Shujiao Ma

Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

Bangzhu Zhu, Shujiao Ma, Rui Xie et al. · Computational Economics · 2017 · 104 citations

Econophysics, Econometric Model, Engineering +8

Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach

Yue‐Jun Zhang, Elie Bouri, Rangan Gupta et al. · The North American Journal of Economics and Finance · 2020 · 94 citations

Empirical Finance, Economics, Financial Economics +14

Modelling the dynamics of European carbon futures price: A Zipf analysis

Bangzhu Zhu, Shujiao Ma, Julien Chevallier et al. · Economic Modelling · 2014 · 33 citations

Economics, Carbon Emission Trading, Engineering +12

Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data

Yue‐Jun Zhang, Shujiao Ma · International Journal of Finance & Economics · 2020 · 32 citations

Volatility Modeling, Return Spillover, Engineering +21

Examining the structural changes of European carbon futures price 2005–2012

Bangzhu Zhu, Julien Chevallier, Shujiao Ma et al. · Applied Economics Letters · 2014 · 31 citations

Economics, Carbon Markets, Financial Economics +13