Zhenpeng Tang

447 total citations
35 papers, 304 citations indexed

About

Zhenpeng Tang is a scholar working on Economics and Econometrics, Management Science and Operations Research and Electrical and Electronic Engineering. According to data from OpenAlex, Zhenpeng Tang has authored 35 papers receiving a total of 304 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Economics and Econometrics, 12 papers in Management Science and Operations Research and 12 papers in Electrical and Electronic Engineering. Recurrent topics in Zhenpeng Tang's work include Energy Load and Power Forecasting (11 papers), Market Dynamics and Volatility (11 papers) and Stock Market Forecasting Methods (9 papers). Zhenpeng Tang is often cited by papers focused on Energy Load and Power Forecasting (11 papers), Market Dynamics and Volatility (11 papers) and Stock Market Forecasting Methods (9 papers). Zhenpeng Tang collaborates with scholars based in China and Germany. Zhenpeng Tang's co-authors include Tingting Zhang, Houyin Long, Xinyi Lin, Shunming Zhang, Johannes Hewig, Ying Chen, Yiwen Wang, Tingting Zhang, Xue Yang and Jiangxia Nan and has published in prestigious journals such as Journal of Cleaner Production, IEEE Access and Energy.

In The Last Decade

Zhenpeng Tang

32 papers receiving 294 citations

Peers

Zhenpeng Tang
Kunliang Xu China
Maizah Hura Ahmad Malaysia
Alberto Sardinha Portugal
Gabriel Vasconcelos Brazil
Krzysztof Drachal Poland
John Bower United Kingdom
Katarzyna Maciejowska Poland
A. Venturini Italy
Ahmad M. Al-Kandari Kuwait
Guillaume Chevillon France
Kunliang Xu China
Zhenpeng Tang
Citations per year, relative to Zhenpeng Tang Zhenpeng Tang (= 1×) peers Kunliang Xu

Countries citing papers authored by Zhenpeng Tang

Since Specialization
Citations

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

Fields of papers citing papers by Zhenpeng Tang

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Zhenpeng Tang

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

All Works

20 of 20 papers shown
1.
Tang, Zhenpeng, et al.. (2024). Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. International Review of Financial Analysis. 93. 103210–103210. 2 indexed citations
2.
Tang, Zhenpeng, et al.. (2024). Integrating Weather Conditions to Forecast the Electricity Price in Belgium Market: A Novel Mixed-Frequency Machine Learning Algorithm. Journal of Systems Science and Complexity. 38(6). 2548–2576. 3 indexed citations
3.
Tang, Zhenpeng, et al.. (2024). Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach. Finance research letters. 61. 105038–105038. 6 indexed citations
4.
Tang, Zhenpeng, et al.. (2024). Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. The North American Journal of Economics and Finance. 72. 102147–102147. 5 indexed citations
5.
Zhang, Tingting & Zhenpeng Tang. (2024). Agricultural commodity futures prices prediction based on a new hybrid forecasting model combining quadratic decomposition technology and LSTM model. Frontiers in Sustainable Food Systems. 8. 7 indexed citations
6.
Zhou, Ke, et al.. (2023). Dynamic mean-downside risk portfolio selection with a stochastic interest rate in continuous-time. Journal of Computational and Applied Mathematics. 427. 115103–115103. 4 indexed citations
7.
Tang, Zhenpeng, et al.. (2023). Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances. Finance research letters. 58. 104346–104346. 2 indexed citations
8.
Tang, Zhenpeng, et al.. (2023). The dependence and risk spillover between economic uncertainties and the crude oil market: new evidence from a Copula-CoVaR approach incorporating the decomposition technique. Environmental Science and Pollution Research. 30(47). 104116–104134. 3 indexed citations
9.
Zhang, Tingting & Zhenpeng Tang. (2023). Multi-step carbon price forecasting based on a new quadratic decomposition ensemble learning approach. Frontiers in Energy Research. 10. 3 indexed citations
10.
Long, Houyin, et al.. (2022). Does living alone increase the consumption of social resources?. Environmental Science and Pollution Research. 29(47). 71911–71922. 12 indexed citations
11.
Tang, Zhenpeng, et al.. (2022). Do government policies drive institutional preferences on green investment? Evidence from China. Environmental Science and Pollution Research. 30(3). 8297–8316. 29 indexed citations
12.
Tang, Zhenpeng, et al.. (2022). A Hybrid Model for China’s Soybean Spot Price Prediction by Integrating CEEMDAN with Fuzzy Entropy Clustering and CNN-GRU-Attention. Sustainability. 14(23). 15522–15522. 5 indexed citations
13.
Tang, Zhenpeng, et al.. (2021). Research on Chinese stock market crash early warning based on improved log-periodic power law model. Acta Physica Sinica. 71(2). 20201–20201. 1 indexed citations
14.
Wang, Yiwen, et al.. (2021). Hierarchical Neural Prediction of Interpersonal Trust. Neuroscience Bulletin. 37(4). 511–522. 11 indexed citations
15.
Tang, Zhenpeng, et al.. (2021). Determinants of financial performance: An evidence from Internet finance sector. Managerial and Decision Economics. 43(5). 1256–1265. 5 indexed citations
16.
17.
Tang, Zhenpeng, et al.. (2017). Microscopic characteristics of Chinese capital market based on the high frequency data of Shanghai composite index. Acta Physica Sinica. 66(12). 120203–120203. 2 indexed citations
18.
19.
Tang, Zhenpeng, et al.. (2014). Dynamic hedging strategy in incomplete market: Evidence from Shanghai fuel oil futures market. Economic Modelling. 40. 81–90. 4 indexed citations
20.
Li, Deng‐Feng, et al.. (2012). A BI-OBJECTIVE PROGRAMMING APPROACH TO SOLVE MATRIX GAMES WITH PAYOFFS OF ATANASSOV'S TRIANGULAR INTUITIONISTIC FUZZY NUMBERS. Iranian journal of fuzzy systems. 9(3). 93–110. 8 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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