Li Liu

Economics and Econometrics · with Wang · 2009–2019

A researcher in the Science corpus: 6 papers; trusts 26 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 162 citations into it; #8,035 of 23,481 by trust here, #5,178 by citations
• Finance — 73 citations into it; #5,136 of 10,518 by trust here, #4,039 by citations
• Renewable Energy, Sustainability and the Environment — 43 citations into it; #4,096 of 5,212 by trust here, #5,126 by citations
• Statistical and Nonlinear Physics — 19 citations into it
• Management Science and Operations Research — 13 citations into it
• Condensed Matter Physics — 8 citations into it; #1,222 of 1,948 by trust here, #758 by citations
• Molecular Biology — 5 citations into it

Whom Li Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lutz Kilian
2. Benjamin Miranda Tabak
3. Daniel Oliveira Cajueiro
4. Yudong Wang
5. J. Elder
6. Juan Carlos Reboredo
7. James D. Hamilton
8. Ling-Yun He
9. Boris Podobnik
10. Ş. Nazlıoğlu

Who trusts Li Liu overall

1. Debdatta Pal
2. Subrata Kumar Mitra
3. I. Tsai
4. Yue‐Jun Zhang
5. Wensheng Kang
6. Yudong Wang
7. Feng Ma
8. Yu Wei

Papers from Li Liu's perspective

Ordered by how strongly the researchers Li Liu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Time-varying Hurst exponent for US stock markets
2. Long memory in energy futures prices
3. Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility☆
4. Generalized autoregressive conditional heteroskedasticity
5. Multifractal Hurst analysis of crude oil prices
6. Multifractal Detrended Fluctuation Analysis of Nonstationary Time Series
7. Measuring Economic Policy Uncertainty
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
10. Trends and random walks in macroeconmic time series: Some evidence and implications

Their papers

• Economic policy uncertainty and stock market volatility (2015) — 512 citations
• Oil price shocks and U.S. dollar exchange rates (2016) — 117 citations
• Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009) — 209 citations
• Is WTI crude oil market becoming weakly efficient over time?: New evidence from multiscale analysis based on detrended fluctuation analysis (2010) — 147 citations
• Cross-correlations between crude oil and agricultural commodity markets (2014) — 72 citations
• Oil price increases and the predictability of equity premium (2019) — 138 citations