yun He, 2017. "The Distribution Dynamics of Carbon Dioxide Emissions Intensity across Chinese Provinces: A Weighted Approach," Sustainability, MDPI, vol. 9(1), pages 1-19, January.
    See citations under working paper version above.
  43. Wu, Jian-Xin & He, Ling-Yun, 2017. "How do Chinese cities grow? A distribution dynamics approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 105-118.
    See citations under working paper version above.
  44. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.

    Cited by:

    1. Bansal, Prateek & Dua, Rubal, 2022. "Fuel consumption elasticities, rebound effect and feebate effectiveness in the Indian and Chinese new car markets," Energy Economics, Elsevier, vol. 113(C).

  45. HE Ling-Yun & OU Jia-Jia, 2016. "Taxing sulphur dioxide emissions: A policy evaluation from public health perspective in China," Energy & Environment, , vol. 27(6-7), pages 755-764, November.

    Cited by:

    1. Zhangqi Zhong & Xu Zhang & Wei Shao, 2019. "Measuring global energy-related sulfur oxides emissions embodied in trade: a multi-regional and multi-sectoral analysis," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 95(1), pages 401-418, January.
    2. Lu-Yi Qiu & Ling-Yun He, 2017. "Are Chinese Green Transport Policies Effective? A New Perspective from Direct Pollution Rebound Effect, and Empirical Evidence From the Road Transport Sector," Sustainability, MDPI, vol. 9(3), pages 1-11, March.
    3. Bwo-Ren Ke & Shyang-Chyuan Fang & Jun-Hong Lai, 2022. "Adjustment of bus departure time of an electric bus transportation system for reducing costs and carbon emissions: A case study in Penghu," Energy & Environment, , vol. 33(4), pages 728-751, June.
    4. Ling-Yun He & Jia-Jia Ou, 2017. "Pollution Emissions, Environmental Policy, and Marginal Abatement Costs," IJERPH, MDPI, vol. 14(12), pages 1-16, December.
    5. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
    6. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    7. Jia-Jia Ou & Ling-Yun He, 2023. "Opportunity or Challenge? Carbon Emissions Reduction under New Development Pattern of Dual Circulation," Sustainability, MDPI, vol. 15(3), pages 1-14, January.

  46. HE, Ling-Yun & QIU, Lu-Yi, 2016. "Transport demand, harmful emissions, environment and health co-benefits in China," Energy Policy, Elsevier, vol. 97(C), pages 267-275.

    Cited by:

    1. Lu-Yi Qiu & Ling-Yun He, 2017. "Are Chinese Green Transport Policies Effective? A New Perspective from Direct Pollution Rebound Effect, and Empirical Evidence From the Road Transport Sector," Sustainability, MDPI, vol. 9(3), pages 1-11, March.
    2. Lu-Yi Qiu & Ling-Yun He, 2018. "Bike Sharing and the Economy, the Environment, and Health-Related Externalities," Sustainability, MDPI, vol. 10(4), pages 1-10, April.
    3. Poliak Miloš & Kubáňová Jaroslava & Zhuravleva Natalia Aleksandrovna & Jaśkiewicz Marek & Lakhmetkina Natalia, 2023. "Identification of the Impact of Transport Performance on the Economy of Particular Area," LOGI – Scientific Journal on Transport and Logistics, Sciendo, vol. 14(1), pages 192-202, January.
    4. Zhang, Lei & Qin, Quande, 2018. "China’s new energy vehicle policies: Evolution, comparison and recommendation," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 57-72.
    5. Huang, Shupei & An, Haizhong & Viglia, Silvio & Fiorentino, Gabriella & Corcelli, Fabiana & Fang, Wei & Ulgiati, Sergio, 2018. "Terrestrial transport modalities in China concerning monetary, energy and environmental costs," Energy Policy, Elsevier, vol. 122(C), pages 129-141.
    6. Li, Xiang & Yan, Xiaoyu, 2024. "Fast penetration of electric vehicles in China cannot achieve steep cuts in air emissions from road transport without synchronized renewable electricity expansion," Energy, Elsevier, vol. 301(C).
    7. Bwo-Ren Ke & Shyang-Chyuan Fang & Jun-Hong Lai, 2022. "Adjustment of bus departure time of an electric bus transportation system for reducing costs and carbon emissions: A case study in Penghu," Energy & Environment, , vol. 33(4), pages 728-751, June.
    8. Quande Qin & Xin Li & Li Li & Wei Zhen & Yi-Ming Wei, 2017. "Air emissions perspective on energy efficiency: An empirical analysis of China's coastal areas," CEEP-BIT Working Papers 98, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    9. Rauf, Abdul & Zhang, Jin & Li, Jinkai & Amin, Waqas, 2018. "Structural changes, energy consumption and carbon emissions in China: Empirical evidence from ARDL bound testing model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 194-206.
    10. Huang, Guobin & Zhang, Jie & Yu, Jian & Shi, Xunpeng, 2020. "Impact of transportation infrastructure on industrial pollution in Chinese cities: A spatial econometric analysis," Energy Economics, Elsevier, vol. 92(C).
    11. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    12. Jiang, Jingjing & Ye, Bin & Liu, Junguo, 2019. "Peak of CO2 emissions in various sectors and provinces of China: Recent progress and avenues for further research," Renewable and Sustainable Energy Reviews, Elsevier, vol. 112(C), pages 813-833.
    13. Meelan Thondoo & David Rojas-Rueda & Joyeeta Gupta & Daniel H. de Vries & Mark J. Nieuwenhuijsen, 2019. "Systematic Literature Review of Health Impact Assessments in Low and Middle-Income Countries," IJERPH, MDPI, vol. 16(11), pages 1-21, June.
    14. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
    15. Hui-Ling Zhou & Bao-Jun Tang & Hong Cao, 2020. "Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1171-1184, April.
    16. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    17. Chen, Daqiang & Ignatius, Joshua & Sun, Danzhi & Goh, Mark & Zhan, Shalei, 2018. "Impact of congestion pricing schemes on emissions and temporal shift of freight transport," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 118(C), pages 77-105.
    18. Hu, Guangwen & Mu, Xianzhong, 2018. "Dominants in evolution of urban energy metabolism: A case study of Beijing," Ecological Modelling, Elsevier, vol. 385(C), pages 26-34.
    19. Xiaole Wang & Feng Dong & Yuling Pan & Yajie Liu, 2022. "Transport Infrastructure, High-Quality Development and Industrial Pollution: Fresh Evidence from China," IJERPH, MDPI, vol. 19(15), pages 1-24, August.
    20. Zhang, Lei & Qin, Quande & Wei, Yi-Ming, 2019. "China's distributed energy policies: Evolution, instruments and recommendation," Energy Policy, Elsevier, vol. 125(C), pages 55-64.
    21. Meina Zheng & Xiucheng Guo & Feng Liu & Jiayan Shen, 2021. "Contribution of Subway Expansions to Air Quality Improvement and the Corresponding Health Implications in Nanjing, China," IJERPH, MDPI, vol. 18(3), pages 1-19, January.
    22. Lu-Yi Qiu & Ling-Yun He, 2017. "Can Green Traffic Policies Affect Air Quality? Evidence from A Difference-in-Difference Estimation in China," Sustainability, MDPI, vol. 9(6), pages 1-10, June.
    23. Martínez-Jaramillo, Juan Esteban & Arango-Aramburo, Santiago & Álvarez-Uribe, Karla C. & Jaramillo-Álvarez, Patricia, 2017. "Assessing the impacts of transport policies through energy system simulation: The case of the Medellin Metropolitan Area, Colombia," Energy Policy, Elsevier, vol. 101(C), pages 101-108.
    24. Abdelfettah Laouzai & Rachid Ouafi, 2022. "A prediction model for atmospheric pollution reduction from urban traffic," Environment and Planning B, , vol. 49(2), pages 566-584, February.
    25. Chan, Lok Shun, 2023. "Transition from fossil fuel propelled transport to electrified mass transit railway system - Experience from Hong Kong," Energy Policy, Elsevier, vol. 173(C).
    26. Dioha, Michael O. & Kumar, Atul, 2020. "Sustainable energy pathways for land transport in Nigeria," Utilities Policy, Elsevier, vol. 64(C).
    27. Ruqin Yang & Yaolin Liu & Yanfang Liu & Hui Liu & Wenxia Gan, 2019. "Comprehensive Public Transport Service Accessibility Index—A New Approach Based on Degree Centrality and Gravity Model," Sustainability, MDPI, vol. 11(20), pages 1-20, October.
    28. Ling-Yun He & Hong-Zhen Zhang, 2021. "Spillover or crowding out? The effects of environmental regulation on residents’ willingness to pay for environmental protection," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 611-630, January.
    29. Rashid Khan, Haroon Ur & Siddique, Muhammad & Zaman, Khalid & Yousaf, Sheikh Usman & Shoukry, Alaa Mohamd & Gani, Showkat & Sasmoko, & Khan, Aqeel & Hishan, Sanil S. & Saleem, Hummera, 2018. "The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun," Journal of Air Transport Management, Elsevier, vol. 70(C), pages 18-35.

  47. Sheng Yang & Ling-Yun He, 2016. "Transport pollution in China – Evidence from Beijing," Energy & Environment, , vol. 27(3-4), pages 377-388, May.

    Cited by:

    1. Wang, Yongpei & Guan, Zhongyu & Zhang, Qian, 2023. "Railway opening and carbon emissions in distressed areas: Evidence from China's state-level poverty-stricken counties," Transport Policy, Elsevier, vol. 130(C), pages 55-67.
    2. Wenbo Li & Muyi Yang & Suwin Sandu, 2018. "Electric vehicles in China: A review of current policies," Energy & Environment, , vol. 29(8), pages 1512-1524, December.
    3. Huang, Guobin & Zhang, Jie & Yu, Jian & Shi, Xunpeng, 2020. "Impact of transportation infrastructure on industrial pollution in Chinese cities: A spatial econometric analysis," Energy Economics, Elsevier, vol. 92(C).
    4. Ştefan Cristian Gherghina & Mihaela Onofrei & Georgeta Vintilă & Daniel Ştefan Armeanu, 2018. "Empirical Evidence from EU-28 Countries on Resilient Transport Infrastructure Systems and Sustainable Economic Growth," Sustainability, MDPI, vol. 10(8), pages 1-34, August.
    5. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    6. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
    7. Xiaole Wang & Feng Dong & Yuling Pan & Yajie Liu, 2022. "Transport Infrastructure, High-Quality Development and Industrial Pollution: Fresh Evidence from China," IJERPH, MDPI, vol. 19(15), pages 1-24, August.
    8. Hana Kim, 2018. "Economic and environmental implications of the recent energy transition on South Korea’s electricity sector," Energy & Environment, , vol. 29(5), pages 752-769, August.

  48. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.

    Cited by:

    1. Aziz, Ghazala & Sarwar, Suleman & Yuan, Qiong & Waheed, Rida & Morales, Lucía, 2024. "Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations," Resources Policy, Elsevier, vol. 92(C).
    2. Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018. "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, vol. 37(C), pages 98-113.
    3. Bouri, Elie & Chen, Qian & Lien, Donald & Lv, Xin, 2017. "Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 34-48.
    4. Zou, Yingchao & Yu, Lean & Tso, Geoffrey K.F. & He, Kaijian, 2020. "Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 541(C).
    5. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    6. Bouri, Elie & Lei, Xiaojie & Jalkh, Naji & Xu, Yahua & Zhang, Hongwei, 2021. "Spillovers in higher moments and jumps across US stock and strategic commodity markets," Resources Policy, Elsevier, vol. 72(C).
    7. Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing, 2021. "Analysis of the impact of COVID-19 pandemic on G20 stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  49. Wen, Xing-Chun & He, Ling-Yun, 2015. "Housing demand or money supply? A new Keynesian dynamic stochastic general equilibrium model on China’s housing market fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 432(C), pages 257-268.

