Cindy Yu
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in
- Finance 20
- Financial Risk and Volatility Modeling 14
- Stochastic processes and financial applications 13
- Financial Markets and Investment Strategies 5
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- Complex Systems and Time Series Analysis 7
- Market Dynamics and Volatility 7
- Co-authors
- Xiaodong Du (6 shared papers)Dermot J. Hayes (2 shared papers)Jae Kwang Kim (1 shared paper)Haitao Li (8 shared papers)Martin T. Wells (5 shared papers)David A. Hennessy (4 shared papers)Steven Kou (2 shared papers)Haitao Li (3 shared papers)
- Journals
- Management Science (3 papers)Econometrics and Statistics (3 papers)American Journal of Agricultural Economics (2 papers)Journal of the American Statistical Association (2 papers)Electronic Journal of Statistics (2 papers)
- Partner nations
- United StatesChinaHong Kong
In The Last Decade
Cindy Yu
35 papers receiving 833 citations
Cindy Yu's Hit Papers
Peers
Comparison fields: 5 of 91
- Finance 306
- General Economics, Econometrics and Finance 220
- Statistics and Probability 162
- Economics and Econometrics 540
- General Energy 18
Countries citing papers authored by Cindy Yu
This map shows the geographic impact of Cindy Yu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Cindy Yu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Cindy Yu more than expected).
Fields of papers citing papers by Cindy Yu
This network shows the impact of papers produced by Cindy Yu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Cindy Yu. The network helps show where Cindy Yu may publish in the future.
Co-authors
The 25 scholars most cited alongside Cindy Yu, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 40 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis Hit paper breakdown → | 2011 | 410 |
| 2 | 2011 | 124 | |
| 3 | 2006 | 102 | |
| 4 | 2010 | 41 | |
| 5 | 2016 | 27 | |
| 6 | 2012 | 20 | |
| 7 | 2019 | 13 | |
| 8 | 2015 | 12 | |
| 9 | 2009 | 11 | |
| 10 | 2009 | 9 | |
| 11 | 2018 | 9 | |
| 12 | 2018 | 8 | |
| 13 | Replication variance estimation under two-phase sampling | 2011 | 7 |
| 14 | 2019 | 7 | |
| 15 | 2013 | 6 | |
| 16 | A Bayesian Analysis of Return Dynamics with Lévy Jumps | 2008 | 6 |
| 17 | 2015 | 6 | |
| 18 | 2010 | 6 | |
| 19 | 2020 | 5 | |
| 20 | 2010 | 5 |
About Cindy Yu
Cindy Yu is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 40 papers that have together received 875 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (14 papers), Stochastic processes and financial applications (13 papers), Monetary Policy and Economic Impact (8 papers), Statistical Methods and Inference (7 papers), Complex Systems and Time Series Analysis (7 papers), Market Dynamics and Volatility (7 papers), Statistical Methods and Bayesian Inference (6 papers) and Financial Markets and Investment Strategies (5 papers). The work is most often cited by research in Finance (306 citations), General Economics, Econometrics and Finance (220 citations), Statistics and Probability (162 citations), Economics and Econometrics (540 citations) and General Energy (18 citations). Cindy Yu has collaborated with scholars based in United States, China and Hong Kong. Frequent co-authors include Xiaodong Du, Dermot J. Hayes, Jae Kwang Kim, Haitao Li, Martin T. Wells, David A. Hennessy, Steven Kou, Haitao Li, Liang Peng and Song Xi Chen. Their work appears in journals such as Management Science, Econometrics and Statistics, American Journal of Agricultural Economics, Journal of the American Statistical Association and Electronic Journal of Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.