I-Hsuan Ethan Chiang : Citation Profile

Are you I-Hsuan Ethan Chiang?

University of North Carolina-Charlotte

4

H index

3

i10 index

133

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 14
   Journals where I-Hsuan Ethan Chiang has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (0.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1951
   Updated: 2024-11-08    RAS profile: 2024-03-08    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with I-Hsuan Ethan Chiang.

Is cited by:

Yin, Libo (9)

Wang, Yudong (9)

Oloko, Tirimisiyu (3)

Uctum, Remzi (3)

Nikitopoulos-Sklibosios, Christina (3)

Salisu, Afees (3)

Kurov, Alexander (2)

Kohlscheen, Emanuel (2)

Takats, Elod (2)

Vigo Pereira, Caio (2)

Creal, Drew (2)

Cites to:

Harvey, Campbell (11)

Campbell, John (6)

French, Kenneth (6)

Ferson, Wayne (5)

Fama, Eugene (5)

Jagannathan, Ravi (4)

Uppal, Raman (4)

Pastor, Lubos (4)

Panchenko, Valentyn (3)

Zhou, Guofu (3)

Goyal, Amit (3)

Main data

Where I-Hsuan Ethan Chiang has published?

Journals with more than one article published# docs
Journal of Empirical Finance2
Journal of Banking & Finance2
The Review of Asset Pricing Studies2

Recent works citing I-Hsuan Ethan Chiang (2024 and 2023)

YearTitle of citing document
2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2023Does realized skewness predict the cross-section of Chinese stock returns?. (2023). Long, Huaigang ; Jiang, Yuexiang ; Dai, Yiming ; Zaremba, Adam ; Wang, Hui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007353.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129.

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2023Does short-term momentum exist in China?. (2023). Ruan, Xinfeng ; Li, Tianjiao ; Yue, Tian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002153.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2023The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291.

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2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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Works by I-Hsuan Ethan Chiang:

YearTitleTypeCited
2015Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets In: Journal of Finance.
[Full Text][Citation analysis]		article65
2016SKEWNESS AND COSKEWNESS IN BOND RETURNS In: Journal of Financial Research.
[Full Text][Citation analysis]		article12
2015Modern portfolio management with conditioning information In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2021Modeling the cross-section of stock returns using sensible models in a model pool In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2021Short-term reversals, short-term momentum, and news-driven trading activity In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2017Do oil futures prices predict stock returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article42
2020Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article5
2012A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article2

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