    Cited by:

    1. Chunping Liu & Zhirong Ou, 2017. "What determines China's housing price dynamics? New evidence from a DSGE-VAR," NBS Discussion Papers in Economics 2017/04, Economics, Nottingham Business School, Nottingham Trent University.
    2. Chunping Liu & Zhirong Ou, 2021. "What determines China's housing price dynamics? New evidence from a DSGE‐VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3269-3305, July.
    3. Ling-Yun He & Xing-Chun Wen, 2016. "Population growth, interest rate, and housing tax in the transitional China," Papers 1610.07292, arXiv.org.
    4. Chunping Liu & Zhirong Ou, 2022. "Revisiting the determinants of house prices in China’s megacities: Cross‐sectional heterogeneity, interdependencies and spillovers," Manchester School, University of Manchester, vol. 90(3), pages 255-277, June.
    5. Mustafa Ozan Yıldırım & Mehmet İvrendi, 2021. "Turkish Housing Market Dynamics: An Estimated DSGE Model," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 15(2), pages 238-267, May.
    6. Hu, Zhining, 2022. "Six types of government policies and housing prices in China," Economic Modelling, Elsevier, vol. 108(C).
    7. Chen, W.D., 2016. "Policy failure or success? Detecting market failure in China's housing market," Economic Modelling, Elsevier, vol. 56(C), pages 109-121.
    8. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    9. Vanags Jānis & Geipele Ineta & Sarkans Auseklis & Usenieks Didzis, 2017. "Housing Heterogeneity Dimensions and Their Elements: a Systemic Approach," Baltic Journal of Real Estate Economics and Construction Management, Sciendo, vol. 5(1), pages 23-37, November.

  50. Chen, Su-Mei & He, Ling-Yun, 2014. "Welfare loss of China's air pollution: How to make personal vehicle transportation policy," China Economic Review, Elsevier, vol. 31(C), pages 106-118.

    Cited by:

    1. He, Ling-Yun & Huang, Geng, 2022. "Are China's trade interests overestimated? Evidence from firms’ importing behavior and pollution emissions," China Economic Review, Elsevier, vol. 71(C).
    2. Xu, Bing & Lin, Weiran & Taqi, Syed Ali, 2020. "The impact of wind and non-wind factors on PM2.5 levels," Technological Forecasting and Social Change, Elsevier, vol. 154(C).
    3. Jiang, Hong-Dian & Xue, Mei-Mei & Liang, Qiao-Mei & Masui, Toshihiko & Ren, Zhong-Yuan, 2022. "How do demand-side policies contribute to the electrification and decarburization of private transportation in China? A CGE-based analysis," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
    4. Lu-Yi Qiu & Ling-Yun He, 2017. "Are Chinese Green Transport Policies Effective? A New Perspective from Direct Pollution Rebound Effect, and Empirical Evidence From the Road Transport Sector," Sustainability, MDPI, vol. 9(3), pages 1-11, March.
    5. Lu-Yi Qiu & Ling-Yun He, 2018. "Bike Sharing and the Economy, the Environment, and Health-Related Externalities," Sustainability, MDPI, vol. 10(4), pages 1-10, April.
    6. Jian Hou & Yifang An & Hongfeng Song & Jiancheng Chen, 2019. "The Impact of Haze Pollution on Regional Eco-Economic Treatment Efficiency in China: An Environmental Regulation Perspective," IJERPH, MDPI, vol. 16(21), pages 1-18, October.
    7. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    8. Bwo-Ren Ke & Shyang-Chyuan Fang & Jun-Hong Lai, 2022. "Adjustment of bus departure time of an electric bus transportation system for reducing costs and carbon emissions: A case study in Penghu," Energy & Environment, , vol. 33(4), pages 728-751, June.
    9. Ling-yun He & Li Liu, 2016. "The demand for road transport in China: imposing theoretical regularity and flexible functional forms selection," Papers 1612.02656, arXiv.org.
    10. Li, Na & Zhang, Xiaoling & Shi, Minjun & Hewings, Geoffrey J.D., 2019. "Does China's air pollution abatement policy matter? An assessment of the Beijing-Tianjin-Hebei region based on a multi-regional CGE model," Energy Policy, Elsevier, vol. 127(C), pages 213-227.
    11. Turgut Ozkan & Gozde Yanginlar & Salih Kalayci, 2019. "Testing the Transportation-induced Environmental Kuznets Curve Hypothesis: Evidence from Eight Developed and Developing Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 9(1), pages 174-183.
    12. Quande Qin & Xin Li & Li Li & Wei Zhen & Yi-Ming Wei, 2017. "Air emissions perspective on energy efficiency: An empirical analysis of China's coastal areas," CEEP-BIT Working Papers 98, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    13. Rauf, Abdul & Zhang, Jin & Li, Jinkai & Amin, Waqas, 2018. "Structural changes, energy consumption and carbon emissions in China: Empirical evidence from ARDL bound testing model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 194-206.
    14. Lu-Yi Qiu & Ling-Yun He, 2016. "Are Chinese transport policies effective? A new perspective from direct pollution rebound effect, and empirical evidence from road transport sector," Papers 1612.02653, arXiv.org.
    15. Sheng Yang & Ling-Yun He, 2016. "Transport pollution in China – Evidence from Beijing," Energy & Environment, , vol. 27(3-4), pages 377-388, May.
    16. Zhuanlan Sun & Demi Zhu, 2019. "Exposure to outdoor air pollution and its human health outcomes: A scoping review," PLOS ONE, Public Library of Science, vol. 14(5), pages 1-18, May.
    17. Ling-Yun He & Jia-Jia Ou, 2017. "Pollution Emissions, Environmental Policy, and Marginal Abatement Costs," IJERPH, MDPI, vol. 14(12), pages 1-16, December.
    18. Sheng Yang & Ling-Yun He, 2015. "Oil price shocks, road transport pollution emissions and residents' health losses in China," Papers 1512.01742, arXiv.org.
    19. Chuang Sun & Xuegang Chen & Siyu Zhang & Tianhao Li, 2022. "Can Changes in Urban Form Affect PM 2.5 Concentration? A Comparative Analysis from 286 Prefecture-Level Cities in China," Sustainability, MDPI, vol. 14(4), pages 1-20, February.
    20. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    21. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
    22. Wu, Xianhua & Deng, Huai & Huang, Yuxiang & Guo, Ji, 2022. "Air pollution, migration costs, and urban residents’ welfare: A spatial general equilibrium analysis from China," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 396-409.
    23. Mojtaba Jorli & Steven Van Passel & Hossein Sadeghi Saghdel, 2018. "External costs from fossil electricity generation: A review of the applied impact pathway approach," Energy & Environment, , vol. 29(5), pages 635-648, August.
    24. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    25. Shi, Rubiao & Gao, Pengfei & Su, Xufeng & Zhang, Xi & Yang, Xiaodong, 2024. "Synergizing natural resources and sustainable development: A study of industrial structure, and green innovation in Chinese region," Resources Policy, Elsevier, vol. 88(C).
    26. Hao Yin & Linyu Xu & Yanpeng Cai, 2015. "Monetary Valuation of PM 10 -Related Health Risks in Beijing China: The Necessity for PM 10 Pollution Indemnity," IJERPH, MDPI, vol. 12(8), pages 1-21, August.
    27. Yu Hao & Zong-Yong Zhang & Hua Liao & Yi-Ming Wei, 2014. "China's Farewell to Coal: A Forecast of Coal Consumption through 2020," CEEP-BIT Working Papers 76, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    28. Li, Xiao & Qiao, Yuanbo & Shi, Lei, 2019. "Has China's war on pollution slowed the growth of its manufacturing and by how much? Evidence from the Clean Air Action," China Economic Review, Elsevier, vol. 53(C), pages 271-289.
    29. Wu Xie & Wenzhe Guo & Wenbin Shao & Fangyi Li & Zhipeng Tang, 2021. "Environmental and Health Co-Benefits of Coal Regulation under the Carbon Neutral Target: A Case Study in Anhui Province, China," Sustainability, MDPI, vol. 13(11), pages 1-15, June.
    30. Yuanjian Zhang & Liang Chu & Zicheng Fu & Nan Xu & Chong Guo & Yukuan Li & Zhouhuan Chen & Hanwen Sun & Qin Bai & Yang Ou, 2017. "An Economical Route Planning Method for Plug-In Hybrid Electric Vehicle in Real World," Energies, MDPI, vol. 10(11), pages 1-23, November.
    31. HE, Ling-Yun & QIU, Lu-Yi, 2016. "Transport demand, harmful emissions, environment and health co-benefits in China," Energy Policy, Elsevier, vol. 97(C), pages 267-275.
    32. Lu-Yi Qiu & Ling-Yun He, 2017. "Can Green Traffic Policies Affect Air Quality? Evidence from A Difference-in-Difference Estimation in China," Sustainability, MDPI, vol. 9(6), pages 1-10, June.
    33. Hugo Wai Leung Mak & Daisy Chiu Yi Ng, 2021. "Spatial and Socio-Classification of Traffic Pollutant Emissions and Associated Mortality Rates in High-Density Hong Kong via Improved Data Analytic Approaches," IJERPH, MDPI, vol. 18(12), pages 1-27, June.
    34. Ke-Liang Wang & Li-Li Ding & Jian-Min Wang & Mian Yang, 2020. "Analysis of provincial total-factor air pollution efficiency in China by using context-dependent slacks-based measure considering undesirable outputs," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 104(2), pages 1899-1921, November.
    35. Sumei Chen & Ling‐Yun He, 2019. "Taxation and the Environment–Health–Poverty Trap: A Policy Experiment Perspective," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 27(1), pages 72-92, January.
    36. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    37. Su-Mei Chen & Jia-Jia Ou & Ling-Yun He, 2021. "The Environmental and Health Impacts of Poverty Alleviation in China: From a Consumption-Based Perspective," Sustainability, MDPI, vol. 13(4), pages 1-15, February.
    38. Ling-Yun He & Hong-Zhen Zhang, 2021. "Spillover or crowding out? The effects of environmental regulation on residents’ willingness to pay for environmental protection," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 105(1), pages 611-630, January.
    39. Rashid Khan, Haroon Ur & Siddique, Muhammad & Zaman, Khalid & Yousaf, Sheikh Usman & Shoukry, Alaa Mohamd & Gani, Showkat & Sasmoko, & Khan, Aqeel & Hishan, Sanil S. & Saleem, Hummera, 2018. "The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun," Journal of Air Transport Management, Elsevier, vol. 70(C), pages 18-35.
    40. HE Ling-Yun & OU Jia-Jia, 2016. "Taxing sulphur dioxide emissions: A policy evaluation from public health perspective in China," Energy & Environment, , vol. 27(6-7), pages 755-764, November.

  51. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(1S), pages 148-166, January.

    Cited by:

    1. Go, You-How & Lau, Wee-Yeap, 2020. "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, vol. 17(C).
    2. Fousekis, Panos & Tzaferi, Dimitra, 2021. "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, vol. 95(C), pages 13-20.
    3. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    4. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    5. Zhou, Liyun & Zhang, Rixin & Huang, Jialiang, 2019. "Investor trading behavior on agricultural future prices," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 365-379.
    6. Zhang, Xin & Zhu, Yingming & Yang, Liansheng, 2018. "Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 105-115.
    7. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.
    8. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    9. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    10. Yan, Kai & Zhang, Wei & Shen, Dehua, 2020. "Stylized facts of the carbon emission market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    11. Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.

