Yahua Xu

592 total citations
25 papers, 428 citations indexed

About

Yahua Xu is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Yahua Xu has authored 25 papers receiving a total of 428 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Economics and Econometrics, 13 papers in Finance and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Yahua Xu's work include Market Dynamics and Volatility (19 papers), Financial Markets and Investment Strategies (11 papers) and Monetary Policy and Economic Impact (8 papers). Yahua Xu is often cited by papers focused on Market Dynamics and Volatility (19 papers), Financial Markets and Investment Strategies (11 papers) and Monetary Policy and Economic Impact (8 papers). Yahua Xu collaborates with scholars based in China, New Zealand and Lebanon. Yahua Xu's co-authors include Elie Bouri, Hongwei Zhang, Naji Jalkh, Zhuzhu Wen, Wang Gao, José Da Fonseca, Yang Zhao, Bart Frijns, Donghoon Kim and Xinxin Zhang and has published in prestigious journals such as Energy, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Yahua Xu

20 papers receiving 418 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Yahua Xu China	10	385	129	81	77	47	25	428
Pınar Evrim Mandaci Türkiye	11	354 0.9×	123 1.0×	63 0.8×	69 0.9×	32 0.7×	35	416
Sangram Keshari Jena India	11	399 1.0×	117 0.9×	92 1.1×	99 1.3×	37 0.8×	27	465
Sinda Hadhri Saudi Arabia	9	309 0.8×	123 1.0×	57 0.7×	78 1.0×	34 0.7×	20	352
Carlos Esparcia Spain	11	306 0.8×	101 0.8×	37 0.5×	56 0.7×	15 0.3×	30	354
Umar B. Ndako Nigeria	12	408 1.1×	161 1.2×	191 2.4×	64 0.8×	14 0.3×	22	457
Ebenezer Boateng Ghana	11	289 0.8×	74 0.6×	90 1.1×	22 0.3×	19 0.4×	16	321
Spyros Papathanasiou Greece	13	362 0.9×	199 1.5×	84 1.0×	43 0.6×	24 0.5×	52	468
Lumengo Bonga‐Bonga South Africa	9	302 0.8×	141 1.1×	137 1.7×	31 0.4×	13 0.3×	58	353
Mehmet Fatih Buğan Türkiye	9	217 0.6×	107 0.8×	52 0.6×	30 0.4×	20 0.4×	30	286
Luu Duc Toan Huynh United Kingdom	9	194 0.5×	75 0.6×	43 0.5×	25 0.3×	21 0.4×	30	240

Countries citing papers authored by Yahua Xu

Since Specialization

Citations

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

Fields of papers citing papers by Yahua Xu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Yahua Xu

This figure shows the co-authorship network connecting the top 25 collaborators of Yahua Xu. A scholar is included among the top collaborators of Yahua Xu 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 Yahua Xu. Yahua Xu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Bouri, Elie, et al.. (2025). The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets. Global Finance Journal. 64. 101084–101084.

Ren, Qingguang, et al.. (2025). Peer effects in cross-regional investment: evidence from China. Applied Economics. 1–20.

Su, Fei, et al.. (2024). Economic Policy Uncertainty and Volatility Spillovers Among International Stock Market Indices During the COVID-19 Outbreak. Asia-Pacific Financial Markets. 32(1). 237–266. 3 indexed citations

Wang, Cheng, et al.. (2023). Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. Energy Economics. 127. 107121–107121. 1 indexed citations

Shi, Yukun, et al.. (2022). Dynamic asymmetric dependence and portfolio management in cryptocurrency markets. Finance research letters. 48. 102829–102829. 7 indexed citations

Fernández-Pérez, Adrián, Ivan Indriawan, Yiuman Tse, & Yahua Xu. (2022). Cross-asset time-series momentum: Crude oil volatility and global stock markets. Journal of Banking & Finance. 154. 106704–106704. 7 indexed citations

Zhang, Xinxin, et al.. (2022). The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. Energy Economics. 109. 105950–105950. 22 indexed citations

Bouri, Elie, et al.. (2022). Connectedness in implied higher-order moments of precious metals and energy markets. Energy. 263. 125588–125588. 46 indexed citations

Wen, Zhuzhu, Ivan Indriawan, Donald Lien, & Yahua Xu. (2022). Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements. The Energy Journal. 44(5). 149–172.

10.

Wen, Zhuzhu, Elie Bouri, Yahua Xu, & Yang Zhao. (2022). Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both. The North American Journal of Economics and Finance. 62. 101733–101733. 23 indexed citations

11.

Fernández-Pérez, Adrián, Ivan Indriawan, Yiuman Tse, & Yahua Xu. (2021). Cross-asset time-series momentum: Crude oil options and global stock markets. SSRN Electronic Journal. 1 indexed citations

12.

Frijns, Bart, et al.. (2021). National Culture and Corporate Risk-Taking around the World. SSRN Electronic Journal.

13.

Xu, Yahua, Elie Bouri, Tareq Saeed, & Zhuzhu Wen. (2020). Intraday return predictability: Evidence from commodity ETFs and their related volatility indices. Resources Policy. 69. 101830–101830. 20 indexed citations

14.

Wen, Zhuzhu, Xu Gong, Diandian Ma, & Yahua Xu. (2020). Intraday momentum and return predictability: Evidence from the crude oil market. Economic Modelling. 95. 374–384. 18 indexed citations

15.

Wen, Zhuzhu, Xu Gong, Diandian Ma, & Yahua Xu. (2020). Intraday Momentum and Return Predictability: Evidence from the Crude Oil Market. SSRN Electronic Journal. 1 indexed citations

16.

Indriawan, Ivan, et al.. (2020). Bad volatility is not always bad: evidence from the commodity markets. Applied Economics. 52(40). 4384–4402. 5 indexed citations

17.

Byun, Suk Joon, et al.. (2019). Downside uncertainty shocks in the oil and gold markets. International Review of Economics & Finance. 66. 291–307. 6 indexed citations

18.

Fonseca, José Da & Yahua Xu. (2018). Variance and skew risk premiums for the volatility market: The VIX evidence. Journal of Futures Markets. 39(3). 302–321. 8 indexed citations

19.

Fonseca, José Da & Yahua Xu. (2017). Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence. SSRN Electronic Journal.

20.

Fonseca, José Da & Yahua Xu. (2017). Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. Energy Economics. 67. 410–422. 11 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.

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