A.Prof. Lingyun He

Author:ceep    Source:ceep    Date:2014-07-17 Views:


The publication of the cooperation in both English and Chinese academic works

[1] Ling-Yun HE, Shu-Peng CHEN (2011). Multifractal Detrended Cross-Correlation Analysis of Agricultural Futures Markets. Chaos, Solitions & Fractals, forthcoming. (SCI, EI, I.F. 2009=3.315)

[2] Ling-Yun HE, Shu-Peng CHEN (2011). Nonlinear Bivariate Dependency between Price and Volume Relationships in Agricultural Commodity Futures Markets: A Perspective from Multifractal Detrended Cross-Correlation Analysis. Physica A, 390 (2), 297-308. DOI: 10.1016/j.physa.2010.09.018. (SCI, SSCI, EI, I.F. 2009=1.562)

[3] Ling-Yun HE, Ran WANG (2011). A Tale of Two Markets — Who Can Represent the Soybean Futures Markets in China?. African Journal of Business Management, forthcoming. (SSCI, I.F. 2009 = 1.105)

[4] Ling-Yun HE, Shu-Peng CHEN (2010). Are Developed and Emerging Agricultural Futures Markets Multifractal? A Comparative Perspective. Physica A, 389 (18), 3828-3836. DOI: 10.1016/j. physa.2010.05.021. (SCI, SSCI, EI, I.F. 2009=1.562)

[5] Ling-Yun HE (2010). Is price behavior scaling and multiscaling in a Dealer Market? Perspectives from Multi-agent Based Experiments. Computational Economics, 36 (3), 263-282. DOI: 10.1007/s10614 -010-9214-2. (SCI, SSCI)

[6] Ling-Yun HE, Shu-Peng CHEN (2010). Are Crude Oil Markets Multifractal? Evidence from MF-DFA and MF-SSA Perspectives. Physica A, 389 (16), 3218-3229. DOI: 10.1016/j.physa. 2010.04.007. (SCI, SSCI, EI, I.F. 2009=1.562)

[7] Zi-Ying YANG, Ling-Yun HE* (2011). Goal, Customer Experience and Purchase Intention in a Retail Context in China: An Empirical Study. African Journal of Business Management, forthcoming. (SSCI, I.F. 2009 =1.105)

[8] Shu-Peng CHEN, Ling-Yun HE* (2010). Multifractal Spectrum Analysis of Nonlinear Dynamical Mechanisms in China's Agricultural Futures Markets. Physica A, 389 (7), 1434-1444. DOI: 10.1016/j.physa.2009.12.009. (SCI, SSCI, EI, I.F. 2009 = 1.562)

[9] Ling-Yun HE, Feng ZHENG (2010). Detecting Fractal/Multifractal and Asymmetric Properties in an Artificial Quote-Driven Financial Market. Fractals, 18 (1), 87-99. DOI: 10.1142/S0218348X10004762. (SCI, SSCI, EI, I.F. 2009=0.5)

[10] Ling-Yun HE, Ying FAN, Yi-Ming WEI* (2009). Impact of Speculators’ Expectations of Returns and Time Scales of Investment on Crude Oil Price Behaviors. Energy Economics, 31 (1), 77-84. DOI: 10.1016/j.eneco.2008.07.006. (SSCI, EI, I.F. 2009 = 2.333)