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Pengfei Dai

Wuhan University of Technology (per OpenAlex) · OpenAlex

4 papers in scope · 4 published · 1 on the econ.EM arXiv · 57 citations · h-index 3 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Wei-Xing Zhou
  2. Yun-Shi Dai
  3. Peng-Fei Dai
  4. Kiet Tuan Duong
  5. Duc Khuong Nguyen
  6. Stéphane Goutte
  7. Kamil Yılmaz
  8. Francis X. Diebold
  9. Michael J. Puma
  10. Francis Ludlow
  11. Daniele Girolimetto
  12. Julia Manso
  13. Stefan Wager
  14. Susan Athey
  15. Emanuele Lopetuso
  16. Massimiliano Caporin
  17. Eugene Dettaa
  18. Endong Wang
  19. Akihiko Noda
  20. Koichiro Moriya

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 4)

published2025 · Risk Analysis · 4 citations
published2023 · arXiv · 32 citations
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
published2023 · Journal of International Financial Markets Institutions and Money · 21 citations
Moment conditions for fractional degree stochastic dominance
published2022 · Finance research letters
with Hongxia Wang, Lin Zhou, Xiong Xiong

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.