  52. Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun, 2014. "Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 460-469.

    Cited by:

    1. El Alaoui, Marwane, 2015. "Random matrix theory and portfolio optimization in Moroccan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 92-99.
    2. Kristjanpoller, Werner & Bouri, Elie & Takaishi, Tetsuya, 2020. "Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    3. Ladislav Kristoufek, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Papers 1502.00225, arXiv.org.
    4. Gao, Ting & Wang, Huaiming & Du, Dongying, 2024. "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, vol. 62(PA).
    5. Yang, Liansheng & Zhu, Yingming & Wang, Yudong & Wang, Yiqi, 2016. "Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 255-265.
    6. Cao, Guangxi & Zhang, Qi & Li, Qingchen, 2017. "Causal relationship between the global foreign exchange market based on complex networks and entropy theory," Chaos, Solitons & Fractals, Elsevier, vol. 99(C), pages 36-44.
    7. Kristjanpoller, Werner & Bouri, Elie, 2019. "Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1057-1071.
    8. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    9. Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
    10. Jiang, Jiaqi & Gu, Rongbao, 2016. "Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 75-89.
    11. Jiang, Jiaqi & Gu, Rongbao, 2016. "Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 254-264.
    12. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023. "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, vol. 87(C).
    13. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
    14. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    15. Wang, Qizhen, 2019. "Multifractal characterization of air polluted time series in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 167-180.
    16. Kakinaka, Shinji & Umeno, Ken, 2021. "Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
    17. Kristjanpoller, Werner & Minutolo, Marcel C., 2021. "Asymmetric multi-fractal cross-correlations of the price of electricity in the US with crude oil and the natural gas," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 572(C).
    18. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    19. Zhang, Guofu & Li, Jingjing, 2018. "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 611-622.
    20. Liu, Chao & Fan, Yixin & Xie, Qiwei & Wang, Chao, 2022. "Market-based versus bank-based financial structure in China: From the perspective of financial risk," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 24-39.
    21. Gajardo, Gabriel & Kristjanpoller, Werner, 2017. "Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 121-128.
    22. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    23. Wang, Fang & Han, Guosheng, 2023. "Coupling correlation adaptive detrended analysis for multiple nonstationary series," Chaos, Solitons & Fractals, Elsevier, vol. 177(C).
    24. Chen, Yuwen & Zheng, Tingting, 2017. "Asymmetric joint multifractal analysis in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 10-19.
    25. Zhang, Xin & Zhu, Yingming & Yang, Liansheng, 2018. "Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 105-115.
    26. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 308-320.
    27. Cao, Guangxi & Ling, Meijun, 2022. "Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    28. Zhang, Chen & Ni, Zhiwei & Ni, Liping, 2015. "Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 114-123.
    29. Cao, Guangxi & Zhang, Minjia & Li, Qingchen, 2017. "Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 67-76.
    30. Zebende, G.F. & da Silva, M.F. & Machado Filho, A., 2013. "DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1756-1761.
    31. Yao, Can-Zhong & Mo, Yi-Na & Zhang, Ze-Kun, 2021. "A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    32. Fan, Qingju, 2016. "Asymmetric multiscale detrended fluctuation analysis of California electricity spot price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 252-260.
    33. Liu, Chao & Zheng, Ying & Zhao, Qi & Wang, Chao, 2020. "Financial stability and real estate price fluctuation in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    34. Guo, Yaoqi & Shi, Fengyuan & Yu, Zhuling & Yao, Shanshan & Zhang, Hongwei, 2022. "Asymmetric multifractality in China’s energy market based on improved asymmetric multifractal cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
    35. Ghazani, Majid Mirzaee & Khosravi, Reza, 2020. "Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    36. Ji, Qiangbiao & Zhang, Xin & Zhu, Yingming, 2020. "Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    37. Wang, Jian & Huang, Menghao & Wu, Xinpei & Kim, Junseok, 2023. "A local fitting based multifractal detrend fluctuation analysis method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
    38. Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
    39. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    40. Itami, A.S. & Antonio, F.J. & Mendes, R.S., 2015. "Very prolonged practice in block of trials: Scaling of fitness, universality and persistence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 82-89.
    41. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.
    42. Ruan, Qingsong & Bao, Junjie & Zhang, Manqian & Fan, Limin, 2019. "The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 122-134.

  53. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.

    Cited by:

    1. El Alaoui, Marwane, 2015. "Random matrix theory and portfolio optimization in Moroccan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 92-99.
    2. Degiannakis, Stavros & Floros, Christos & Salvador, Enrique & Vougas, Dimitrios, 2020. "On the Stationarity of Futures Hedge Ratios," MPRA Paper 102907, University Library of Munich, Germany.
    3. Ladislav Kristoufek, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Papers 1502.00225, arXiv.org.
    4. Li, Bao-Gen & Ling, Dian-Yi & Yu, Zu-Guo, 2021. "Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    5. da Silva, Marcus Fernandes & Leão Pereira, Éder Johnson de Area & da Silva Filho, Aloisio Machado & Nunes de Castro, Arleys Pereira & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2015. "Quantifying cross-correlation between Ibovespa and Brazilian blue-chips: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 124-129.
    6. Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019. "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, vol. 81(C), pages 1132-1147.
    7. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
    8. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    9. Sukpitak, Jessada & Hengpunya, Varagorn, 2016. "The influence of trading volume on market efficiency: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 259-265.
    10. Zhang, Xin & Zhu, Yingming & Yang, Liansheng, 2018. "Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 105-115.
    11. Guedes, E.F. & Brito, A.A. & Oliveira Filho, F.M. & Fernandez, B.F. & de Castro, A.P.N. & da Silva Filho, A.M. & Zebende, G.F., 2018. "Statistical test for ΔρDCCA cross-correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 501(C), pages 134-140.
    12. Thiago B. Murari & Aloisio S. Nascimento Filho & Eder J.A.L. Pereira & Paulo Ferreira & Sergio Pitombo & Hernane B.B. Pereira & Alex A.B. Santos & Marcelo A. Moret, 2019. "Comparative Analysis between Hydrous Ethanol and Gasoline C Pricing in Brazilian Retail Market," Sustainability, MDPI, vol. 11(17), pages 1-12, August.
    13. Lin, Min & Wang, Gang-Jin & Xie, Chi & Stanley, H. Eugene, 2018. "Cross-correlations and influence in world gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 504-512.
    14. Ferreira, Paulo & Pereira, Éder Johson de Area Leão & Silva, Marcus Fernandes da & Pereira, Hernane Borges, 2019. "Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 86-96.
    15. da Silva Filho, A.M. & Zebende, G.F. & de Castro, A.P.N. & Guedes, E.F., 2021. "Statistical test for Multiple Detrended Cross-Correlation Coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    16. Cao, Guangxi & Zhang, Minjia, 2015. "Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 25-35.
    17. Nascimento Filho, A.S. & Pereira, E.J.A.L. & Ferreira, Paulo & Murari, T.B. & Moret, M.A., 2018. "Cross-correlation analysis on Brazilian gasoline retail market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 550-557.

  54. Sumei Chen & Lingyun He, 2013. "Deregulation or Governmental Intervention? A Counterfactual Perspective on China's Electricity Market Reform," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 21(4), pages 101-120, July.

    Cited by:

    1. Amenta, Carlo & Aronica, Martina & Stagnaro, Carlo, 2022. "Is more competition better? Retail electricity prices and switching rates in the European Union," Utilities Policy, Elsevier, vol. 78(C).
    2. Sarker, Bibhuti & Serieux, John, 2022. "Foreign-invested and domestic firm attributes and spillover effects: Evidence from Brazil," Journal of Multinational Financial Management, Elsevier, vol. 63(C).
    3. Quande Qin & Xin Li & Li Li & Wei Zhen & Yi-Ming Wei, 2017. "Air emissions perspective on energy efficiency: An empirical analysis of China's coastal areas," CEEP-BIT Working Papers 98, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    4. Ding, Jia & Wang, Maolin & Ping, Zuowei & Fu, Dongfei & Vassiliadis, Vassilios S., 2020. "An integrated method based on relevance vector machine for short-term load forecasting," European Journal of Operational Research, Elsevier, vol. 287(2), pages 497-510.
    5. Mojtaba Jorli & Steven Van Passel & Hossein Sadeghi Saghdel, 2018. "External costs from fossil electricity generation: A review of the applied impact pathway approach," Energy & Environment, , vol. 29(5), pages 635-648, August.
    6. Jia, Zhijie & Lin, Boqiang & Wen, Shiyan, 2022. "Electricity market Reform: The perspective of price regulation and carbon neutrality," Applied Energy, Elsevier, vol. 328(C).
    7. Erisa Dautaj Şenerdem & K. Ali Akkemik, 0. "Evaluation of the reform in the Turkish electricity sector: a CGE analysis," International Journal of Economic Policy Studies, Springer, vol. 0, pages 1-31.
    8. Simone Di Leo & Marta Chicca & Cinzia Daraio & Andrea Guerrini & Stefano Scarcella, 2022. "A Framework for the Analysis of the Sustainability of the Energy Retail Market," Sustainability, MDPI, vol. 14(12), pages 1-28, June.
    9. Li, Kang & Lloyd, Bob & Liang, Xiao-Jie & Wei, Yi-Ming, 2014. "Energy poor or fuel poor: What are the differences?," Energy Policy, Elsevier, vol. 68(C), pages 476-481.
    10. Chen, Su-Mei & He, Ling-Yun, 2014. "Welfare loss of China's air pollution: How to make personal vehicle transportation policy," China Economic Review, Elsevier, vol. 31(C), pages 106-118.
    11. Özbuğday, Fatih Cemil & Erbas, Bahar Celikkol, 2015. "How effective are energy efficiency and renewable energy in curbing CO2 emissions in the long run? A heterogeneous panel data analysis," Energy, Elsevier, vol. 82(C), pages 734-745.
    12. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.

  55. He, Ling-Yun & Chen, Yu, 2013. "Thou shalt drive electric and hybrid vehicles: Scenario analysis on energy saving and emission mitigation for road transportation sector in China," Transport Policy, Elsevier, vol. 25(C), pages 30-40.

