Jianxu Liu

According to our database, Jianxu Liu authored at least 43 papers between 2009 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Dynamic Correlation between the Chinese and the US Financial Markets: From Global Financial Crisis to COVID-19 Pandemic.

Jianxu Liu, Yang Wan, Songze Qu, Ruihan Qing, Songsak Sriboonchitta

Axioms, January, 2023

2022

Modelling Dependency Structures of Carbon Trading Markets between China and European Union: From Carbon Pilot to COVID-19 Pandemic.

Mingzhi Zhang, Hongyu Liu, Jianxu Liu, Chao Chen, Zhaocheng Li, Bowen Wang, Songsak Sriboonchitta

Axioms, 2022

Analyzing the Causality and Dependence between Exchange Rate and Real Estate Prices in Boom-and-Bust Markets: Quantile Causality and DCC Copula GARCH Approaches.

Woraphon Yamaka, Jianxu Liu, Mingyang Li, Paravee Maneejuk, Hai Q. Dinh

Axioms, 2022

The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach.

Yehui Wang, Jianxu Liu, Zhaolin Qiu, Songsak Sriboonchitta

Axioms, 2022

Comparison of Systemic Financial Risks in the US before and after the COVID-19 Outbreak - A Copula-GARCH with CES Approach.

Ji Ma, Xiaoqing Li, Jianxu Liu, Jiande Cui, Mingzhi Zhang, Songsak Sriboonchitta

Axioms, 2022

The Role of Risk Forecast and Risk Tolerance in Portfolio Management: A Case Study of the Chinese Financial Sector.

Jianxu Liu, Yangnan Cheng, Xiaoqing Li, Songsak Sriboonchitta

Axioms, 2022

2021

Linkage structure of China's housing market and its risk-defusing capability.

Yehui Wang, Jianxu Liu, Yuxuan Tang, Songsak Sriboonchitta

Soft Comput., 2021

A trivariate Gaussian copula stochastic frontier model with sample selection.

Jianxu Liu, Songsak Sriboonchitta, Aree Wiboonpongse, Thierry Denoeux

Int. J. Approx. Reason., 2021

2020

Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model.

Yefan Zhou, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020

Analysis of the Determinants of CO₂ Emissions: A Bayesian LASSO Approach.

Heng Wang, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020

Dependence of Financial Institutions in China: An Analysis Based on FDG Copula Model.

Yangnan Cheng, Jianxu Liu, Mengjiao Wang, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2020

2019

Technical Efficiency Analysis of Top Agriculture Producing Countries in Asia: Zero Inefficiency Meta-Frontier Approach.

Jianxu Liu, Hui Li, Songsak Sriboonchitta, Sanzidur Rahman

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Technical Efficiency Analysis of Agricultural Production of BRIC Countries and the United States of America: A Copula-Based Meta-Frontier Approach.

Jianxu Liu, Yangnan Cheng, Sanzidur Rahman, Songsak Sriboonchitta

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Robust Synchronization of Multiple Marine Vessels With Time-Variant Disturbance and Communication Delays.

Jianxu Liu, Mingyu Fu, Yujie Xu

IEEE Access, 2019

Factors Affecting Carbon Emissons in the G7 and BRICS Countries: Evidence from Quantile Regression.

Yefan Zhou, Jirakom Sirisrisakulchai, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

An Econometric Study of Inbound Tourism Demand in Hong Kong, Macao and Taiwan: A Case Study of Mainland China.

Bing Yang, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

The Impact of Economic Growth, Energy Consumption and Trade Openness on Carbon Emissions: An Empirical Analysis in China.

Jianxu Liu, Zihe Li, Changrui Dong, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2019

2018

Technical Efficiency Analysis of China's Agricultural Industry: A Stochastic Frontier Model with Panel Data.

Ji Ma, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

A Portfolio Optimization Between US Dollar Index and Some Asian Currencies with a Copula-EGARCH Approach.

Ji Ma, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Predictive Econometrics and Big Data, 2018

Impact of Trade Liberalization on Economic Growth in ASEAN: Copula-Based Seemingly Unrelated Regression Model.

Arisara Romyen, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2018

Forecasting Credit-to-GDP.

Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Econometrics for Financial Applications, 2018

2017

Foreign Direct Investment, Exports and Economic Growth in ASEAN Region: Empirical Analysis from Panel Data.

Pheara Pheang, Jianxu Liu, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Forecasting Cash Holding with Cash Deposit Using Time Series Approaches.

