Rui Ren

Humboldt University of Berlin

Unter den Linden 6

Berlin, AK Berlin 10099

Germany

SCHOLARLY PAPERS

6

DOWNLOADS

1,150

SSRN CITATIONS

6

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis

The Singapore Economic Review, Forthcoming
Number of pages: 25 Posted: 23 Dec 2020 Last Revised: 27 Dec 2022
Humboldt University of Berlin, Humboldt University of Berlin - Institute for Statistics and Econometrics and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 408 (137,918)
Citation 4

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Cryptocurrencies, Network Dynamics, Portfolio Optimization, Quantile Regression, Systemic Risk, Financial Risk Meter

Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective

Number of pages: 36 Posted: 27 Dec 2022 Last Revised: 10 Apr 2024
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin, Southwestern University of Finance and Economics (SWUFE), Karlsruhe Institute of Technology - Institute AIFB, Humboldt University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 235 (246,360)

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Partial correlation network, high-frequency data, cryptocurrency, cross exchanges, FTX, risk spillover

Cross-Exchange Crypto Risk: A High-Frequency Dynamic Network Perspective

Number of pages: 35 Posted: 02 Oct 2023 Last Revised: 26 May 2024
International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin, School of Statistics, Karlsruhe Institute of Technology - Institute AIFB, Humboldt University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 74 (609,468)

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Partial correlation network, high-frequency data, Bitcoin, FTX, HAR

3.

Financial Risk Meter based on Expectiles

Journal of Multivariate Analysis
Number of pages: 25 Posted: 01 Apr 2021 Last Revised: 29 Jun 2022
Humboldt University of Berlin, National Chiao-Tung University, Xiamen University and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 205 (280,114)
Citation 4

Abstract:

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Expectiles, EVaR, CoEVaR, expectile lasso regression, network analysis, systemic risk, Financial Risk Meter

4.

Investor Opinion Formation and the Distribution of Stock Returns

Number of pages: 33 Posted: 04 Jun 2023 Last Revised: 31 May 2024
Maria Osipenko and Rui Ren
Berlin School of Economics and Law and Humboldt University of Berlin
Downloads 89 (538,912)

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abnormal returns, expectile regression, news sentiment

5.

Peer Effects and Club Selections of a Unique Online Fishing Game

Number of pages: 31 Posted: 12 Aug 2022 Last Revised: 24 Dec 2022
Humboldt University of Berlin, ESMT European School of Management and Technology, University of Yorkaffiliation not provided to SSRN and Humboldt University of Berlin
Downloads 86 (550,572)

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peer effects, social interaction, self-selection, online games, decision making, data-driven analytics, digital business model

6.

Understanding Blockchain Technology

Number of pages: 23 Posted: 30 Apr 2024
Karlsruhe Institute of Technology - Institute AIFB, Romanian Academy - Institute for Economic Forecasting and Humboldt University of Berlin
Downloads 53 (709,928)

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