WEI-CHE TSAI : Citation Profile


Are you WEI-CHE TSAI?

National Sun Yat-Sen University (50% share)
National Sun Yat-Sen University (50% share)

7

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

26

Articles

1

Papers

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 5
   Journals where WEI-CHE TSAI has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 5 (3.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts195
   Updated: 2020-07-04    RAS profile: 2020-03-08    
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Relations with other researchers


Works with:

Tsai, Wei-Che (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with WEI-CHE TSAI.

Is cited by:

Wong, Wing-Keung (3)

Gibson, John (3)

Ma, Hengyun (3)

McAleer, Michael (3)

Oxley, Les (3)

Lean, Hooi Hooi (3)

Huang, Jingzhi (2)

Fassas, Athanasios (2)

BAZIN, Damien (2)

Frijns, Bart (1)

Espinosa, Javier (1)

Cites to:

Jappelli, Tullio (8)

Lusardi, Annamaria (7)

Stulz, René (7)

Guiso, Luigi (6)

HASAN, IFTEKHAR (6)

Calvet, Laurent (6)

Campbell, John (6)

Subrahmanyam, Avanidhar (4)

Cull, Robert (4)

Jensen, Michael (4)

Mitchell, Olivia (4)

Main data


Where WEI-CHE TSAI has published?


Journals with more than one article published# docs
Renewable and Sustainable Energy Reviews5
American Journal of Public Health5
Journal of Futures Markets4
Journal of Banking & Finance3
International Review of Economics & Finance2

Recent works citing WEI-CHE TSAI (2018 and 2017)


YearTitle of citing document
2019Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2017Measuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets. (2017). serra, teresa ; Garcia, Philip ; Mallory, Mindy ; Hu, Zhepeng. In: Papers. RePEc:arx:papers:1711.03506.

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2019Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2019). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:1910.13729.

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2017Political connections of the board of directors and credit financing: evidence from Chinese private enterprises. (2017). Peng, Hongfeng ; Zhu, Xiaoquan ; Zhang, Xiao. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1481-1516.

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2019Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2019). Iwatsubo, Kentaro ; Hayo, Bernd. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_026.

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2017Life cycle assessment of waste-to-energy (WtE) technologies for electricity generation using municipal solid waste in Nigeria. (2017). Ayodele, T R ; Alao, M A. In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:200-218.

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2018Are EU waste-to-energy technologies effective for exploiting the energy in bio-waste?. (2018). di Maria, Francesco ; Contini, Stefano ; Sisani, Federico. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:1557-1572.

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2019Financial risk tolerance of Hong Kong adolescents: A hierarchical model. (2019). Feng, Alex Yue. In: Children and Youth Services Review. RePEc:eee:cysrev:v:102:y:2019:i:c:p:193-200.

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2018Development of a complex tertiary prevention intervention for the transition out of youth homelessness. (2018). McGavin, Karen ; Vitopoulos, Nina A ; Gutierrez, Rose ; Howes, Carol ; Eacott, Karen ; Cohen, Sue ; Kielburger, Leysa Cerswell ; Morales, Shaniah ; Kidd, Sean A ; McDonald, Carol ; McKenzie, Kwame ; Daley, Mardi ; Vanderheul, Julia ; Leon, Scott ; Peters, Kamika ; Frederick, Tyler J. In: Children and Youth Services Review. RePEc:eee:cysrev:v:94:y:2018:i:c:p:579-588.

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An analysis of price discovery between Bitcoin futures and spot markets. (2019). Kapar, Burcu ; Olmo, Jose. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:62-64.

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2020Early exercise boundaries for American-style knock-out options. (2020). Dias, Jose Carlos ; Ruas, Joo Pedro ; Vidal, Joo Pedro. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:753-766.

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2019Thermo-economic analyses of a Taiwanese combined CHP system fuelled with syngas from rice husk gasification. (2019). Vanoli, L ; Piazzullo, D ; Macaluso, A ; la Villetta, M ; Costa, M ; Chang, C T. In: Energy. RePEc:eee:energy:v:167:y:2019:i:c:p:766-780.

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2019Informed contrarian trades and stock returns. (2019). Chang, Sanders ; Wang, Albert F. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:75-93.

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2019Implied volatility and investor beliefs in experimental asset markets. (2019). Qi, LI ; Kluger, Brian D ; Ackert, Lucy F. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:121-136.

