Author

Yong Ma

Institution: Hunan University

Observed institution: Hunan University

ORCID: 0000-0001-7532-8412

Observed ORCID: 0000-0001-7532-8412

OpenAlex ID: A5032651377

Regional water footprint evaluation and trend analysis of China—based on interregional input–output model

2015 · Guangyao Deng, Yong Ma, et al. · Journal of Cleaner Production · 89

Pricing Vulnerable Options with Jump Clustering

2017 · Yong Ma, Keshab Shrestha, et al. · Journal of Futures Markets · 60

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Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate

2019 · Chaoqun Ma, Shengjie Yue, et al. · Computational Economics · 32

Can Investors on P2P Lending Platforms Identify Default Risk?

2019 · Rongcai Hu, Meng Liu, et al. · International Journal of Electronic Commerce · 32

Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets

2024 · Xinlei Hao, Yong Ma, et al. · Journal of Multinational Financial Management · 27

Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model

2022 · Xiaojun Liu, Yunyuan Wang, et al. · The North American Journal of Economics and Finance · 26

Structural credit risk modelling with Hawkes jump diffusion processes

2016 · Yong Ma, Weidong Xu · Journal of Computational and Applied Mathematics · 24

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Climate risk and predictability of global stock market volatility

2025 · Mingtao Zhou, Yong Ma · Journal of International Financial Markets Institutions and Money · 21

Consistent pricing of VIX options with the Hawkes jump-diffusion model

2020 · Bo Jing, Shenghong Li, et al. · The North American Journal of Economics and Finance · 18

Weathering market swings: Does climate risk matter for agricultural commodity price predictability?

2024 · Yong Ma, Mingtao Zhou, et al. · Journal of commodity markets · 17

A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps

2020 · Jianping Lyu, Yong Ma, et al. · Communication in Statistics- Theory and Methods · 17

Exchange options under clustered jump dynamics

2020 · Yong Ma, Dongtao Pan, et al. · Quantitative Finance · 17

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Physical vs. Transition climate risks: Asymmetric effects on stock return predictability

2025 · Mingtao Zhou, Yong Ma · International Review of Financial Analysis · 15

Pricing and hedging foreign equity options under Hawkes jump–diffusion processes

2019 · Yong Ma, Dongtao Pan, et al. · Physica A Statistical Mechanics and its Applications · 14

Tax evasion, audits with memory, and portfolio choice

2020 · Yong Ma, Hao Jiang, et al. · International Review of Economics & Finance · 12

Pricing VIX options with volatility clustering

2020 · Bo Jing, Shenghong Li, et al. · Journal of Futures Markets · 11

China’s embodied energy trade: based on hypothetical extraction method and structural decomposition analysis

2018 · Guangyao Deng, Yong Ma, et al. · Energy Sources Part B Economics Planning and Policy · 11

Twitter-based market uncertainty and global stock volatility predictability

2024 · Yong Ma, Shuaibing Li, et al. · The North American Journal of Economics and Finance · 10

Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility

2021 · Yong Ma, Li Chen, et al. · Communication in Statistics- Theory and Methods · 10

Economic policy uncertainty, risk perception and stock price crash risk: Evidence from China

2024 · Xiaojun Liu, Yong Ma, et al. · Economic Analysis and Policy · 9

Optimal investment and consumption in the market with jump risk and capital gains tax

2018 · Yong Ma, Shiping Shan, et al. · Journal of Industrial and Management Optimization · 7

Forecasting crude oil prices: Does global financial uncertainty matter?

2024 · Yong Ma, Shuaibing Li, et al. · International Review of Economics & Finance · 6

Local urban investment bonds and the profitability of firms

2024 · Pengzhi Kong, Wenzhuo Lyu, et al. · Pacific-Basin Finance Journal · 6

Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory

2014 · Yong Ma, Zhengjun Zhang, et al. · Computational Economics · 6

Stock volatility reactions to economic policy uncertainty: the moderating role of sentiment divergence

2024 · Xiaojun Liu, Yong Ma · Applied Economics · 5

Works count: 66

Citation count: 542

H-index: 14

I10-index: 19