近年发表论文:
[1] Dongxin Li, Feipeng Zhang, Di Yuan*, Yuan Cai. Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries, International Review of Economics and Finance (SSCI), 2024, 89, 909-939. https://doi.org/10.1016/j.iref.2023.07.093
[2] Feipeng Zhang, Yixiong Xu, Di Yuan*. Detecting financial contagion using a new nonparametric measure of asymmetric comovements,International Review of Economics and Finance (SSCI), 2024, 89, 284-296.https://doi.org/10.1016/j.iref.2023.07.067
[3] Rong Li, Sufang Li, Di Yuan*, Hong Chen, Shilei Xiang, Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era, North American Journal of Economics and Finance (SSCI), 2023, 64, 101846.https://doi.org/10.1016/j.najef.2022.101846
[4] Di Yuan, Sufang Li, Rong Li, Feipeng Zhang, Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis, Energy Economics (SSCI), 2022, 110, 105972.https://doi.org/10.1016/j.eneco.2022.105972
[5]Sufang Li, Qiufan Xu, Yixue Lv, Di Yuan*, Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis, Resources Policy (SSCI), 2022, 78, 102868.https://doi.org/10.1016/j.resourpol.2022.102868
[6] Sufang Li, Dalun Tu, Yan Zeng, Chenggang Gong*, Di Yuan*, Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data, Energy Economics (SSCI), 2022, 113, 106191. https://doi.org/10.1016/j.eneco.2022.106191
[7] Rong Li, Sufang Li* and Di Yuan*, Investor Attention and Cryptocurrency: Evidence from Wavelet-based Quantile Granger Causality Analysis, Research in International Business and Finance (SSCI), 2021, 56, 101389.https://doi.org/10.1016/j.ribaf.2021.101389
[8] Di Yuan, Feipeng Zhang, Fenghui Cui*, Shuo Wang*, Oil and BRIC stock markets before and after COVID-19: A local Gaussian correlation approach,Emerging Markets Finance and Trade (SSCI), 2021, 57(6), 1592-1602. https://doi.org/10.1080/1540496X.2021.1904886
[9] Rong Li, Sufang Li*, Di Yuan*, Keming Yu, Does Economic Policy Uncertainty in the U.S. Influence Stock Markets in China and India? Time-frequency Evidence, Applied Economics (SSCI) 2020, 52(39), 4300-4316.https://www.tandfonline.com/doi/abs/10.1080/00036846.2020.1734182
[10] Sufang Li, Hu Zhang, Di Yuan*, Investor Attention and Crude Oil Prices: Evidence from Nonlinear Granger Causality Tests, Energy Economics (SSCI), 2019, 104494.https://doi.org/10.1016/j.eneco.2019.104494