9
H index
9
i10 index
528
Citations
Wilfrid Laurier University | 9 H index 9 i10 index 528 Citations RESEARCH PRODUCTION: 19 Articles 9 Papers RESEARCH ACTIVITY: 19 years (2000 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch102 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Wing Hong Chan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 4 |
Economics Letters | 2 |
Empirical Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 4 |
Working Papers / Wilfrid Laurier University, Department of Economics | 2 |
Year | Title of citing document |
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2023 | On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815. Full description at Econpapers || Download paper |
2023 | Measuring efficiency of Peruvian universities: a stochastic frontier analysis. (2023). Wiper, Michael Peter ; Lopes, Maria Helena ; Orosco, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36250. Full description at Econpapers || Download paper |
2023 | Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure. (2023). Cai, Qingyun ; Chang, Chiu-Lan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:168-183. Full description at Econpapers || Download paper |
2023 | Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359. Full description at Econpapers || Download paper |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper |
2023 | Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274. Full description at Econpapers || Download paper |
2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper |
2023 | Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010. Full description at Econpapers || Download paper |
2023 | Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523. Full description at Econpapers || Download paper |
2023 | Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597. Full description at Econpapers || Download paper |
2023 | Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310. Full description at Econpapers || Download paper |
2023 | Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic. (2023). Jiang, Haifeng ; Hu, Genhua. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002180. Full description at Econpapers || Download paper |
2023 | Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111. Full description at Econpapers || Download paper |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper |
2023 | Rural Sustainable Prosperity: Social Enterprise Ecosystems as a Framework for Sustainable Rural Development. (2023). Davis, Sarah C ; Knutsen, Faith Beale ; Jolley, Jason G ; Ricket, Allison L. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11339-:d:1198869. Full description at Econpapers || Download paper |
2023 | The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8. Full description at Econpapers || Download paper |
2023 | Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3. Full description at Econpapers || Download paper |
2023 | Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8. Full description at Econpapers || Download paper |
2023 | Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women In: American Journal of Public Health. [Full Text][Citation analysis] | article | 2 |
2002 | Conditional Jump Dynamics in Stock Market Returns. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 160 |
2009 | THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY In: Journal of Financial Research. [Full Text][Citation analysis] | article | 9 |
2006 | Occupational Labour Demand and the Sources of Non?neutral Technical Change* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2008 | Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 6 |
2012 | Long-range dependence in the international diamond market In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2004 | Conditional correlated jump dynamics in foreign exchange In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
2019 | Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 43 |
2005 | The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis In: Resource and Energy Economics. [Full Text][Citation analysis] | article | 79 |
2018 | Volatility Spillovers Arising from the Financialization of Commodities In: JRFM. [Full Text][Citation analysis] | article | 4 |
2010 | Do Derivative Markets Contain Useful Information for Signaling Hot Money Flows? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Price Limits and Stock Market Volatility in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2014 | From Fixed to Float: A Competing Risks Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2016 | From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2016 | Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2017 | Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2009 | A New Look at Copper Markets: A Regime-Switching Jump Model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2000 | Invariance, price indices and estimation in almost ideal demand systems In: Empirical Economics. [Full Text][Citation analysis] | article | 15 |
2003 | A correlated bivariate Poisson jump model for foreign exchange In: Empirical Economics. [Full Text][Citation analysis] | article | 19 |
2006 | University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods In: Education Economics. [Full Text][Citation analysis] | article | 48 |
2014 | PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers. [Citation analysis] | paper | 0 |
2005 | The Impact of Oil and Natural Gas Facilities on Rural Residential Property In: Working Papers. [Full Text][Citation analysis] | paper | 75 |
2005 | University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2006 | Jumping hedges: An examination of movements in copper spot and futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 30 |
2010 | Forecasting volatility: Roles of sampling frequency and forecasting horizon In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2010 | Optimal hedge ratios in the presence of common jumps In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
2012 | Time?varying jump risk premia in stock index futures returns In: Journal of Futures Markets. [Citation analysis] | article | 6 |
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