    Cited by:

    1. Xiong, Siqin & Wang, Yunshi & Bai, Bo & Ma, Xiaoming, 2021. "A hybrid life cycle assessment of the large-scale application of electric vehicles," Energy, Elsevier, vol. 216(C).
    2. Xiaoxue Zheng & Haiyan Lin & Zhi Liu & Dengfeng Li & Carlos Llopis-Albert & Shouzhen Zeng, 2018. "Manufacturing Decisions and Government Subsidies for Electric Vehicles in China: A Maximal Social Welfare Perspective," Sustainability, MDPI, vol. 10(3), pages 1-28, March.
    3. Yi-Xuan Gao & Hua Liao & Paul J. Burke & Yi-Ming Wei, 2014. "Road transport energy consumption in the G7 and BRICS: 1973-2010," CEEP-BIT Working Papers 79, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    4. Lu-Yi Qiu & Ling-Yun He, 2017. "Are Chinese Green Transport Policies Effective? A New Perspective from Direct Pollution Rebound Effect, and Empirical Evidence From the Road Transport Sector," Sustainability, MDPI, vol. 9(3), pages 1-11, March.
    5. Zhang, Lei & Qin, Quande, 2018. "China’s new energy vehicle policies: Evolution, comparison and recommendation," Transportation Research Part A: Policy and Practice, Elsevier, vol. 110(C), pages 57-72.
    6. Hong, Sungjun & Chung, Yanghon & Kim, Jongwook & Chun, Dongphil, 2016. "Analysis on the level of contribution to the national greenhouse gas reduction target in Korean transportation sector using LEAP model," Renewable and Sustainable Energy Reviews, Elsevier, vol. 60(C), pages 549-559.
    7. AlSabbagh, Maha & Siu, Yim Ling & Guehnemann, Astrid & Barrett, John, 2017. "Integrated approach to the assessment of CO2e-mitigation measures for the road passenger transport sector in Bahrain," Renewable and Sustainable Energy Reviews, Elsevier, vol. 71(C), pages 203-215.
    8. Li, Jiachen & Jiang, Meiru & Li, Ge, 2024. "Does the new energy vehicles subsidy policy decrease the carbon emissions of the urban transport industry? Evidence from Chinese cities in Yangtze River Delta," Energy, Elsevier, vol. 298(C).
    9. Ling-yun He & Li Liu, 2016. "The demand for road transport in China: imposing theoretical regularity and flexible functional forms selection," Papers 1612.02656, arXiv.org.
    10. Yue-Jun Zhang & Yan-Lin Jin & Bo Shen, 2020. "Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1095-1116, April.
    11. Quande Qin & Xin Li & Li Li & Wei Zhen & Yi-Ming Wei, 2017. "Air emissions perspective on energy efficiency: An empirical analysis of China's coastal areas," CEEP-BIT Working Papers 98, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
    12. M. AlSabbagh & Y. L. Siu & A. Guehnemann & J. Barrett, 2017. "Mitigation of CO2 emissions from the road passenger transport sector in Bahrain," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 22(1), pages 99-119, January.
    13. Muhammad Asim & Muhammad Usman & Muhammad Salman Abbasi & Saad Ahmad & M. A. Mujtaba & Manzoore Elahi M. Soudagar & Abdullah Mohamed, 2022. "Estimating the Long-Term Effects of National and International Sustainable Transport Policies on Energy Consumption and Emissions of Road Transport Sector of Pakistan," Sustainability, MDPI, vol. 14(9), pages 1-19, May.
    14. Rauf, Abdul & Zhang, Jin & Li, Jinkai & Amin, Waqas, 2018. "Structural changes, energy consumption and carbon emissions in China: Empirical evidence from ARDL bound testing model," Structural Change and Economic Dynamics, Elsevier, vol. 47(C), pages 194-206.
    15. Oda, Hiromu & Noguchi, Hiroki & Fuse, Masaaki, 2022. "Review of life cycle assessment for automobiles: A meta-analysis-based approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 159(C).
    16. Gambhir, Ajay & Tse, Lawrence K.C. & Tong, Danlu & Martinez-Botas, Ricardo, 2015. "Reducing China’s road transport sector CO2 emissions to 2050: Technologies, costs and decomposition analysis," Applied Energy, Elsevier, vol. 157(C), pages 905-917.
    17. Liu, Hongwei & Wu, Jie & Chu, Junfei, 2019. "Environmental efficiency and technological progress of transportation industry-based on large scale data," Technological Forecasting and Social Change, Elsevier, vol. 144(C), pages 475-482.
    18. Sheng Yang & Ling-Yun He, 2016. "Transport pollution in China – Evidence from Beijing," Energy & Environment, , vol. 27(3-4), pages 377-388, May.
    19. Sheng Yang & Ling-Yun He, 2015. "Oil price shocks, road transport pollution emissions and residents' health losses in China," Papers 1512.01742, arXiv.org.
    20. Rehman, Mobeen Ur, 2019. "Energy shocks pricing model: A non-linear US sectoral based analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    21. Li, Jingjing & Jiao, Jianling & Tang, Yunshu, 2020. "Analysis of the impact of policies intervention on electric vehicles adoption considering information transmission—based on consumer network model," Energy Policy, Elsevier, vol. 144(C).
    22. Ahanchian, Mohammad & Biona, Jose Bienvenido Manuel, 2014. "Energy demand, emissions forecasts and mitigation strategies modeled over a medium-range horizon: The case of the land transportation sector in Metro Manila," Energy Policy, Elsevier, vol. 66(C), pages 615-629.
    23. Jiang, Jingjing & Ye, Bin & Liu, Junguo, 2019. "Peak of CO2 emissions in various sectors and provinces of China: Recent progress and avenues for further research," Renewable and Sustainable Energy Reviews, Elsevier, vol. 112(C), pages 813-833.
    24. Ling-Yun He & Sheng Yang & Dongfeng Chang, 2017. "Oil Price Uncertainty, Transport Fuel Demand and Public Health," IJERPH, MDPI, vol. 14(3), pages 1-19, March.
    25. Mojtaba Jorli & Steven Van Passel & Hossein Sadeghi Saghdel, 2018. "External costs from fossil electricity generation: A review of the applied impact pathway approach," Energy & Environment, , vol. 29(5), pages 635-648, August.
    26. Hui-Ling Zhou & Bao-Jun Tang & Hong Cao, 2020. "Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1171-1184, April.
    27. Liu, Lei & Wang, Ke & Wang, Shanshan & Zhang, Ruiqin & Tang, Xiaoyan, 2018. "Assessing energy consumption, CO2 and pollutant emissions and health benefits from China's transport sector through 2050," Energy Policy, Elsevier, vol. 116(C), pages 382-396.
    28. Paffumi, Elena & De Gennaro, Michele & Martini, Giorgio, 2018. "Alternative utility factor versus the SAE J2841 standard method for PHEV and BEV applications," Transport Policy, Elsevier, vol. 68(C), pages 80-97.
    29. Adnan, Nadia & Nordin, Shahrina Md & Rahman, Imran, 2017. "Adoption of PHEV/EV in Malaysia: A critical review on predicting consumer behaviour," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 849-862.
    30. Zhang, Chuanguo & Nian, Jiang, 2013. "Panel estimation for transport sector CO2 emissions and its affecting factors: A regional analysis in China," Energy Policy, Elsevier, vol. 63(C), pages 918-926.
    31. Reham Alhindawi & Yousef Abu Nahleh & Arun Kumar & Nirajan Shiwakoti, 2019. "Application of a Adaptive Neuro-Fuzzy Technique for Projection of the Greenhouse Gas Emissions from Road Transportation," Sustainability, MDPI, vol. 11(22), pages 1-17, November.
    32. Purnell, K. & Bruce, A.G. & MacGill, I., 2022. "Impacts of electrifying public transit on the electricity grid, from regional to state level analysis," Applied Energy, Elsevier, vol. 307(C).
    33. HE, Ling-Yun & QIU, Lu-Yi, 2016. "Transport demand, harmful emissions, environment and health co-benefits in China," Energy Policy, Elsevier, vol. 97(C), pages 267-275.
    34. Lu-Yi Qiu & Ling-Yun He, 2017. "Can Green Traffic Policies Affect Air Quality? Evidence from A Difference-in-Difference Estimation in China," Sustainability, MDPI, vol. 9(6), pages 1-10, June.
    35. Sánchez-Braza, Antonio & Cansino, José M. & Lerma, Enrique, 2014. "Main drivers for local tax incentives to promote electric vehicles: The Spanish case," Transport Policy, Elsevier, vol. 36(C), pages 1-9.
    36. Kolbe, Karin, 2019. "Mitigating urban heat island effect and carbon dioxide emissions through different mobility concepts: Comparison of conventional vehicles with electric vehicles, hydrogen vehicles and public transport," Transport Policy, Elsevier, vol. 80(C), pages 1-11.
    37. Martínez-Jaramillo, Juan Esteban & Arango-Aramburo, Santiago & Álvarez-Uribe, Karla C. & Jaramillo-Álvarez, Patricia, 2017. "Assessing the impacts of transport policies through energy system simulation: The case of the Medellin Metropolitan Area, Colombia," Energy Policy, Elsevier, vol. 101(C), pages 101-108.
    38. Adnan, Nadia & Nordin, Shahrina Md & Rahman, Imran & Rasli, Amran Md, 2017. "A new era of sustainable transport: An experimental examination on forecasting adoption behavior of EVs among Malaysian consumer," Transportation Research Part A: Policy and Practice, Elsevier, vol. 103(C), pages 279-295.
    39. Reham Alhindawi & Yousef Abu Nahleh & Arun Kumar & Nirajan Shiwakoti, 2020. "Projection of Greenhouse Gas Emissions for the Road Transport Sector Based on Multivariate Regression and the Double Exponential Smoothing Model," Sustainability, MDPI, vol. 12(21), pages 1-18, November.
    40. Özbuğday, Fatih Cemil & Erbas, Bahar Celikkol, 2015. "How effective are energy efficiency and renewable energy in curbing CO2 emissions in the long run? A heterogeneous panel data analysis," Energy, Elsevier, vol. 82(C), pages 734-745.
    41. Dioha, Michael O. & Kumar, Atul, 2020. "Sustainable energy pathways for land transport in Nigeria," Utilities Policy, Elsevier, vol. 64(C).
    42. Sun, Zuo-Yu & Li, Guo-Xiu, 2015. "On reliability and flexibility of sustainable energy application route for vehicles in China," Renewable and Sustainable Energy Reviews, Elsevier, vol. 51(C), pages 830-846.
    43. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    44. Chavez-Baeza, Carlos & Sheinbaum-Pardo, Claudia, 2014. "Sustainable passenger road transport scenarios to reduce fuel consumption, air pollutants and GHG (greenhouse gas) emissions in the Mexico City Metropolitan Area," Energy, Elsevier, vol. 66(C), pages 624-634.
    45. Garcia, Rita & Freire, Fausto, 2017. "A review of fleet-based life-cycle approaches focusing on energy and environmental impacts of vehicles," Renewable and Sustainable Energy Reviews, Elsevier, vol. 79(C), pages 935-945.
    46. Rashid Khan, Haroon Ur & Siddique, Muhammad & Zaman, Khalid & Yousaf, Sheikh Usman & Shoukry, Alaa Mohamd & Gani, Showkat & Sasmoko, & Khan, Aqeel & Hishan, Sanil S. & Saleem, Hummera, 2018. "The impact of air transportation, railways transportation, and port container traffic on energy demand, customs duty, and economic growth: Evidence from a panel of low-, middle-, and high -income coun," Journal of Air Transport Management, Elsevier, vol. 70(C), pages 18-35.

  56. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.

    Cited by:

    1. Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016. "Global oil market and the U.S. stock returns," Energy, Elsevier, vol. 114(C), pages 1277-1287.
    2. Zhang, Yue-Jun & Wang, Jing, 2015. "Exploring the WTI crude oil price bubble process using the Markov regime switching model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 377-387.
    3. Shu-Peng Chen & Ling-Yun He, 2016. "The asset price bubbles in emerging financial markets: a new statistical approach," Papers 1610.07287, arXiv.org.
    4. Zhang, Yue-Jun & Yao, Ting, 2016. "Interpreting the movement of oil prices: Driven by fundamentals or bubbles?," Economic Modelling, Elsevier, vol. 55(C), pages 226-240.
    5. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    6. Shengguo Li & Jiaqi Liu & Jichang Dong & Xuerong Li, 2021. "20 Years of Research on Real Estate Bubbles, Risk and Exuberance: A Bibliometric Analysis," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
    7. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
    8. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.