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2018Smiling twice: The Heston++ model. (2018). Pacati, Claudio ; Reno, Roberto ; Pompa, Gabriele . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:185-206.

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2019Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets. (2019). Leippold, Markus ; Gourier, Elise ; Bardgett, Chris. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:593-618.

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2019Dynamic lead–lag relationship between stock indices and their derivatives: A comparative study between Chinese mainland, Hong Kong and US stock markets. (2019). Ren, Fei ; Jiang, Xiong-Fei ; Li, Sai-Ping ; Cai, Mei-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:709-723.

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2019Spatio-temporal estimation of landfill gas energy potential: A case study in China. (2019). de Clercq, Djavan ; Wen, Zongguo ; Fei, Fan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:103:y:2019:i:c:p:217-226.

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2019A review on beet sugar industry with a focus on implementation of waste-to-energy strategy for power supply. (2019). Mahmoudi, Seyed Bagher ; Aghbashlo, Mortaza ; Tabatabaei, Meisam ; Hemayati, Saeed Sadeghzadeh ; Rajaeifar, Mohammad Ali . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:103:y:2019:i:c:p:423-442.

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2017The challenges of tourism to waste-to-energy public-private partnerships. (2017). Arbulu, Italo ; Rey-Maquieira, Javier ; Lozano, Javier. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:916-921.

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2017Electricity generation from municipal solid waste in some selected cities of Nigeria: An assessment of feasibility, potential and technologies. (2017). Alao, M A ; Ogunjuyigbe, A. S. O., ; Ayodele, T R. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:80:y:2017:i:c:p:149-162.

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2018Municipal solid waste to energy generation: An approach for enhancing climate co-benefits in the urban areas of Bangladesh. (2018). Nazmul, K M. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p2:p:2472-2486.

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2018Role of renewable energy in China’s energy security and climate change mitigation: An index decomposition analysis. (2018). Wei, Yi-Ming ; Li, Zhi-Ping ; Wang, Qian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:90:y:2018:i:c:p:187-194.

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2018Derivatives trading information, stock market behavior, and financial institutions. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Lin, Bing-Huei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:324-325.

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2018Qualified foreign institutional investor ownership deregulation and the restatement of financial reports --- empirical findings from Taiwan. (2018). Chen, Ching-Lung ; Chien, Chu-Yang ; Weng, Pei-Yu . In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:465-485.

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2020Is knowledge powerful? Evidence from financial education and earnings quality. (2020). Zhang, XU ; Sun, Hongyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919309304.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291.

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2019VIX Futures as a Market Timing Indicator. (2019). Hourvouliades, Nikolas ; Fassas, Athanasios P. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:113-:d:244838.

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2018Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380.

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2018Assessment of Government Incentives for Energy from Waste in Colombia. (2018). Alzate-Arias, Santiago ; Restrepo-Cuestas, Bonie ; Villada, Fernando ; Jaramillo-Duque, Alvaro. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1294-:d:142594.

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2018Ex-Ante Analysis of Economic, Social and Environmental Impacts of Large-Scale Renewable and Nuclear Energy Targets for Global Electricity Generation by 2030. (2018). Almutairi, Kamel ; Durand-Morat, Alvaro ; Thoma, Greg. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2884-:d:163691.

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2019How Does Financial Literacy Promote Sustainability in SMEs? A Developing Country Perspective. (2019). Kulathunga, Kmmcb ; Ye, Jianmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2990-:d:234453.

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2018The effectiveness of critical time intervention for abused women leaving women’s shelters: a randomized controlled trial. (2018). , Danielle ; Judith, ; Hemert, Albert M ; Herman, Daniel B ; Vet, Renee ; Jonker, Irene E ; Beijersbergen, Marielle D. In: International Journal of Public Health. RePEc:spr:ijphth:v:63:y:2018:i:4:d:10.1007_s00038-017-1067-1.

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2017Double-jump diffusion model for VIX: evidence from VVIX. (2017). Zang, Xin ; Wu, Lan ; Huang, Jing-Zhi ; Ni, Jun. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:2:p:227-240.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180051.

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2018An analysis on the intraday trading activity of VIX derivatives. (2018). Yen, Kuanga Chieh ; Wang, Yawa Huei ; Tsai, Weia Che ; Kao, Diana Xuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:2:p:158-174.

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2018Determinants of intraday price discovery in VIX exchange traded notes. (2018). Frijns, Bart ; Rad, Alireza Tourania ; Gafiatullina, Ilnara ; Perez, Adrian Fernandeza. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:5:p:535-548.

