Chenyan's research interests focus on emission-trading market design, policy analysis, and time-series modelling. 

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It became clear that using cost-effective mitigation strategies was a priority in climate change, for instance, carbon pricing. Her current research proposes investigating the carbon pricing mechanism. Furthermore, the local impacts of emissions trading have potential side effects, such as cost pass-through and carbon leakage that should be considered to reduce the human and environmental health impacts and the economic ramifications of the emissions allowance allocation process. 

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Her research also included in-depth, quantitative studies of the views of local environmental impacts generated by the spatial and temporal distribution of emission allowances.