  57. Ling‐Yun He & Wen‐Si Xie, 2012. "Who has the final say?," China Agricultural Economic Review, Emerald Group Publishing Limited, vol. 4(3), pages 379-390, August.

    Cited by:

    1. Shailesh Rastogi & Chaitaly Athaley, 2019. "Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective," JRFM, MDPI, vol. 12(2), pages 1-15, June.
    2. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    3. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S1), pages 148-166.
    4. Yang, Linghubo & Zhang, Dongxiang, 2013. "Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market," Economic Modelling, Elsevier, vol. 35(C), pages 264-271.
    5. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    6. Li, Miao & Xiong, Tao, 2021. "Dynamic price discovery in Chinese agricultural futures markets," Journal of Asian Economics, Elsevier, vol. 76(C).
    7. Derick D. Quintino & Sergio A. David & Carlos E. de F. Vian, 2017. "Analysis of the Relationship between Ethanol Spot and Futures Prices in Brazil," IJFS, MDPI, vol. 5(2), pages 1-10, April.

  58. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.

    Cited by:

    1. Xiao, Wei-Lin & Zhang, Wei-Guo & Zhang, Xili & Zhang, Xiaoli, 2012. "Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6418-6431.
    2. Wang, Gang-Jin & Xie, Chi, 2013. "Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1418-1428.
    3. Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou, 2012. "Testing the weak-form efficiency of the WTI crude oil futures market," Papers 1211.4686, arXiv.org.
    4. Alvarez-Ramirez, J. & Alvarez, J. & Rodríguez, E., 2015. "Asymmetric long-term autocorrelations in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 330-341.
    5. Vogl, Markus, 2023. "Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    6. Jebabli, Ikram & Roubaud, David, 2018. "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, vol. 70(C), pages 97-114.
    7. Hongtao Chen & Lianghua Chen, 2015. "Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 93-108.
    8. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    9. Zhao, Danling & Li, Jichao & Tan, Yuejin & Yang, Kewei & Ge, Bingfeng & Dou, Yajie, 2018. "Optimization adjustment of human resources based on dynamic heterogeneous network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 45-57.
    10. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.
    11. Sun, Lin, 2013. "Pricing currency options in the mixed fractional Brownian motion," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(16), pages 3441-3458.
    12. Kim, Kyong-Hui & Kim, Nam-Ung & Ju, Dong-Chol & Ri, Ju-Hyang, 2020. "Efficient hedging currency options in fractional Brownian motion model with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    13. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.

  59. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.

    Cited by:

    1. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
    2. El Alaoui, Marwane, 2015. "Random matrix theory and portfolio optimization in Moroccan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 92-99.
    3. Ladislav Kristoufek, 2013. "Testing power-law cross-correlations: Rescaled covariance test," Papers 1307.4727, arXiv.org, revised Aug 2013.
    4. Cao, Guangxi & Shi, Yingying, 2017. "Simulation analysis of multifractal detrended methods based on the ARFIMA process," Chaos, Solitons & Fractals, Elsevier, vol. 105(C), pages 235-243.
    5. Zhai, Lu-Sheng & Liu, Ruo-Yu, 2019. "Local detrended cross-correlation analysis for non-stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 222-233.
    6. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    7. Ladislav Kristoufek, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Papers 1502.00225, arXiv.org.
    8. da Silva, Marcus Fernandes & de Area Leão Pereira, Éder Johnson & da Silva Filho, Aloisio Machado & de Castro, Arleys Pereira Nunes & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2016. "Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 1-8.
    9. Qin, Jing & Ge, Jintian & Lu, Xinsheng, 2018. "The effectiveness of the monetary policy in China: New evidence from long-range cross-correlation analysis and the components of multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 1026-1037.
    10. Ladislav Kristoufek, 2018. "Power-law cross-correlations: Issues, solutions and future challenges," Papers 1806.01616, arXiv.org.
    11. Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015. "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers 1508.07505, arXiv.org.
    12. Dong, Xiaofeng & Fan, Qingju & Li, Dan, 2023. "Detrending moving-average cross-correlation based principal component analysis of air pollutant time series," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    13. Baumöhl, Eduard, 2018. "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," EconStor Preprints 174884, ZBW - Leibniz Information Centre for Economics.
    14. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
    15. Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
    16. Stan, Cristina & Marmureanu, Luminita & Marin, Cristina & Cristescu, Constantin P., 2020. "Investigation of multifractal cross-correlation surfaces of Hurst exponents for some atmospheric pollutants," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    17. Khalfaoui, Rabeh & Mefteh-Wali, Salma & Viviani, Jean-Laurent & Ben Jabeur, Sami & Abedin, Mohammad Zoynul & Lucey, Brian M., 2022. "How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?," Technological Forecasting and Social Change, Elsevier, vol. 185(C).
    18. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
    19. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
    20. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    21. Fernández-Martínez, M. & Sánchez-Granero, M.A. & Casado Belmonte, M.P. & Trinidad Segovia, J.E., 2020. "A note on power-law cross-correlated processes," Chaos, Solitons & Fractals, Elsevier, vol. 138(C).
    22. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    23. Paiva, Aureliano Sancho Souza & Rivera-Castro, Miguel Angel & Andrade, Roberto Fernandes Silva, 2018. "DCCA analysis of renewable and conventional energy prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1408-1414.
    24. Wang, Fang & Yang, Zhaohui & Wang, Lin, 2016. "Detecting and quantifying cross-correlations by analogous multifractal height cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 954-962.
    25. Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
    26. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S1), pages 148-166.
    27. Zhang, Yue-Jun & Wang, Jing, 2015. "Exploring the WTI crude oil price bubble process using the Markov regime switching model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 377-387.
    28. Hao Meng & Fei Ren & Gao-Feng Gu & Xiong Xiong & Yong-Jie Zhang & Wei-Xing Zhou & Wei Zhang, 2012. "Effects of long memory in the order submission process on the properties of recurrence intervals of large price fluctuations," Papers 1201.2825, arXiv.org.
    29. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    30. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
    31. Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
    32. Stan, Cristina & Cristescu, Cristina Maria & Alexandroaei, D. & Cristescu, C.P., 2014. "The effect of Gaussian white noise on the fractality of fluctuations in the plasma of a symmetrical discharge," Chaos, Solitons & Fractals, Elsevier, vol. 61(C), pages 46-55.
    33. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
    34. Zouhaier Dhifaoui, 2021. "Robustness of Detrended Cross-correlation Analysis Method Under Outliers Observations," Working Papers hal-03411380, HAL.
    35. Kakinaka, Shinji & Umeno, Ken, 2021. "Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 581(C).
    36. Zhang, Xin & Yang, Liansheng & Zhu, Yingming, 2019. "Analysis of multifractal characterization of Bitcoin market based on multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 973-983.
    37. Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1388-1398.
    38. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    39. Ladislav Kristoufek, 2014. "Leverage effect in energy futures," Papers 1403.0064, arXiv.org.
    40. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    41. Inacio, C.M.C. & Kristoufek, L. & David, S.A., 2023. "Assessing the impact of the Russia–Ukraine war on energy prices: A dynamic cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 626(C).
    42. Zhang, Xin & Zhu, Yingming & Yang, Liansheng, 2018. "Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 105-115.
    43. da Silva Filho, A.M. & Zebende, G.F. & Guedes, E.F., 2021. "Analysis of intentional lethal violent crimes: A sliding windows approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
    44. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 308-320.
    45. Paulo Ferreira & Marcus Fernandes da Silva & Idaraí Santos de Santana, 2019. "Detrended Correlation Coefficients Between Exchange Rate (in Dollars) and Stock Markets in the World’s Largest Economies," Economies, MDPI, vol. 7(1), pages 1-11, February.
    46. Shen, Chenhua, 2017. "A comparison of principal components using TPCA and nonstationary principal component analysis on daily air-pollutant concentration series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 453-464.
    47. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
    48. Roy, Rudra Prosad & Sinha Roy, Saikat, 2017. "Financial contagion and volatility spillover: An exploration into Indian commodity derivative market," Economic Modelling, Elsevier, vol. 67(C), pages 368-380.
    49. Kristoufek, Ladislav, 2015. "Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 124-127.
    50. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.
    51. Zebende, G.F. & da Silva, M.F. & Machado Filho, A., 2013. "DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1756-1761.
    52. Shen, Na & Chen, Jiayi, 2023. "Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 615(C).
    53. Cao, Guangxi & Xu, Longbing & Cao, Jie, 2012. "Multifractal detrended cross-correlations between the Chinese exchange market and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4855-4866.
    54. García-Carranco, Sergio M. & Bory-Reyes, Juan & Balankin, Alexander S., 2016. "The crude oil price bubbling and universal scaling dynamics of price volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 60-68.
    55. Kristoufek, Ladislav, 2014. "Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 406(C), pages 169-175.
    56. Yuan, Ying & Zhuang, Xin-tian & Liu, Zhi-ying & Huang, Wei-qiang, 2014. "Analysis of the temporal properties of price shock sequences in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 235-246.
    57. Cao, Guangxi & Zhang, Minjia, 2015. "Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 25-35.
    58. Ferreira, Paulo & Kristoufek, Ladislav, 2020. "Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
    59. Ghazani, Majid Mirzaee & Khosravi, Reza, 2020. "Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).
    60. Ji, Qiangbiao & Zhang, Xin & Zhu, Yingming, 2020. "Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    61. Paulo Ferreira, 2017. "Portuguese and Brazilian stock market integration: a non-linear and detrended approach," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 49-63, April.
    62. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    63. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
    64. Kristoufek, Ladislav, 2018. "Fractality in market risk structure: Dow Jones Industrial components case," Chaos, Solitons & Fractals, Elsevier, vol. 110(C), pages 69-75.
    65. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    66. Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Quantile dependencies between precious and industrial metals futures and portfolio management," Resources Policy, Elsevier, vol. 73(C).
    67. Nikolaos A. Kyriazis, 2019. "A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets," JRFM, MDPI, vol. 12(2), pages 1-17, April.
    68. Yan, Kai & Zhang, Wei & Shen, Dehua, 2020. "Stylized facts of the carbon emission market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 555(C).
    69. Kristjanpoller, Werner & Nekhili, Ramzi & Bouri, Elie, 2024. "Blockchain ETFs and the cryptocurrency and Nasdaq markets: Multifractal and asymmetric cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 637(C).
    70. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    71. Ladislav Kristoufek & Paulo Ferreira, 2018. "Capital asset pricing model in Portugal: Evidence from fractal regressions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 173-183, November.
    72. Liu, Li, 2014. "Cross-correlations between crude oil and agricultural commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 293-302.
    73. Cao, Guangxi & Jiang, Min & He, LingYun, 2018. "Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 156-169.

  60. He, Ling-Yun & Chen, Shu-Peng, 2011. "Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets," Chaos, Solitons & Fractals, Elsevier, vol. 44(6), pages 355-361.

