Jianxu Liu

43 papers Journal 14Unranked 17
YearRankTypeTitle / Venue / Authors
2023 J jnl
Dynamic Correlation between the Chinese and the US Financial Markets: From Global Financial Crisis to COVID-19 Pandemic.
Axioms
Jianxu Liu, Yang Wan, Songze Qu, Ruihan Qing, Songsak Sriboonchitta
2022 J jnl
Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.
Axioms
Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh
2022 J jnl
Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach.
Axioms
Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta
2022 J jnl
Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic.
Axioms
Mingzhi Zhang, Hongyu Liu, Jianxu Liu, Chao Chen, Zhaocheng Li, Bowen Wang, Songsak Sriboonchitta
2022 J jnl
The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach.
Axioms
Yehui Wang, Jianxu Liu, Zhaolin Qiu, Songsak Sriboonchitta
2022 J jnl
The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector.
Axioms
Jianxu Liu, Yangnan Cheng, Xiaoqing Li, Songsak Sriboonchitta
2021 J jnl
A trivariate Gaussian copula stochastic frontier model with sample selection.
Int. J. Approx. Reason.
Jianxu Liu, Songsak Sriboonchitta, Aree Wiboonpongse, Thierry Denoeux
2021 J jnl
Linkage structure of China's housing market and its risk-defusing capability.
Soft Comput.
Yehui Wang, Jianxu Liu, Yuxuan Tang, Songsak Sriboonchitta
2020 — conf
Analysis of the Determinants of CO
IUKM
Heng Wang, Jianxu Liu, Songsak Sriboonchitta
2020 — conf
Dependence of Financial Institutions in China: An Analysis Based on FDG Copula Model.
IUKM
Yangnan Cheng, Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta
2020 — conf
Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model.
IUKM
Yefan Zhou, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2019 — conf
An Econometric Study of Inbound Tourism Demand in Hong Kong, Macao and Taiwan: A Case Study of Mainland China.
IUKM
Bing Yang, Jianxu Liu, Songsak Sriboonchitta
2019 — conf
Factors Affecting Carbon Emissons in the G7 and BRICS Countries: Evidence from Quantile Regression.
IUKM
Yefan Zhou, Jirakom Sirisrisakulchai, Jianxu Liu, Songsak Sriboonchitta
2019 J jnl
Robust Synchronization of Multiple Marine Vessels With Time-Variant Disturbance and Communication Delays.
IEEE Access
Jianxu Liu, Mingyu Fu, Yujie Xu
2019 — ch.
Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A Copula-Based Meta-Frontier Approach.
Structural Changes and their Econometric Modeling
Jianxu Liu, Yangnan Cheng, Sanzidur Rahman, Songsak Sriboonchitta
2019 — ch.
Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach.
Structural Changes and their Econometric Modeling
Jianxu Liu, Hui Li, Songsak Sriboonchitta, Sanzidur Rahman
2019 — conf
The Impact of Economic Growth, Energy Consumption and Trade Openness on Carbon Emissions: An Empirical Analysis in China.
IUKM
Jianxu Liu, Zihe Li, Changrui Dong, Songsak Sriboonchitta
2018 — ch.
A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach.
Predictive Econometrics and Big Data
Ji Ma, Jianxu Liu, Songsak Sriboonchitta
2018 — conf
Forecasting Credit-to-GDP.
ECONVN
Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
2018 — conf
Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model.
IUKM
Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta
2018 — ch.
Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data.
Predictive Econometrics and Big Data
Ji Ma, Jianxu Liu, Songsak Sriboonchitta
2017 J jnl
A double-copula stochastic frontier model with dependent error components and correction for sample selection.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, Thierry Denoeux
2017 — ch.
Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts.
Robustness in Econometrics
Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta
2017 — ch.
Forecasting Cash Holding with Cash Deposit Using Time Series Approaches.
Robustness in Econometrics
Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta
2017 — ch.
Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data.
Robustness in Econometrics
Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta
2017 — ch.
Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach.
Robustness in Econometrics
Theara Chhorn, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Jianxu Liu
2017 — ch.
The Role of Asian Credit Default Swap Index in Portfolio Risk Management.
Robustness in Econometrics
Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta
2016 — ch.
Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam.
Causal Inference in Econometrics
Duangthip Sirikanchanarak, Jianxu Liu, Songsak Sriboonchitta, Jiachun Xie
2016 — ch.
Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices.
Causal Inference in Econometrics
Chen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Jianxu Liu
2016 — conf
Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China.
IUKM
Krit Lattayaporn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 — conf
Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies.
IUKM
Methas Rattanasorn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta
2016 J jnl
Real-Time Single Frequency Precise Point Positioning Using SBAS Corrections.
Sensors
Liang Li, Chun Jia, Lin Zhao, Jianhua Cheng, Jianxu Liu, Jicheng Ding
2015 — ch.
Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel.
Econometrics of Risk
Jianxu Liu, Songsak Sriboonchitta, Roland-Holst David, David Zilberman, Aree Wiboonpongse
2015 J jnl
Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand.
Int. J. Approx. Reason.
Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux
2015 — conf
The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model.
IUKM
Xue Gong, Songsak Sriboonchitta, Jianxu Liu
2015 — conf
Volatility and Dependence for Systemic Risk Measurement of the International Financial System.
IUKM
Jianxu Liu, Songsak Sriboonchitta, Panisara Phochanachan, Jiechen Tang
2015 J jnl
Willingness-to-pay estimation using generalized maximum-entropy: A case study.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Jianxu Liu, Jirakom Sirisrisakulchai
2014 — conf
A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.
TES
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
2014 — conf
Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach.
TES
Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich
2014 — conf
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns.
TES
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse
2014 — conf
Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.
TES
Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen
2013 J jnl
Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas.
Int. J. Approx. Reason.
Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu
2009 — conf
Re-Discussion on the Relationship of Institutional Innovation, Technological Innovation and Economic Development.
PACCS
Bingquan He, Qian Yang, Jianxu Liu