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2018VIX futures calendar spreads. (2018). Nordn, Lars L ; Jun, AI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:7:p:822-838.

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2019Illiquidity transmission from spot to futures markets. (2019). Theissen, Erik ; Krischak, Paolo ; Korn, Olaf. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1228-1249.

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2019Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan. (2019). Weng, Peishih ; Lin, Yufen ; Chuang, Yiwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:279-301.

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2019Long‐term dynamics of the VIX index and its tradable counterpart VXX. (2019). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:322-341.

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2019Semistatic hedging and pricing American floating strike lookback options. (2019). Wang, Jryan ; Shih, PaiTa ; Huang, Yita ; Chung, Sanlin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:418-434.

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2020The impact of net buying pressure on VIX option prices. (2020). Wu, Minghung ; Tsai, Weiche ; Chuang, Yiwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:2:p:209-227.

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2020The determinants of price discovery on bitcoin markets. (2020). Seruset, Marco ; Frijns, Bart ; Entrop, Oliver. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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2020Volatility as an asset class: Holding VIX in a portfolio. (2020). Doran, James S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:841-859.

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2020Repeated Richardson extrapolation and static hedging of barrier options under the CEV model. (2020). Guo, JiaHau ; Chang, Lungfu . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:974-988.

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Works by WEI-CHE TSAI:


YearTitleTypeCited
1994Maternal-infant HIV transmission and circumstances of delivery In: American Journal of Public Health.
[Citation analysis]
article0
1995The effects of vitamin A supplementation on the morbidity of children born to HIV-infected women In: American Journal of Public Health.
[Citation analysis]
article0
1997Preventing recurrent homelessness among mentally ill men: A critical time intervention after discharge from a shelter In: American Journal of Public Health.
[Citation analysis]
article4
1998Directly observed therapy and treatment completion for tuberculosis in the United States: Is universal supervised therapy necessary? In: American Journal of Public Health.
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article0
2000Cancer incidence and survival following bereavement In: American Journal of Public Health.
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article3
2018Private benefits of control and bank loan contracts In: Journal of Corporate Finance.
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article0
2017Determinants of price discovery in the VIX futures market In: Journal of Empirical Finance.
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article9
2014Improved method for static replication under the CEV model In: Finance Research Letters.
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article1
2013Static hedging and pricing American knock-in put options In: Journal of Banking & Finance.
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article7
2014The impact of derivatives hedging on the stock market: Evidence from Taiwan’s covered warrants market In: Journal of Banking & Finance.
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article5
2018Financial literacy and participation in the derivatives markets In: Journal of Banking & Finance.
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article4
2006An overview of renewable energy utilization from municipal solid waste (MSW) incineration in Taiwan In: Renewable and Sustainable Energy Reviews.
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article25
2007Bioenergy from landfill gas (LFG) in Taiwan In: Renewable and Sustainable Energy Reviews.
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article17
2004Progress in energy utilization from agrowastes in Taiwan In: Renewable and Sustainable Energy Reviews.
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article8
2005Overview of environmental impacts, prospects and policies for renewable energy in Taiwan In: Renewable and Sustainable Energy Reviews.
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article25
2005Current status and development policies on renewable energy technology research in Taiwan In: Renewable and Sustainable Energy Reviews.
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article4
2016Effect of country governance on bank privatization performance In: International Review of Economics & Finance.
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article0
2018Do foreign institutional traders have private information for the market index? The aspect of market microstructure In: International Review of Economics & Finance.
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article3
1995FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect. In: Pennsylvania State - Department of Economics.
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paper0
2012Using Richardson extrapolation techniques to price American options with alternative stochastic processes In: Review of Quantitative Finance and Accounting.
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2016Bank Loan Supply in the Financial Crisis: Evidence from the Role of Political Connection In: Emerging Markets Finance and Trade.
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article2
2012Applying recurrent event analysis to understand the causes of changes in firm credit ratings In: Applied Financial Economics.
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article0
2017Random Partition Distribution Indexed by Pairwise Information In: Journal of the American Statistical Association.
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2010A modified static hedging method for continuous barrier options In: Journal of Futures Markets.
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article3
2011The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index In: Journal of Futures Markets.
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article19
2015The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options In: Journal of Futures Markets.
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article3
2017An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange In: Journal of Futures Markets.
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article1

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