    Cited by:

    1. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
    2. İşcanoğlu-Çekiç, Ayşegül & Gülteki̇n, Havva, 2019. "Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 978-990.
    3. Kar, Alpa & Chatterjee, Sucharita & Ghosh, Dipak, 2019. "Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 236-247.
    4. El Alaoui, Marwane, 2015. "Random matrix theory and portfolio optimization in Moroccan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 92-99.
    5. Yuan, Ying & Zhuang, Xin-tian & Liu, Zhi-ying, 2012. "Price–volume multifractal analysis and its application in Chinese stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3484-3495.
    6. Ladislav Kristoufek, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Papers 1502.00225, arXiv.org.
    7. Jia, Rui-Lin & Wang, Dong-Hua & Tu, Jing-Qing & Li, Sai-Ping, 2016. "Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 83-92.
    8. Pal, Mayukha & Satish, B. & Srinivas, K. & Rao, P. Madhusudana & Manimaran, P., 2015. "Multifractal detrended cross-correlation analysis of coding and non-coding DNA sequences through chaos-game representation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 596-603.
    9. Wang, Feng & Ye, Xin & Chen, HongTao & Wu, Congxin, 2021. "A portfolio strategy of stock market based on mean-MF-X-DMA model," Chaos, Solitons & Fractals, Elsevier, vol. 143(C).
    10. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    11. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
    12. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
    13. Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013. "Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold," MPRA Paper 44395, University Library of Munich, Germany.
    14. Wang, Gang-Jin & Xie, Chi, 2013. "Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1418-1428.
    15. Liu, Li & Ma, Guofeng, 2014. "Cross-correlation between crude oil and refined product prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 284-293.
    16. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
    17. Li, Bao-Gen & Ling, Dian-Yi & Yu, Zu-Guo, 2021. "Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    18. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
    19. Yun-Shi Dai & Ngoc Quang Anh Huynh & Qing-Huan Zheng & Wei-Xing Zhou, 2023. "Correlation structure analysis of the global agricultural futures market," Papers 2310.16849, arXiv.org.
    20. Zhuang, Xiaoyang & Wei, Yu & Ma, Feng, 2015. "Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 101-113.
    21. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek, 2018. "Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017," Papers 1812.08548, arXiv.org, revised Jun 2019.
    22. Sanyal, Shankha & Banerjee, Archi & Patranabis, Anirban & Banerjee, Kaushik & Sengupta, Ranjan & Ghosh, Dipak, 2016. "A study on Improvisation in a Musical performance using Multifractal Detrended Cross Correlation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 67-83.
    23. Pawe{l} O'swic{e}cimka & Stanis{l}aw Dro.zd.z & Marcin Forczek & Stanis{l}aw Jadach & Jaros{l}aw Kwapie'n, 2013. "Detrended Cross-Correlation Analysis Consistently Extended to Multifractality," Papers 1308.6148, arXiv.org, revised Feb 2014.
    24. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    25. Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
    26. Yuliang Cao & Muhammad Mohiuddin, 2019. "Sustainable Emerging Country Agro-Food Supply Chains: Fresh Vegetable Price Formation Mechanisms in Rural China," Sustainability, MDPI, vol. 11(10), pages 1-14, May.
    27. Zou, Shaohui & Zhang, Tian, 2020. "Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    28. Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
    29. Domino, Krzysztof, 2020. "Multivariate cumulants in outlier detection for financial data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    30. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
    31. Tariq Aziz & Ranjeeta Sadhwani & Ume Habibah & Mazin A. M. Al Janabi, 2020. "Volatility Spillover Among Equity and Commodity Markets," SAGE Open, , vol. 10(2), pages 21582440209, May.
    32. Ma, Feng & Wei, Yu & Huang, Dengshi, 2013. "Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1659-1670.
    33. Jiang, Jiaqi & Gu, Rongbao, 2016. "Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 254-264.
    34. Zhou, Yu & Chen, Shi, 2016. "Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 117-127.
    35. Liu, Li & Wang, Yudong, 2014. "Cross-correlations between spot and futures markets of nonferrous metals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 20-30.
    36. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Tabak, Benjamin M., 2023. "Multifractal cross-correlations between green bonds and financial assets," Finance Research Letters, Elsevier, vol. 53(C).
    37. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    38. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    39. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    40. Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    41. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
    42. Ma, Feng & Wei, Yu & Huang, Dengshi & Zhao, Lin, 2013. "Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5356-5368.
    43. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    44. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
    45. Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    46. Zhang, Xin & Yang, Liansheng & Zhu, Yingming, 2019. "Analysis of multifractal characterization of Bitcoin market based on multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 973-983.
    47. Wang, Jian & Shao, Wei & Kim, Junseok, 2020. "Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures," Chaos, Solitons & Fractals, Elsevier, vol. 136(C).
    48. Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022. "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, vol. 113(C).
    49. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    50. Wang, Yan-Jun & Zhu, Yun-Feng & Zhu, Chen-Ping & Wu, Fan & Yang, Hui-Jie & Yan, Yong-Jie & Hu, Chin-Kun, 2019. "Indicator of serious flight delays with the approach of time-delay stability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 363-373.
    51. Wang, Jian & Shao, Wei & Ma, Chenmin & Chen, Wenbing & Kim, Junseok, 2021. "Co-movements between Shanghai Composite Index and some fund sectors in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
    52. Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021. "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, vol. 100(C).
    53. Gajardo, Gabriel & Kristjanpoller, Werner, 2017. "Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 121-128.
    54. Li, Jianxuan & Shi, Yingying & Cao, Guangxi, 2018. "Topology structure based on detrended cross-correlation coefficient of exchange rate network of the belt and road countries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1140-1151.
    55. Kojić, Milena & Schlüter, Stephan & Mitić, Petar & Hanić, Aida, 2022. "Economy-environment nexus in developed European countries: Evidence from multifractal and wavelet analysis," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    56. Feng, Yun & Yang, Jie & Huang, Qian, 2023. "Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method," Finance Research Letters, Elsevier, vol. 53(C).
    57. Ge, Xinlei & Lin, Aijing, 2021. "Multiscale multifractal detrended partial cross-correlation analysis of Chinese and American stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 145(C).
    58. Stošić, Dusan & Stošić, Darko & Stošić, Tatijana & Eugene Stanley, H., 2015. "Multifractal properties of price change and volume change of stock market indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 46-51.
    59. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    60. Zhang, Xin & Zhu, Yingming & Yang, Liansheng, 2018. "Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 105-115.
    61. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 308-320.
    62. Pavón-Domínguez, P. & Serrano, S. & Jiménez-Hornero, F.J. & Jiménez-Hornero, J.E. & Gutiérrez de Ravé, E. & Ariza-Villaverde, A.B., 2013. "Multifractal detrended fluctuation analysis of sheep livestock prices in origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4466-4476.
    63. Manimaran, P. & Narayana, A.C., 2018. "Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 228-235.
    64. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
    65. Telli, Şahin & Chen, Hongzhuan, 2021. "Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    66. Kristoufek, Ladislav, 2015. "Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 124-127.
    67. Roy Cerqueti & Viviana Fanelli, 2021. "Long memory and crude oil’s price predictability," Annals of Operations Research, Springer, vol. 299(1), pages 895-906, April.
    68. Yuan, Naiming & Fu, Zuntao, 2014. "Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 71-79.
    69. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M., 2020. "The (in)efficiency of NYMEX energy futures: A multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    70. Wang, Gang-Jin & Xie, Chi & Chen, Shou & Yang, Jiao-Jiao & Yang, Ming-Yan, 2013. "Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3715-3730.
    71. Cao, Guangxi & Zhang, Minjia & Li, Qingchen, 2017. "Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 472(C), pages 67-76.
    72. Haider Ali & Faheem Aslam & Paulo Ferreira, 2021. "Modeling Dynamic Multifractal Efficiency of US Electricity Market," Energies, MDPI, vol. 14(19), pages 1-16, September.
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    74. Linan Sun & Antao Wang & Jiayao Wang, 2022. "Spatial Characteristics Analysis for Coupling Strength among Air Pollutants during a Severe Haze Period in Zhengzhou, China," IJERPH, MDPI, vol. 19(14), pages 1-19, July.
    75. El Alaoui, Marwane, 2017. "Price–volume multifractal analysis of the Moroccan stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 473-485.
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    78. Kim, Hongseok & Oh, Gabjin & Kim, Seunghwan, 2011. "Multifractal analysis of the Korean agricultural market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4286-4292.
    79. Cao, Guangxi & Xie, Wenhao, 2022. "Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 590(C).
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    81. Morales Martínez, Jorge Luis & Segovia-Domínguez, Ignacio & Rodríguez, Israel Quiros & Horta-Rangel, Francisco Antonio & Sosa-Gómez, Guillermo, 2021. "A modified Multifractal Detrended Fluctuation Analysis (MFDFA) approach for multifractal analysis of precipitation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
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    84. Ji, Qiangbiao & Zhang, Xin & Zhu, Yingming, 2020. "Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    85. Mulligan, Robert F., 2014. "Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 252-264.
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    95. Pal, Mayukha & Kiran, V. Satya & Rao, P. Madhusudana & Manimaran, P., 2016. "Multifractal detrended cross-correlation analysis of genome sequences using chaos-game representation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 288-293.
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    102. Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun, 2014. "Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 460-469.
    103. Cao, Guangxi & Jiang, Min & He, LingYun, 2018. "Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 156-169.

  61. He, Ling-Yun & Chen, Shu-Peng, 2011. "Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 297-308.

    Cited by:

