Wuyi Ye

602 total citations
38 papers, 441 citations indexed

About

Wuyi Ye is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Wuyi Ye has authored 38 papers receiving a total of 441 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Economics and Econometrics, 23 papers in Finance and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Wuyi Ye's work include Market Dynamics and Volatility (21 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (11 papers). Wuyi Ye is often cited by papers focused on Market Dynamics and Volatility (21 papers), Financial Risk and Volatility Modeling (18 papers) and Complex Systems and Time Series Analysis (11 papers). Wuyi Ye collaborates with scholars based in China, United Kingdom and Canada. Wuyi Ye's co-authors include Shaofu Du, Xiaoquan Liu, Miao Bai-qi, Yangguang Zhu, Feng Yang, Yuehua Wu, R. Guo, Ying Jiang, Keli Wang and Weibo Liu and has published in prestigious journals such as European Journal of Operational Research, International Journal of Production Research and Computers & Industrial Engineering.

In The Last Decade

Wuyi Ye

33 papers receiving 434 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Wuyi Ye China	9	217	178	141	101	85	38	441
Fouad Jamaani Saudi Arabia	13	288 1.3×	97 0.5×	98 0.7×	36 0.4×	48 0.6×	35	527
MA Yong-kai China	11	228 1.1×	100 0.6×	93 0.7×	84 0.8×	27 0.3×	35	442
Berna Kirkulak-Uludag Türkiye	13	318 1.5×	110 0.6×	121 0.9×	20 0.2×	95 1.1×	33	544
Yizhi Wang China	14	685 3.2×	69 0.4×	203 1.4×	44 0.4×	55 0.6×	20	862
Qizhi Tao China	11	276 1.3×	133 0.7×	75 0.5×	61 0.6×	45 0.5×	30	518
Wei Yin China	9	232 1.1×	66 0.4×	85 0.6×	24 0.2×	74 0.9×	44	385
Gbenga Ibikunle United Kingdom	13	426 2.0×	92 0.5×	293 2.1×	20 0.2×	35 0.4×	54	639
Nenavath Sreenu India	9	317 1.5×	44 0.2×	62 0.4×	84 0.8×	36 0.4×	40	425
Anna Merika Greece	13	127 0.6×	127 0.7×	72 0.5×	26 0.3×	53 0.6×	33	433

Countries citing papers authored by Wuyi Ye

Since Specialization

Citations

This map shows the geographic impact of Wuyi Ye'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 Wuyi Ye with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wuyi Ye more than expected).

Fields of papers citing papers by Wuyi Ye

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wuyi Ye. 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 Wuyi Ye. The network helps show where Wuyi Ye may publish in the future.

Co-authorship network of co-authors of Wuyi Ye

This figure shows the co-authorship network connecting the top 25 collaborators of Wuyi Ye. A scholar is included among the top collaborators of Wuyi Ye 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 Wuyi Ye. Wuyi Ye 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

Ye, Wuyi, et al.. (2025). Which factors drive China’s carbon price volatility? Evidence from GARCH-MIDAS-Adaptive-Lasso model. China Finance Review International. 1–32.

Guo, R., et al.. (2024). Adjustable light robust optimization with second order stochastic dominance constraints. The North American Journal of Economics and Finance. 73. 102162–102162. 1 indexed citations

Song, Hongmei, et al.. (2024). Assessing time-varying risk in China’s GDP growth. Economics Letters. 242. 111896–111896. 1 indexed citations

Ye, Wuyi, Chenglong Hu, & R. Guo. (2024). Tail risk network of Chinese green-related stocks market. Finance research letters. 67. 105802–105802.

Ye, Wuyi, et al.. (2023). Expected Shortfall Regression for Censored Data. Communications in Mathematics and Statistics.

Ye, Wuyi, et al.. (2023). Short-term stock price trend prediction with imaging high frequency limit order book data. International Journal of Forecasting. 40(3). 1189–1205. 6 indexed citations

Ye, Wuyi, et al.. (2023). A simulation-based method for estimating systemic risk measures. European Journal of Operational Research. 313(1). 312–324. 4 indexed citations

Ye, Wuyi, et al.. (2023). Variance swaps with mean reversion and multi-factor variance. European Journal of Operational Research. 315(1). 191–212.

Ye, Wuyi, et al.. (2022). Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure. Probability in the Engineering and Informational Sciences. 37(1). 245–274. 3 indexed citations

10.

Ye, Wuyi, et al.. (2022). Trading restriction and the choice for derivatives. International Review of Financial Analysis. 82. 102118–102118. 1 indexed citations

11.

Ye, Wuyi, et al.. (2022). Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. International Review of Financial Analysis. 83. 102277–102277. 3 indexed citations

12.

Ye, Wuyi, et al.. (2021). Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market. Journal of Futures Markets. 41(7). 1055–1073. 2 indexed citations

13.

Ye, Wuyi & Weibo Liu. (2021). Testing bubbles based on modified PWY method. JUSTC. 51(1). 43. 1 indexed citations

14.

Ye, Wuyi, et al.. (2021). Analysis of risk spillover effect of copper option in China. Journal of Modelling in Management. 17(4). 1280–1291. 1 indexed citations

15.

Ye, Wuyi, et al.. (2020). Macroeconomic forecasts and commodity futures volatility. Economic Modelling. 94. 981–994. 10 indexed citations

16.

Zhu, Yangguang, Feng Yang, & Wuyi Ye. (2016). Financial contagion behavior analysis based on complex network approach. Annals of Operations Research. 268(1-2). 93–111. 29 indexed citations

17.

Ye, Wuyi & Miao Bai-qi. (2012). Estimating of CVaR with consideration of realized volatility and price range. Guanli kexue xuebao. 15(8). 60–71. 1 indexed citations

18.

Ye, Wuyi. (2012). Analysis of financial contagion based on dynamic quantile regression model. Journal of systems engineering. 2 indexed citations

19.

Ye, Wuyi. (2010). Analysis of sub-prime loan crisis contagion based on change point testing method of hazard function. Systems Engineering - Theory & Practice. 1 indexed citations

20.

Ye, Wuyi. (2004). Bootstrap method based evaluating VaR. Journal of systems engineering. 3 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