Yuying Sun

Interval decomposition ensemble approach for crude oil price forecasting

Shaolong Sun, Yuying Sun, Shouyang Wang et al. · Energy Economics · 2018 · 113 citations

Mathematical Programming, Forecasting Methodology, Probabilistic Forecasting +7

Threshold autoregressive models for interval-valued time series data

Yuying Sun, Han Ai, Yongmiao Hong et al. · Journal of Econometrics · 2018 · 87 citations

Engineering, Interval Analysis, Econometrics +4

Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling

Yuying Sun, Xun Zhang, Yongmiao Hong et al. · Energy Economics · 2018 · 54 citations

Dynamic Economic Model, Economics, Volatility Modeling +9

A novel two-stage approach for cryptocurrency analysis

Boyu Yang, Yuying Sun, Shouyang Wang · International Review of Financial Analysis · 2020 · 45 citations

Engineering, Novel Two-stage Approach, Management +6

Time-varying model averaging

Yuying Sun, Yongmiao Hong, Tae‐Hwy Lee et al. · Journal of Econometrics · 2020 · 42 citations

Multi-model System, Nonlinear Time Series, Time-varying Model +1