    1. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
    2. Kar, Alpa & Chatterjee, Sucharita & Ghosh, Dipak, 2019. "Multifractal detrended cross correlation analysis of Land-surface temperature anomalies and Soil radon concentration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 236-247.
    3. El Alaoui, Marwane, 2015. "Random matrix theory and portfolio optimization in Moroccan stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 92-99.
    4. Ladislav Kristoufek, 2013. "Testing power-law cross-correlations: Rescaled covariance test," Papers 1307.4727, arXiv.org, revised Aug 2013.
    5. Ladislav Kristoufek, 2015. "Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components," Papers 1502.00225, arXiv.org.
    6. Jia, Rui-Lin & Wang, Dong-Hua & Tu, Jing-Qing & Li, Sai-Ping, 2016. "Correlation between agricultural markets in dynamic perspective—Evidence from China and the US futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 464(C), pages 83-92.
    7. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    8. Kristoufek, Ladislav, 2013. "Mixed-correlated ARFIMA processes for power-law cross-correlations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6484-6493.
    9. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
    10. Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013. "Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold," MPRA Paper 44395, University Library of Munich, Germany.
    11. Wang, Gang-Jin & Xie, Chi, 2013. "Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1418-1428.
    12. Liu, Li & Ma, Guofeng, 2014. "Cross-correlation between crude oil and refined product prices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 284-293.
    13. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
    14. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
    15. Zhuang, Xiaoyang & Wei, Yu & Ma, Feng, 2015. "Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 101-113.
    16. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek, 2018. "Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017," Papers 1812.08548, arXiv.org, revised Jun 2019.
    17. Pawe{l} O'swic{e}cimka & Stanis{l}aw Dro.zd.z & Marcin Forczek & Stanis{l}aw Jadach & Jaros{l}aw Kwapie'n, 2013. "Detrended Cross-Correlation Analysis Consistently Extended to Multifractality," Papers 1308.6148, arXiv.org, revised Feb 2014.
    18. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    19. Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
    20. Zou, Shaohui & Zhang, Tian, 2020. "Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    21. Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
    22. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
    23. Tariq Aziz & Ranjeeta Sadhwani & Ume Habibah & Mazin A. M. Al Janabi, 2020. "Volatility Spillover Among Equity and Commodity Markets," SAGE Open, , vol. 10(2), pages 21582440209, May.
    24. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S1), pages 148-166.
    25. Ma, Feng & Wei, Yu & Huang, Dengshi, 2013. "Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(7), pages 1659-1670.
    26. Zhou, Yu & Chen, Shi, 2016. "Cross-correlation analysis between Chinese TF contracts and treasury ETF based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 117-127.
    27. Liu, Li & Wang, Yudong, 2014. "Cross-correlations between spot and futures markets of nonferrous metals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 20-30.
    28. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    29. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    30. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    31. Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    32. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
    33. Ma, Feng & Wei, Yu & Huang, Dengshi & Zhao, Lin, 2013. "Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(21), pages 5356-5368.
    34. Qunwei Wang & Xingyu Dai & Dequn Zhou, 2020. "Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1117-1150, April.
    35. Debasish Maitra & Varun Dawar, 2019. "Return and Volatility Spillover among Commodity Futures, Stock Market and Exchange Rate: Evidence from India," Global Business Review, International Management Institute, vol. 20(1), pages 214-237, February.
    36. Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou, 2014. "Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 70-79.
    37. Zhang, Xin & Yang, Liansheng & Zhu, Yingming, 2019. "Analysis of multifractal characterization of Bitcoin market based on multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 973-983.
    38. Wang, Yan-Jun & Zhu, Yun-Feng & Zhu, Chen-Ping & Wu, Fan & Yang, Hui-Jie & Yan, Yong-Jie & Hu, Chin-Kun, 2019. "Indicator of serious flight delays with the approach of time-delay stability," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 518(C), pages 363-373.
    39. Hasan, Rashid & Mohammed Salim, M., 2017. "Power law cross-correlations between price change and volume change of Indian stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 620-631.
    40. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    41. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    42. Cao, Guangxi & Han, Yan & Cui, Weijun & Guo, Yu, 2014. "Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 308-320.
    43. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
    44. Phantratanamongkol, Supanan & Casalin, Fabrizio & Pang, Gu & Sanderson, Joseph, 2018. "The price-volume relationship for new and remanufactured smartphones," International Journal of Production Economics, Elsevier, vol. 199(C), pages 78-94.
    45. Telli, Şahin & Chen, Hongzhuan, 2021. "Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    46. Kristoufek, Ladislav, 2015. "Can the bivariate Hurst exponent be higher than an average of the separate Hurst exponents?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 431(C), pages 124-127.
    47. Zebende, G.F. & da Silva, M.F. & Machado Filho, A., 2013. "DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1756-1761.
    48. Linan Sun & Antao Wang & Jiayao Wang, 2022. "Spatial Characteristics Analysis for Coupling Strength among Air Pollutants during a Severe Haze Period in Zhengzhou, China," IJERPH, MDPI, vol. 19(14), pages 1-19, July.
    49. El Alaoui, Marwane, 2017. "Price–volume multifractal analysis of the Moroccan stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 473-485.
    50. Telli, Şahin & Chen, Hongzhuan & Zhao, Xufeng, 2022. "Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling," Chaos, Solitons & Fractals, Elsevier, vol. 155(C).
    51. Cao, Guangxi & Xu, Longbing & Cao, Jie, 2012. "Multifractal detrended cross-correlations between the Chinese exchange market and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4855-4866.
    52. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2015. "Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 52-59.
    53. Cao, Guangxi & Xie, Wenhao, 2022. "Detrended multiple moving average cross-correlation analysis and its application in the correlation measurement of stock market in Shanghai, Shenzhen, and Hong Kong," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 590(C).
    54. Wei, Yu & Chen, Wang & Lin, Yu, 2013. "Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2163-2174.
    55. Cao, Guangxi & Zhang, Minjia, 2015. "Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 25-35.
    56. Mulligan, Robert F., 2014. "Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 252-264.
    57. Wang, Dong-Hua & Suo, Yuan-Yuan & Yu, Xiao-Wen & Lei, Man, 2013. "Price–volume cross-correlation analysis of CSI300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1172-1179.
    58. Mulligan, Robert F., 2017. "The multifractal character of capacity utilization over the business cycle: An application of Hurst signature analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 147-152.
    59. Pakrashi, Vikram & Kelly, Joe & Harkin, Julie & Farrell, Aidan, 2013. "Hurst exponent footprints from activities on a large structural system," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1803-1817.
    60. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    61. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
    62. Wang, Yi & Sun, Qi & Zhang, Zilu & Chen, Liqing, 2022. "A risk measure of the stock market that is based on multifractality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
    63. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    64. Wei, Yu & Wang, Yudong & Huang, Dengshi, 2011. "A copula–multifractal volatility hedging model for CSI 300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4260-4272.
    65. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    66. Liu, Li, 2014. "Cross-correlations between crude oil and agricultural commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 293-302.
    67. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.
    68. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    69. Li, Zhihui & Lu, Xinsheng, 2012. "Cross-correlations between agricultural commodity futures markets in the US and China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3930-3941.
    70. Cao, Guangxi & Cao, Jie & Xu, Longbing & He, LingYun, 2014. "Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 393(C), pages 460-469.

  62. Chen, Shu-Peng & He, Ling-Yun, 2010. "Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1434-1444.

    Cited by:

    1. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    2. Ling-Yun He, 2010. "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 263-282, October.
    3. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are developed and emerging agricultural futures markets multifractal? A comparative perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3828-3836.
    4. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    5. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
    6. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
    7. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    8. Akash P. POOJARI & Siva Kiran GUPTHA & G Raghavender RAJU, 2022. "Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(3(632), A), pages 61-80, Autumn.
    9. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    10. Zou, Shaohui & Zhang, Tian, 2020. "Multifractal detrended cross-correlation analysis of the relation between price and volume in European carbon futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 537(C).
    11. Zhuang, Xiaoyang & Wei, Yu & Zhang, Bangzheng, 2014. "Multifractal detrended cross-correlation analysis of carbon and crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 113-125.
    12. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
    13. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    14. Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    15. Cao, Guangxi & Xu, Wei, 2016. "Multifractal features of EUA and CER futures markets by using multifractal detrended fluctuation analysis based on empirical model decomposition," Chaos, Solitons & Fractals, Elsevier, vol. 83(C), pages 212-222.
    16. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.
    17. Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A., 2011. "Commodity predictability analysis with a permutation information theory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 876-890.
    18. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    19. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    20. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    21. Zhang, Chen & Ni, Zhiwei & Ni, Liping, 2015. "Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 114-123.
    22. He, Ling-Yun & Chen, Shu-Peng, 2011. "Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets," Chaos, Solitons & Fractals, Elsevier, vol. 44(6), pages 355-361.
    23. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2015. "Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 52-59.
    24. Ruan, Qingsong & Jiang, Wei & Ma, Guofeng, 2016. "Cross-correlations between price and volume in Chinese gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 10-22.
    25. He, Ling-Yun & Chen, Shu-Peng, 2011. "Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 297-308.
    26. Pan, Yueling & Hou, Lei & Pan, Xue, 2022. "Interplay between stock trading volume, policy, and investor sentiment: A multifractal approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    27. Guo, Yaoqi & Yao, Shanshan & Cheng, Hui & Zhu, Wensong, 2020. "China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods," Resources Policy, Elsevier, vol. 68(C).
    28. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    29. Li, Zhihui & Lu, Xinsheng, 2012. "Cross-correlations between agricultural commodity futures markets in the US and China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3930-3941.
    30. Ruan, Qingsong & Bao, Junjie & Zhang, Manqian & Fan, Limin, 2019. "The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 122-134.

  63. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are developed and emerging agricultural futures markets multifractal? A comparative perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3828-3836.

    Cited by:

    1. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    2. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    3. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
    4. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    5. Lima, Cristiane Rocha Albuquerque & de Melo, Gabriel Rivas & Stosic, Borko & Stosic, Tatijana, 2019. "Cross-correlations between Brazilian biofuel and food market: Ethanol versus sugar," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 687-693.
    6. Li Wang & Xing-Lu Gao & Wei-Xing Zhou, 2023. "Testing For Intrinsic Multifractality In The Global Grain Spot Market Indices: A Multifractal Detrended Fluctuation Analysis," FRACTALS (fractals), World Scientific Publishing Co. Pte. Ltd., vol. 31(07), pages 1-24.
    7. Jia, Zhanliang & Cui, Meilan & Li, Handong, 2012. "Research on the relationship between the multifractality and long memory of realized volatility in the SSECI," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 740-749.
    8. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    9. Gao, Xing-Lu & Shao, Ying-Hui & Yang, Yan-Hong & Zhou, Wei-Xing, 2022. "Do the global grain spot markets exhibit multifractal nature?," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    10. Zunino, Luciano & Tabak, Benjamin M. & Serinaldi, Francesco & Zanin, Massimiliano & Pérez, Darío G. & Rosso, Osvaldo A., 2011. "Commodity predictability analysis with a permutation information theory approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 876-890.
    11. He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
    12. Hongtao Chen & Lianghua Chen, 2015. "Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 93-108.
    13. Chatterjee, Sucharita, 2020. "Analysis of the human gait rhythm in Neurodegenerative disease: A multifractal approach using Multifractal detrended cross correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    14. Pavón-Domínguez, P. & Serrano, S. & Jiménez-Hornero, F.J. & Jiménez-Hornero, J.E. & Gutiérrez de Ravé, E. & Ariza-Villaverde, A.B., 2013. "Multifractal detrended fluctuation analysis of sheep livestock prices in origin," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4466-4476.
    15. He, Ling-Yun & Chen, Shu-Peng, 2011. "Multifractal Detrended Cross-Correlation Analysis of agricultural futures markets," Chaos, Solitons & Fractals, Elsevier, vol. 44(6), pages 355-361.
    16. Qin, Jing & Lu, Xinsheng & Zhou, Ying & Qu, Ling, 2015. "The effectiveness of China’s RMB exchange rate reforms: An insight from multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 443-454.
    17. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2015. "Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 52-59.
    18. Fousekis, Panos & Tzaferi, Dimitra, 2022. "Price multifractality and informational efficiency in the futures markets of the US soybean complex," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 68-84.
    19. de Araujo, Fernando Henrique Antunes & Bejan, Lucian & Stosic, Borko & Stosic, Tatijana, 2020. "An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    20. Ji, Qiangbiao & Zhang, Xin & Zhu, Yingming, 2020. "Multifractal analysis of the impact of US–China trade friction on US and China soy futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    21. He, Ling-Yun & Chen, Shu-Peng, 2011. "Nonlinear bivariate dependency of price–volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 297-308.
    22. Chatterjee, Sucharita & Ghosh, Dipak, 2021. "Impact of Global Warming on SENSEX fluctuations — A study based on Multifractal detrended cross correlation analysis between the temperature anomalies and the SENSEX fluctuations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 571(C).
    23. Li, Zhihui & Lu, Xinsheng, 2012. "Cross-correlations between agricultural commodity futures markets in the US and China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(15), pages 3930-3941.

  64. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.

