1. Volatility Connectedness of Commodity Futures and Its Application in Portfolio Optimization. Quantitative Finance, 2025.
2. Intra-day Seasonality and Abnormal Returns in the Brent Crude Oil Futures Market. Quantitative Finance, 2025.
3. Commodity Systemic Risk and Macroeconomic Predictions. Energy Economics, 2024.
4. Innovation at the Helm: Decoding Founder-manager Influence in Chinese Family Firms. Pacific-Basin Finance Journal, 2024.
5. Can Factor Momentum Beat Momentum Factor? Evidence from China. Finance Research Letters, 2024.
6. Network Analysis of International Financial Markets Contagion Based on Volatility Indexes. Finance Research Letters, 2023.
7. Dependence Structure and Risk Spillover Among Nonferrous Metal Futures: A Vine Copula Approach. Applied Economics Letters, 2023.
8. Systemic Risk of Commodity Markets: A Dynamic Factor Copula Approach. International Review of Financial Analysis, 2022.
9. Network Analysis of Risk Transmission Among Energy Futures: An Industrial Chain Perspective. Energy Economics, 2022.
10. Pricing Commodity Futures and Determining Risk Premia in a Three Factor Model with Stochastic Volatility: The Case of Brent Crude Oil. Annals of Operations Research, 2022.
11. The Effects of Macro News on Exchange Rates Volatilities: Evidence from BRICS Countries. Emerging Markets Finance and Trade, 2020.
12. Financialization of Agricultural Commodities: Evidence from China. Economic Modelling, 2020.
13. Determinants of Corporate Default Risk in China: The Role of Financial Constraints. Economic Modelling, 2020.
14. On the Market Consistent Valuation of Fish Farms: Using the Real Option Approach and Salmon Futures. American Journal of Agricultural Economics, 2017.
15. An Analysis of the Fish Pool Market in the Context of Seasonality and Stochastic Convenience Yield. Marine Resource Economics, 2017.
16. The Market for Salmon Futures: An Empirical Analysis of Fish Pool Using the Schwartz Multifactor Model. Quantitative Finance, 2016.
17. 基于三因子模型的沪铜期货定价研究. 系统管理学报, 2021.