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Employment (1)

Deakin University: Melbourne, VIC, AU

(Department of Finance)
Employment
Source: Self-asserted source
Ruipeng Liu

Education and qualifications (1)

Christian-Albrechts-Universität zu Kiel: Kiel, Schleswig-Holstein, DE

Qualification
Source: Self-asserted source
Ruipeng Liu

Works (13)

Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility

Economics Letters
2025-02 | Journal article
Contributors: Elie Bouri; Oguzhan Cepni; Rangan Gupta; Ruipeng Liu
Source: check_circle
Crossref

Performance of energy ETFs and climate risks

Energy Economics
2025-01 | Journal article
Part of ISSN: 0140-9883
Contributors: Minh Nhat Nguyen; Ruipeng Liu; Youwei Li
Source: Self-asserted source
Ruipeng Liu

Do stock markets care about climate change: A public media perspective

International Review of Finance
2024-12-10 | Journal article
Part of ISSN: 1369-412X
Part of ISSN: 1468-2443
Contributors: Minh Nhat Nguyen; Ruipeng Liu
Source: Self-asserted source
Ruipeng Liu

Investors’ Uncertainty and Forecasting Stock Market Volatility

Journal of Behavioral Finance
2022-07-03 | Journal article
Contributors: Ruipeng Liu; Rangan Gupta
Source: check_circle
Crossref

Volatility forecasting with bivariate multifractal models

Journal of forecasting
2020 | Journal article
Source: Self-asserted source
Ruipeng Liu

Long memory in financial markets: A heterogeneous agent model perspective

International Review of Financial Analysis
2018-07 | Journal article
Contributors: Min Zheng; Ruipeng Liu; Youwei Li
Source: check_circle
Crossref

A new GARCH model with higher moments for stock return predictability

Journal of International Financial Markets, Institutions and Money
2018-02 | Journal article
Contributors: Paresh Kumar Narayan; Ruipeng Liu
Source: check_circle
Crossref

Generalized Method of Moment Estimation of Multivariate Multifractal Models

economic modelling
2017 | Journal article
Source: Self-asserted source
Ruipeng Liu

A unit root model for trending time-series energy variables

Energy economics
2015 | Journal article
Source: Self-asserted source
Ruipeng Liu

Non-homogeneous volatility correlations in the bivariate multifractal model

European journal of finance
2015 | Journal article
Source: Self-asserted source
Ruipeng Liu

A unit root model for trending time-series energy variables

Energy Economics
2015-07 | Journal article
Contributors: Paresh Kumar Narayan; Ruipeng Liu
Source: check_circle
Crossref

Multifractality and long-range dependence of asset returns: The scaling behavior of the Markov-switching multifractal model with lognormal volatility components

Advances in Complex Systems
2008 | Journal article
Source: Self-asserted source
Ruipeng Liu

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

Physica A: Statistical Mechanics and its Applications
2007 | Journal article
Source: Self-asserted source
Ruipeng Liu

Peer review (9 reviews for 4 publications/grants)

Review activity for International review of economics & finance. (1)
Review activity for International review of financial analysis. (4)
Review activity for Physica. (3)
Review activity for SN Business & Economics. (1)