Ruijun Bu

462 total citations
24 papers, 321 citations indexed

About

Ruijun Bu is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Ruijun Bu has authored 24 papers receiving a total of 321 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Finance, 15 papers in Economics and Econometrics and 6 papers in General Economics, Econometrics and Finance. Recurrent topics in Ruijun Bu's work include Financial Risk and Volatility Modeling (13 papers), Market Dynamics and Volatility (10 papers) and Stochastic processes and financial applications (8 papers). Ruijun Bu is often cited by papers focused on Financial Risk and Volatility Modeling (13 papers), Market Dynamics and Volatility (10 papers) and Stochastic processes and financial applications (8 papers). Ruijun Bu collaborates with scholars based in United Kingdom, France and China. Ruijun Bu's co-authors include Kaddour Hadri, Brendan McCabe, Fredj Jawadi, Xiaohang Ren, Jingyao Li, Xiong Wang, Li Liu, Zhiyuan Pan, Xianming Sun and Yudong Wang and has published in prestigious journals such as European Journal of Operational Research, Journal of Econometrics and Energy Economics.

In The Last Decade

Ruijun Bu

19 papers receiving 315 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ruijun Bu United Kingdom	9	205	166	65	59	50	24	321
Flávio Augusto Ziegelmann Brazil	10	218 1.1×	176 1.1×	71 1.1×	83 1.4×	17 0.3×	29	354
Annastiina Silvennoinen Australia	11	377 1.8×	324 2.0×	22 0.3×	157 2.7×	39 0.8×	24	471
Emma M. Iglesias Spain	12	302 1.5×	196 1.2×	64 1.0×	181 3.1×	44 0.9×	53	444
Francesca Di Iorio Italy	10	153 0.7×	50 0.3×	52 0.8×	80 1.4×	22 0.4×	45	255
Toshiaki Watanabe Japan	13	467 2.3×	395 2.4×	32 0.5×	210 3.6×	57 1.1×	42	620
Genaro Sucarrat Norway	12	294 1.4×	251 1.5×	31 0.5×	124 2.1×	24 0.5×	31	396
Gian Piero Aielli Italy	5	320 1.6×	294 1.8×	20 0.3×	136 2.3×	20 0.4×	8	395
Erik Kole Netherlands	8	312 1.5×	347 2.1×	18 0.3×	100 1.7×	16 0.3×	23	485
A. Tolga Ergün United States	6	439 2.1×	424 2.6×	19 0.3×	122 2.1×	38 0.8×	12	566
Yoshinori Kawasaki Japan	6	275 1.3×	94 0.6×	18 0.3×	84 1.4×	76 1.5×	35	361

Countries citing papers authored by Ruijun Bu

Since Specialization

Citations

This map shows the geographic impact of Ruijun Bu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ruijun Bu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ruijun Bu more than expected).

Fields of papers citing papers by Ruijun Bu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ruijun Bu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ruijun Bu. The network helps show where Ruijun Bu may publish in the future.

Co-authorship network of co-authors of Ruijun Bu

This figure shows the co-authorship network connecting the top 25 collaborators of Ruijun Bu. A scholar is included among the top collaborators of Ruijun Bu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ruijun Bu. Ruijun Bu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Ren, Xiaohang, et al.. (2023). Modeling extreme risk spillovers between crude oil and Chinese energy futures markets. Energy Economics. 126. 107007–107007. 32 indexed citations

Jawadi, Fredj, Abdoulkarim Idi Cheffou, & Ruijun Bu. (2023). Revisiting the Linkages between Oil Prices and Macroeconomy for the Euro Area: Does Energy Inflation Still Matter?. SSRN Electronic Journal.

Jawadi, Fredj, Abdoulkarim Idi Cheffou, & Ruijun Bu. (2023). Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?. Energy Economics. 127. 107058–107058. 6 indexed citations

Bu, Ruijun, et al.. (2022). The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. Federal Reserve Bank of Dallas, Working Papers. 2019(1902).

Bu, Ruijun, et al.. (2020). The Contribution of Jump Activity and Sign to Forecasting Stock Price Volatility. Federal Reserve Bank of Dallas, Working Papers. 2019(1902). 1 indexed citations

Bu, Ruijun, Jie Cheng, & Fredj Jawadi. (2020). A latent‐factor‐driven endogenousregime‐switching non‐Gaussianmodel: Evidence from simulation and application. International Journal of Finance & Economics. 27(4). 3881–3896.

Bu, Ruijun, et al.. (2020). What Affects the Relationship Between Oil Prices and the U.S. Stock Market? A Mixed-Data Sampling Copula Approach. Journal of Financial Econometrics. 20(2). 253–277. 15 indexed citations

Pan, Zhiyuan, Ruijun Bu, Li Liu, & Yudong Wang. (2020). Macroeconomic fundamentals, jump dynamics and expected volatility. Quantitative Finance. 20(8). 1345–1371. 18 indexed citations

Bu, Ruijun, Kaddour Hadri, & Dennis Kristensen. (2020). Diffusion copulas: Identification and estimation. Journal of Econometrics. 221(2). 616–643.

10.

Assaf, A. George, Ruijun Bu, & Efthymios G. Tsionas. (2019). A Bayesian approach to continuous type principal-agent problems. European Journal of Operational Research. 280(3). 1188–1192. 3 indexed citations

11.

Bu, Ruijun, et al.. (2019). Does the volatility of volatility risk forecast future stock returns?. Journal of International Financial Markets Institutions and Money. 61. 16–36. 8 indexed citations

12.

Bu, Ruijun, Fredj Jawadi, & Yuyi Li. (2019). A multifactor transformed diffusion model with applications to VIX and VIX futures. Econometric Reviews. 39(1). 27–53.

13.

Bu, Ruijun, et al.. (2018). MgO-based Magnetoresistive Biosensor for Magnetically labeled Cells Detection. 2018 IEEE International Magnetics Conference (INTERMAG). 1–1. 1 indexed citations

14.

Bu, Ruijun, Jie Cheng, & Kaddour Hadri. (2016). Specification analysis in regime-switching continuous-time diffusion models for market volatility. Studies in Nonlinear Dynamics and Econometrics. 21(1). 65–80. 7 indexed citations

15.

Bu, Ruijun, Fredj Jawadi, & Yuyi Li. (2016). An empirical comparison of transformed diffusion models for VIX and VIX futures. Journal of International Financial Markets Institutions and Money. 46. 116–127. 7 indexed citations

16.

Bu, Ruijun, Jie Cheng, & Kaddour Hadri. (2014). Reducible diffusions with time-varying transformations with application to short-term interest rates. Economic Modelling. 52. 266–277. 4 indexed citations

17.

Bu, Ruijun, et al.. (2010). Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations. Journal of Financial Econometrics. 9(1). 198–236. 17 indexed citations

18.

Hadri, Kaddour, et al.. (2010). TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION. Bulletin of Economic Research. 62(3). 209–225. 7 indexed citations

19.

Bu, Ruijun, Brendan McCabe, & Kaddour Hadri. (2008). Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes. Journal of Time Series Analysis. 29(6). 973–994. 47 indexed citations

20.

Bu, Ruijun & Kaddour Hadri. (2007). Estimating option implied risk‐neutral densities using spline and hypergeometric functions. Econometrics Journal. 10(2). 216–244. 31 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact