第一作者. Time-varying spillover effects and investment strategies between WTI crude oil, Natural Gas and Chinese stock markets related to Belt and Road initiative. Energy Economics, 2022，107, 105883. （SSCI）
第一作者. Some new efficient mean-variance portfolio selection models, International Journal of Finance & Economics, 2022;27:4784-4796. （SSCI）
第一作者.. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China, North American Journal of Economics and Finance, 2022, 62, 101745。（SSCI）
第一作者. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment, Energy Economics, 2022, 114, 106226. （SSCI）
第一作者. Forecasting stock return volatility: The role of shrinkage approaches in a data-rich environment. Journal of Forecasting, 2022, 41, 980-996. （SSCI）
第一作者. 我國石油、黃金、房地產和金融部門間系統風險動態溢出效應研究[J]. 系統工程理論與實踐, 2022, 接收。（管理學部A類期刊）
第一作者. Predicting stock returns: a risk measurement perspective. International Review of Financial Analysis, 2021, 74, 101676. （SSCI）
第一作者. 人民幣匯率的可預測性與預測因子選擇[J]. 系統工程理論與實踐，2021，41(11): 2822-2836. （管理學部A類期刊）
第一作者. Efficient predictability of oil price: The role of number of IPOs and U.S.dollar index. Resources Policy, 2021, 74, 102297. （SSCI）
第一作者. Forecasting stock market volatility: can the risk aversion measure exert an important role? North American Journal of Economics and Finance, 2021, 59, 101510. （SSCI）
第一作者. The skewness of oil price returns and equity premium predictability. Energy Economics, 2021, 94, 105069. （SSCI）
第一作者. New technical indicators and stock returns predictability, International Review of Economics and Finance, 2021, 71: 127-142. （SSCI）
第一作者. Bond yield and crude oil prices predictability. Energy Economics, 2021, 97, 105205（經濟與商業ABS三星期刊）
第一作者. Indicator selection and stock return predictability. North American Journal of Economics and Finance, 2021, 57, 101394. （SSCI）
第一作者. Forecasting stock market returns: new technical indicators and two-step economic constraint method. North American Journal of Economics and Finance, 2020, 53, 101216. （SSCI）
第一作者. Stock return predictability from a mixed model perspective, Pacific-Basin Finance Journal, 2020, 60, 101267. （SSCI）
第一作者. Efficient predictability of stock return volatility: the role of stock market implied volatility, North American Journal of Economics and Finance, 2020, 52, 101174. （SSCI）
第一作者. Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition, Applied Economics, 2020, 52: 2309-2323. （SSCI）
第一作者. Some improved sparse and stable portfolio optimization problems, Finance Research Letters, 2018, 27: 46-52（經濟與商業ABS兩星期刊，ESI高被引論文）
