Published in Finance Research Letters [SSCI, JCR Q1, ABDC A, ABS 3], 2026
Studies section-level machine readability of corporate disclosures around Russell index reconstitution.
Recommended citation: Li, B.*, Chen, A.W., Guo, R. & Lou, S. (2026). "Algorithmic Window Dressing? Section-Level Machine Readability around Russell Reconstitution." Finance Research Letters, 108, 110485.
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Published in International Journal of Financial Studies [ESCI, JCR Q2], 2026
Uses the 2025 U.S.–China trade friction as a setting in which tariff news arrived in discrete, well-identified announcements, and shows that soybean futures responded asymmetrically to escalation and de-escalation.
Recommended citation: Chen, A.W. & Zhang, Z.* (2026). "Can Soybean Tariff Shocks Trigger Abnormal Asymmetric Phenomena in Futures Markets? Evidence from the 2025 U.S.–China Trade Friction." International Journal of Financial Studies, 14(1), 1–25.
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International Review of Economics & Finance [SSCI, JCR Q1, ABDC A, ABS 3] — under review, 2026
Under review at the International Review of Economics & Finance. Evaluates when machine-learning volatility forecasts create economic value under asymmetric loss.
Recommended citation: Chen, A.W., Yuan, G.* & Hou, Y.(G.) (2026). "When Does Precision Pay? Asymmetric Loss and the Economic Value of Machine-Learning-based Volatility Forecasts." International Review of Economics & Finance, under review.
SN Business & Economics — revised and resubmitted, 2026
Revised and resubmitted at SN Business & Economics. Separates the trade-policy and exchange-rate channels through which risk spills over between Chinese and U.S. soybean markets.
Recommended citation: Chen, A.W.* (2026). "Trade Policy Shocks, Exchange Rate Fluctuations, and Agricultural Financial Risk Spillover: Evidence from Soybean Markets in China and the United States." SN Business & Economics, revised and resubmitted.
Journal of Futures Markets [SSCI, JCR Q2, ABDC A, ABS 3] — under review, 2026
Under review at the Journal of Futures Markets. Asks when alternative and unstructured information carries priced signal rather than noise in Chinese agricultural futures.
Recommended citation: Chen, A.W., Chen, X. & Zhu, Z.* (2026). "Signals in the Noise: A Machine-Learning Approach to Pricing Alternative Information Shocks in Chinese Agricultural Futures." Journal of Futures Markets, under review.
Alternatives: Global, Local, Political [SSCI, JCR Q2, ABDC A] — under review, 2026
Under review at Alternatives: Global, Local, Political. Examines how battery supply chains became an object of economic security policy, and what deglobalization costs the green transition.
Recommended citation: Chen, A.W.* (2026). "Securitizing the Green Transition: Battery Supply Chains, Economic Security, and the Costs of Deglobalization." Alternatives: Global, Local, Political, under review.
Energy Economics [SSCI, JCR Q1, ABDC A*, ABS 3] — under review, 2026
Under review at Energy Economics. Traces how regional climate stress and local attention spill over to global natural gas volatility.
Recommended citation: Chen, A.W., Yuan, G., Goodell, J.W.* & Hou, Y.(G.) (2026). "Local Attention Matters: Evidence from Regional Climate Stress and Spillovers to Global Natural Gas Volatility." Energy Economics, under review.
BSc graduation thesis, University of Debrecen, 2025
BSc graduation thesis, University of Debrecen. Graded Excellent (5/5). The starting point for my subsequent work on tariff shocks in agricultural futures.
Recommended citation: Chen, W. & Adam, M. (2025). "The Market Effect of Trade War on International Soybean Market." BSc graduation thesis, University of Debrecen. Grade: Excellent (5/5).
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