Monograph：
[1]. Li Chen, Jiti Gao, and Farshid Vahid, 2024. Nonlinear Trending Time Series: Theory and Practice, published by World Scientific.
For more details, see https://www.worldscientific.com/worldscibooks/10.1142/13844#t=aboutBook
Articles:
[1]. Global temperatures and greenhouse gases: a common features approach, Journal of Econometrics, 2022, 230(2), 240-254, with Jiti Gao and Farshid Vahid.
[2]. Stock return predictability and cyclical movements in valuation ratios, Journal of Empirical Finance, 2023, 72, 36-53, with Deshui Yu and Difang Huang.
[3]. Local predictability of stock returns and cash flows, Journal of Empirical Finance, 2024, 77, 101485, with Deshui Yu.
[4]. The time-varying pollution premium, Journal of Banking and Finance, 2026, 187, 107693, with Ximing Yin and Deshui Yu.
[5]. Mean reversions in the debt-to-GDP ratio and predictability of treasury debt returns and surpluses, Financial Management, 2026, forthcoming, with Mingtao Zhou and Deshui Yu.
[6]. Localizing Multivariate CAViaR, Statistica Sinica, 2026, forthcoming, with Xiu Xu, Yegor Klochkov, and Wolfgang Karl Härdle.
[7]. Climate change and urban total factor productivity: Evidence from capital cities and municipalities in China, Empirical Economics, 2023, 65, 401-441, with Bin Jiang and Chuan Wang.
[8]. Forecasting dividend growth: the role of adjusted earnings yield, Economic Modelling, 2023, 120, 106188, with Deshui Yu, Difang Huang, and Luyang Li.
[9]. Nonparametric modeling for the time-varying persistence of inflation, Economics Letters, 2023, 225, 111040, with Deshui Yu and Luyang Li.
[10]. Time-varying predictability of the long horizon equity premium based on semiparametric regressions, Economics Letters, 2023, 224, 111033, with Deshui Yu and Luyang Li.
[11]. Testing for common trends and patterns in functional time series data, Economics Letters, 2025, 254, 112440, with Xiu Xu.
[12]. Bitcoin price extremes and implications for financial regulation, Fundamental Research, 2026, forthcoming, with Difang Huang and Shouyang Wang.