    Cited by:

    1. Ning, Ye & Wang, Yiming & Yang, Zhenyu & Geng, Yan, 2017. "Measurement and multifractal properties of short-term international capital flows in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 714-721.
    2. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    3. Ling-Yun He, 2010. "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 263-282, October.
    4. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    5. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    6. Lu-Tao Zhao & Guan-Rong Zeng & Ling-Yun He & Ya Meng, 2020. "Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1151-1169, April.
    7. Ruan, Yong-Ping & Zhou, Wei-Xing, 2011. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
    8. Lee, Minhyuk & Song, Jae Wook & Park, Ji Hwan & Chang, Woojin, 2017. "Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA," Chaos, Solitons & Fractals, Elsevier, vol. 97(C), pages 28-38.
    9. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    10. Ning, Ye & Han, Chenyu & Wang, Yiming, 2018. "The multifractal properties of Euro and Pound exchange rates and comparisons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 578-587.
    11. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    12. Wang, Yudong & Wei, Yu & Wu, Chongfeng, 2011. "Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(5), pages 864-875.
    13. Franco Ruzzenenti, 2015. "Changes in the relationship between the financial and real sector and the present economic financial crisis: study of energy sector and market," Working papers wpaper105, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
    14. Khurshid, Adnan & Khan, Khalid & Cifuentes-Faura, Javier & Chen, Yufeng, 2024. "Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches," Energy, Elsevier, vol. 289(C).
    15. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    16. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    17. Ruan, Qingsong & Zhang, Manqian & Lv, Dayong & Yang, Haiquan, 2018. "SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 1009-1022.
    18. Saâdaoui, Foued, 2023. "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    19. Saâdaoui, Foued, 2018. "Testing for multifractality of Islamic stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 263-273.
    20. Sato, Yoshihiro & Munakata, Fumio, 2022. "Morphological characteristics of self-assembled aggregate textures using multifractal analysis: Interpretation of Multifractal τ(q) Using Simulations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    21. He, Xiaoli & Wang, Hongwu & Du, Ziping, 2014. "The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 76-85.
    22. Chenyu Han & Yiming Wang & Yingying Xu, 2019. "Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash," Sustainability, MDPI, vol. 11(6), pages 1-15, March.
    23. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2020. "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices," Resources Policy, Elsevier, vol. 69(C).
    24. Zhongxing Wang & Yan Yan & Xiaosong Chen, 2016. "Long-range Correlation and Market Segmentation in Bond Market," Papers 1610.09812, arXiv.org.
    25. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
    26. Espinosa-Paredes, G. & Rodriguez, E. & Alvarez-Ramirez, J., 2022. "A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
    27. Faheem Aslam & Paulo Ferreira & Haider Ali & Ana Ercília José, 2022. "Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats," Sustainability, MDPI, vol. 14(10), pages 1-23, May.
    28. Haider Ali & Faheem Aslam & Paulo Ferreira, 2021. "Modeling Dynamic Multifractal Efficiency of US Electricity Market," Energies, MDPI, vol. 14(19), pages 1-16, September.
    29. García-Carranco, Sergio M. & Bory-Reyes, Juan & Balankin, Alexander S., 2016. "The crude oil price bubbling and universal scaling dynamics of price volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 452(C), pages 60-68.
    30. Zhou, Weijie & Dang, Yaoguo & Gu, Rongbao, 2013. "Efficiency and multifractality analysis of CSI 300 based on multifractal detrending moving average algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(6), pages 1429-1438.
    31. Ghosh, Dipak & Dutta, Srimonti & Chakraborty, Sayantan, 2015. "Multifractal Detrended Cross-correlation Analysis of Market Clearing Price of electricity and SENSEX in India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 434(C), pages 52-59.
    32. Guo, Yaoqi & Shi, Fengyuan & Yu, Zhuling & Yao, Shanshan & Zhang, Hongwei, 2022. "Asymmetric multifractality in China’s energy market based on improved asymmetric multifractal cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 594(C).
    33. Han, Chenyu & Wang, Yiming & Ning, Ye, 2019. "Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
    34. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan M. Imran & Dan Zhao & Tianxiao Li & Faiz M. Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    35. Cao, Guangxi & Zhang, Minjia, 2015. "Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 436(C), pages 25-35.
    36. Foued Sa^adaoui, 2023. "Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning," Papers 2304.08440, arXiv.org.
    37. Naeem, Muhammad Abubakr & Farid, Saqib & Yousaf, Imran & Kang, Sang Hoon, 2023. "Asymmetric efficiency in petroleum markets before and during COVID-19," Resources Policy, Elsevier, vol. 86(PA).
    38. Chiarucci, Riccardo & Loffredo, Maria I. & Ruzzenenti, Franco, 2017. "Evidences for a structural change in the oil market before a financial crisis: The flat horizon effect," Research in International Business and Finance, Elsevier, vol. 42(C), pages 912-921.
    39. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan Imran & Dan Zhao & Tianxiao Li & Faiz Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    40. Bhatia, Madhur, 2023. "On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil," Resources Policy, Elsevier, vol. 82(C).
    41. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    42. Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021. "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    43. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    44. Wei, Yu & Wang, Yudong & Huang, Dengshi, 2011. "A copula–multifractal volatility hedging model for CSI 300 index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4260-4272.
    45. Choi, Sun-Yong, 2021. "Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
    46. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
    47. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    48. Wang, Zhongxing & Yan, Yan & Chen, Xiaosong, 2017. "Long-range correlation and market segmentation in bond market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 477-485.
    49. Cao, Guangxi & Jiang, Min & He, LingYun, 2018. "Comparative analysis of grey detrended fluctuation analysis methods based on empirical research on China’s interest rate market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 506(C), pages 156-169.

  65. Ling-Yun He, 2010. "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 263-282, October.

    Cited by:

    1. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    2. Hongtao Chen & Lianghua Chen, 2015. "Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 93-108.
    3. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    4. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018. "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, vol. 50(55), pages 5950-5965, November.

  66. He, Ling-Yun & Fan, Ying & Wei, Yi-Ming, 2009. "Impact of speculator's expectations of returns and time scales of investment on crude oil price behaviors," Energy Economics, Elsevier, vol. 31(1), pages 77-84, January.

    Cited by:

    1. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    2. Ling-Yun He, 2010. "Is Price Behavior Scaling and Multiscaling in a Dealer Market? Perspectives from Multi-Agent Based Experiments," Computational Economics, Springer;Society for Computational Economics, vol. 36(3), pages 263-282, October.
    3. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are developed and emerging agricultural futures markets multifractal? A comparative perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3828-3836.
    4. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
    5. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    6. Cao, Guangxi & Xu, Wei, 2016. "Nonlinear structure analysis of carbon and energy markets with MFDCCA based on maximum overlap wavelet transform," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 505-523.
    7. Su, Zhi & Lu, Man & Yin, Libo, 2018. "Oil prices and news-based uncertainty: Novel evidence," Energy Economics, Elsevier, vol. 72(C), pages 331-340.
    8. Ahmadi, Maryam & Manera, Matteo & Sadeghzadeh, Mehdi, 2016. "Global oil market and the U.S. stock returns," Energy, Elsevier, vol. 114(C), pages 1277-1287.
    9. Zhang, Yue-Jun & Wang, Jing, 2015. "Exploring the WTI crude oil price bubble process using the Markov regime switching model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 377-387.
    10. Li, Huajiao & An, Haizhong & Liu, Xueyong & Gao, Xiangyun & Fang, Wei & An, Feng, 2016. "Price fluctuation in the energy stock market based on fluctuation and co-fluctuation matrix transmission networks," Energy, Elsevier, vol. 117(P1), pages 73-83.
    11. Yue-Hua Dai & Wen-Jie Xie & Zhi-Qiang Jiang & George J. Jiang & Wei-Xing Zhou, 2016. "Correlation structure and principal components in the global crude oil market," Empirical Economics, Springer, vol. 51(4), pages 1501-1519, December.
    12. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.
    13. Hui-Ling Zhou & Bao-Jun Tang & Hong Cao, 2020. "Abandonment Decision-Making of Overseas Oilfield Project Coping with Low Oil Price," Computational Economics, Springer;Society for Computational Economics, vol. 55(4), pages 1171-1184, April.
    14. Hongtao Chen & Lianghua Chen, 2015. "Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 93-108.
    15. Shu-Peng Chen & Ling-Yun He, 2013. "Bubble Formation and Heterogeneity of Traders: A Multi-Agent Perspective," Computational Economics, Springer;Society for Computational Economics, vol. 42(3), pages 267-289, October.
    16. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
    17. Julien Chevallier, 2013. "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(2), pages 133-170, April.
    18. Kim, Hongseok & Oh, Gabjin & Kim, Seunghwan, 2011. "Multifractal analysis of the Korean agricultural market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4286-4292.
    19. Yuan, Ying & Zhuang, Xin-tian & Liu, Zhi-ying & Huang, Wei-qiang, 2014. "Analysis of the temporal properties of price shock sequences in crude oil markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 394(C), pages 235-246.
    20. Li, Hong & Xiaowen Lin, Sharon, 2011. "Do emerging markets matter in the world oil pricing system? Evidence of imported crude by China and India," Energy Policy, Elsevier, vol. 39(8), pages 4624-4630, August.
    21. Pal, Mayukha & Madhusudana Rao, P. & Manimaran, P., 2014. "Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 452-460.
    22. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    23. Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min, 2021. "Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    24. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.
    25. Boubaker, Heni & Raza, Syed Ali, 2017. "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, vol. 64(C), pages 105-117.
    26. Cao, Guangxi & Han, Yan & Li, Qingchen & Xu, Wei, 2017. "Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 119-130.
    27. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.

  67. Ling-Yun He & Ying Fan & Yi-Ming Wei, 2007. "The empirical analysis for fractal features and long-run memory mechanism in petroleum pricing systems," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 27(4), pages 492-502.

    Cited by:

    1. He, Ling-Yun & Qian, Wen-Bin, 2012. "A Monte Carlo simulation to the performance of the R/S and V/S methods—Statistical revisit and real world application," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(14), pages 3770-3782.
    2. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are developed and emerging agricultural futures markets multifractal? A comparative perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(18), pages 3828-3836.
    3. He, Ling-Yun & Chen, Shu-Peng, 2011. "A new approach to quantify power-law cross-correlation and its application to commodity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3806-3814.
    4. Chen, Shu-Peng & He, Ling-Yun, 2010. "Multifractal spectrum analysis of nonlinear dynamical mechanisms in China’s agricultural futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(7), pages 1434-1444.
    5. Faheem Aslam & Saqib Aziz & Duc Khuong Nguyen & Khurrum Mughal & Maaz Khan, 2020. "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Post-Print hal-02966920, HAL.
    6. Vogl, Markus, 2023. "Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo," Chaos, Solitons & Fractals, Elsevier, vol. 166(C).
    7. Faheem Aslam & Wahbeeah Mohti & Paulo Ferreira, 2020. "Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak," IJFS, MDPI, vol. 8(2), pages 1-13, May.
    8. He, Ling-Yun & Chen, Shu-Peng, 2010. "Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(16), pages 3218-3229.
    9. Hongtao Chen & Lianghua Chen, 2015. "Multifractal spectrum analysis of Brent crude oil futures prices volatility in intercontinental exchange," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 93-108.
    10. Yue-Jun Zhang & Ting Yao & Zi-Yi Wang, 2015. "The bubble process of international crude oil futures prices: empirical evidence from the STAR model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 109-125.
    11. Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023. "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, vol. 58(C).
    12. He, Ling-Yun & Fan, Ying & Wei, Yi-Ming, 2009. "Impact of speculator's expectations of returns and time scales of investment on crude oil price behaviors," Energy Economics, Elsevier, vol. 31(1), pages 77-84, January.
    13. Di Sanzo, Silvestro, 2018. "A Markov switching long memory model of crude oil price return volatility," Energy Economics, Elsevier, vol. 74(C), pages 351-359.
    14. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.

Books

  1. Guangxi Cao & Ling-Yun He & Jie Cao, 2018. "Multifractal Detrended Analysis Method and Its Application in Financial Markets," Springer Books, Springer, number 978-981-10-7916-0, December.

    Cited by:

    1. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    2. Liu, Hongzhi & Zhang, Xingchen & Zhang, Xie, 2020. "Multiscale multifractal analysis on air traffic flow time series: A single airport departure flight case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
    3. Domino, Krzysztof, 2020. "Multivariate cumulants in outlier detection for financial data analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 558(C).
    4. Zhu, Pengfei & Tang, Yong & Wei, Yu & Dai, Yimin, 2019. "Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
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