Kobpongkit Navapan, Jianxu Liu, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Chinese Outbound Tourism Demand to Singapore, Malaysia and Thailand Destinations: A Study of Political Events and Holiday Impacts.

Jianxu Liu, Duangthip Sirikanchanarak, Jiachun Xie, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

The Role of Asian Credit Default Swap Index in Portfolio Risk Management.

Jianxu Liu, Chatchai Khiewngamdee, Songsak Sriboonchitta

Proceedings of the Robustness in Econometrics, 2017

Joint Determinants of Foreign Direct Investment (FDI) Inflow in Cambodia: A Panel Co-integration Approach.

Theara Chhorn, Jirakom Sirisrisakulchai, Chukiat Chaiboonsri, Jianxu Liu

Proceedings of the Robustness in Econometrics, 2017

A double-copula stochastic frontier model with dependent error components and correction for sample selection.

Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse, Thierry Denoeux

Int. J. Approx. Reason., 2017

2016

Modeling Co-Movement and Risk Management of Gold and Silver Spot Prices.

Chen Yang, Songsak Sriboonchitta, Jirakom Sirisrisakulchai, Jianxu Liu

Proceedings of the Causal Inference in Econometrics, 2016

Analysis of Transmission and Co-Movement of Rice Export Prices Between Thailand and Vietnam.

Duangthip Sirikanchanarak, Jianxu Liu, Songsak Sriboonchitta, Jiachun Xie

Proceedings of the Causal Inference in Econometrics, 2016

Real-Time Single Frequency Precise Point Positioning Using SBAS Corrections.

Liang Li, Chun Jia, Lin Zhao, Jianhua Cheng, Jianxu Liu, Jicheng Ding

Sensors, 2016

Modelling Co-movement and Portfolio Optimization of Gold and Global Major Currencies.

Methas Rattanasorn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

Modeling and Forecasting Interdependence of the ASEAN-5 Stock Markets and the US, Japan and China.

Krit Lattayaporn, Jianxu Liu, Jirakom Sirisrisakulchai, Songsak Sriboonchitta

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2016

2015

Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel.

Jianxu Liu, Songsak Sriboonchitta, Roland-Holst David, David Zilberman, Aree Wiboonpongse

Proceedings of the Econometrics of Risk, 2015

Modeling dependence between error components of the stochastic frontier model using copula: Application to intercrop coffee production in Northern Thailand.

Aree Wiboonpongse, Jianxu Liu, Songsak Sriboonchitta, Thierry Denoeux

Int. J. Approx. Reason., 2015

Willingness-to-pay estimation using generalized maximum-entropy: A case study.

Songsak Sriboonchitta, Jianxu Liu, Jirakom Sirisrisakulchai

Int. J. Approx. Reason., 2015

Volatility and Dependence for Systemic Risk Measurement of the International Financial System.

Jianxu Liu, Songsak Sriboonchitta, Panisara Phochanachan, Jiechen Tang

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

The Economic Evaluation of Volatility Timing on Commodity Futures Using Periodic GARCH-Copula Model.

Xue Gong, Songsak Sriboonchitta, Jianxu Liu

Proceedings of the Integrated Uncertainty in Knowledge Modelling and Decision Making, 2015

2014

Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns.

Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse

Proceedings of the Modeling Dependence in Econometrics, 2014

A Vine Copula Approach for Analyzing Financial Risk and Co-movement of the Indonesian, Philippine and Thailand Stock Markets.

Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen

Proceedings of the Modeling Dependence in Econometrics, 2014

Vine Copulas As a Way to Describe and Analyze Multi-Variate Dependence in Econometrics: Computational Motivation and Comparison with Bayesian Networks and Fuzzy Approaches.

Songsak Sriboonchitta, Jianxu Liu, Vladik Kreinovich, Hung T. Nguyen

Proceedings of the Modeling Dependence in Econometrics, 2014

Studying Volatility and Dependency of Chinese Outbound Tourism Demand in Singapore, Malaysia, and Thailand: A Vine Copula Approach.

Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich

Proceedings of the Modeling Dependence in Econometrics, 2014

2013

Modeling volatility and dependency of agricultural price and production indices of Thailand: Static versus time-varying copulas.

Songsak Sriboonchitta, Hung T. Nguyen, Aree Wiboonpongse, Jianxu Liu

Int. J. Approx. Reason., 2013

2009

Re-Discussion on the Relationship of Institutional Innovation, Technological Innovation and Economic Development.

Bingquan He, Qian Yang, Jianxu Liu

Proceedings of the 2009 Pacific-Asia Conference on Circuits, Communications and Systems, 2009