Ruijun Bu

Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions

Xiong Wang, Jingyao Li, Xiaohang Ren et al. · Energy Economics · 2022 · 83 citations

Economics, Engineering, Finance +12

Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes

Ruijun Bu, Brendan McCabe, Kaddour Hadri · Journal of Time Series Analysis · 2008 · 74 citations

Econometric Model, Parameter Estimation, Engineering +15

Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach

Ruijun Bu, Brendan McCabe · International Journal of Forecasting · 2008 · 63 citations

Forecasting Methodology, Probabilistic Forecasting, Engineering +8

Estimating option implied risk‐neutral densities using spline and hypergeometric functions

Ruijun Bu, Kaddour Hadri · Econometrics Journal · 2007 · 45 citations · Full text

Modeling extreme risk spillovers between crude oil and Chinese energy futures markets

Xiaohang Ren, Yiying Li, Xianming Sun et al. · Energy Economics · 2023 · 39 citations · Full text

Economics, Engineering, Asset Pricing +10