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Xiaochun Meng

Xiaochun Meng

University of Sussex

H-index: 4

Europe-United Kingdom

Contact Xiaochun Meng

About Xiaochun Meng

Xiaochun Meng, With an exceptional h-index of 4 and a recent h-index of 4 (since 2020), a distinguished researcher at University of Sussex, specializes in the field of Time Series Modelling, Financial Econometrics, Climate Forecasting, Forecasting Evaluation.

His recent articles reflect a diverse array of research interests and contributions to the field:

Evaluating the discrimination ability of proper multi-variate scoring rules

Scores for multivariate distributions and level sets

Angular Combining of Forecasts of Probability Distributions

Targeting Kollo skewness with random orthogonal matrix simulation

Comparing probabilistic forecasts of the daily minimum and maximum temperature

Estimating value-at-risk and expected shortfall using the intraday low and range data

Xiaochun Meng Information

University

Position

Lecturer in Finance

Citations(all)

86

Citations(since 2020)

82

Cited By

26

hIndex(all)

4

hIndex(since 2020)

4

i10Index(all)

2

i10Index(since 2020)

2

Email

University Profile Page

Google Scholar

Xiaochun Meng Skills & Research Interests

Time Series Modelling

Financial Econometrics

Climate Forecasting

Forecasting Evaluation

Top articles of Xiaochun Meng

Evaluating the discrimination ability of proper multi-variate scoring rules

Annals of Operations Research

2024/3

Carol Alexander
Carol Alexander

H-Index: 30

Michael Coulon
Michael Coulon

H-Index: 8

Yang Han
Yang Han

H-Index: 5

Xiaochun Meng
Xiaochun Meng

H-Index: 2

Scores for multivariate distributions and level sets

Operations Research

2023/7/24

Xiaochun Meng
Xiaochun Meng

H-Index: 2

James W Taylor
James W Taylor

H-Index: 31

Angular Combining of Forecasts of Probability Distributions

arXiv preprint arXiv:2305.16735

2023/5/26

James W Taylor
James W Taylor

H-Index: 31

Xiaochun Meng
Xiaochun Meng

H-Index: 2

Targeting Kollo skewness with random orthogonal matrix simulation

European Journal of Operational Research

2022/5/16

Carol Alexander
Carol Alexander

H-Index: 30

Xiaochun Meng
Xiaochun Meng

H-Index: 2

Wei Wei
Wei Wei

H-Index: 5

Comparing probabilistic forecasts of the daily minimum and maximum temperature

International Journal of Forecasting

2022/1/1

Xiaochun Meng
Xiaochun Meng

H-Index: 2

James W Taylor
James W Taylor

H-Index: 31

Estimating value-at-risk and expected shortfall using the intraday low and range data

European Journal of Operational Research

2020/1/1

Xiaochun Meng
Xiaochun Meng

H-Index: 2

James W Taylor
James W Taylor

H-Index: 31

See List of Professors in Xiaochun Meng University(University of Sussex)