Gao, Q., Zeng, H., Sun, G., & Li, J. (2023). Extreme risk spillover from uncertainty to carbon markets in China and the EU—A time varying copula approach. Journal of Environmental Management, 326, 116634.
Sun, G., Yao, X., Li, J.(通讯作者), & Lu, T. (2023). Risk linkages between China's stock market and APEC stock markets under China's market liberalization. Finance Research Letters, 52, 103586.
Sun, G., Li, J.(通讯作者), & Shang, Z. (2022). Return and volatility linkages between international energy markets and Chinese commodity market. Technological Forecasting and Social Change, 179, 121642.
Li, S., Li, J., Lu, X., & Sun, Y. (2022). Exploring the dynamic nonlinear relationship between crude oil price and implied volatility indices: A new perspective from MMV-MFDFA. Physica A: Statistical Mechanics and its Applications, 603, 127684.
Gao, Q., Cheng, C., Sun, G., & Li, J.(通讯作者) (2022). The impact of digital inclusive finance on agricultural green total factor productivity: Evidence from China. Frontiers in Ecology and Evolution
Yao, X., Li, J.(通讯作者), Shang, Z., Le, W., & Li, J. (2021). Impacts of COVID-19 on financial markets: From the perspective of financial stress. Applied Economics Letters, 1-5.
Li, J., Lu, X., Jiang, W., & Petrova, V. S. (2021). Multifractal Cross-correlations between foreign exchange rates and interest rate spreads. Physica A: Statistical Mechanics and its Applications, 574, 125983.
Li, S., Lu, X., & Li, J. (2021). Cross-correlations between the P2P interest rate, Shibor and treasury yields. Physica A: Statistical Mechanics and its Applications, 574, 125945.
Jiang, W., Li, J., & Sun, G. (2021). Economic policy uncertainty and stock markets: A multifractal cross-correlations analysis. Fluctuation and Noise Letters, 20(02), 2150018.
Li, J., Lu, X., & Qu, L. (2019). Effectiveness of the RMB exchange rate regime reform: A new perspective from MF-DMA and MF-X-DMA. Physica A: Statistical Mechanics and its Applications, 531, 121535.