Publications:
- Modeling green reputation decisions in a nonlinear Cournot duopoly of carbon emission abatement accepted in Economic Modeling, joint with Xiaoliang Li and Shuie Sun
- Structural Analysis of Oligopoly Equilibria Based on Triangular Decomposition and Cylindrical Algebraic Decomposition (forthcoming), Proceedings of the International Symposium on Symbolic and Algebraic Computation (ISSAC), joint with Bo Huang and Xiaoliang Li
- Topological Chaos in Oligopoly Competition (2025), Economics Letters, Vol. 252, No. 112330, joint with Xiaoliang Li
- Influence of Price Elasticity of Demand on Monopoly Games under Different Returns to Scale (2025), Mathematics and Computers in Simulation, joint with Xiaoliang Li and Jing Yang
- How Much is the Gap? — Efficient Overnight Jump Risk-Adjusted Valuation of Leveraged Certificates (2017), Quantitative Finance, Vol. 17, No. 9, pp. 1387-1401, joint with Matthias Thul
Working Papers:
- Green Goodwill and Effectiveness of Carbon Abatement Policies: Static and Dynamic Perspectives (R&R at Resource and Energy Economics)
- Green Goodwill in a Monopolistic Market: A Dynamic Game Approach to Carbon Emission Abatement and Market Stability (R&R in Finance Research Letters)
- Presale Discounts and Risk Sharing: Theory and Evidence from the Hong Kong Real Estate Market (Under Review)
- The Macroeconomic Implications of Limited Arbitrage (Under Review)
- Analytical Option Pricing under an Asymmetrically Displaced Double Gamma Jump-Diffusion Model
- Recursive equilibria in dynamic economies with bounded rationality