9
H index
9
i10 index
229
Citations
Peijie Wang : Citation Profile
Université Catholique de Lille | RESEARCH PRODUCTION: 31 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1993 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peijie Wang. | Is cited by:
| Cites to:
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Main data
Where Peijie Wang has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| Applied Financial Economics | 3 |
| Economics Letters | 3 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Applied Economics Letters | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / IESEG School of Management | 6 |
Recent works citing Peijie Wang (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper |
| 2024 | Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136. Full description at Econpapers || Download paper |
| 2023 | Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222. Full description at Econpapers || Download paper |
| 2023 | Functional classification and dynamic prediction of cumulative intraday returns in crude oil futures. (2023). Liu, Xiaoxing. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223027494. Full description at Econpapers || Download paper |
| 2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x. Full description at Econpapers || Download paper |
| 2023 | Spillover connectedness between oil and Chinas industry stock markets: A perspective of carbon emissions. (2023). Xu, Shaojun ; Zhang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001095. Full description at Econpapers || Download paper |
| 2023 | Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers || Download paper |
| 2023 | Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Chen, Jinyu ; Wen, Fenghua ; Duan, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617. Full description at Econpapers || Download paper |
| 2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
| 2023 | Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Islam, Nazmul M ; Saleh, Mamdouh Abdulaziz ; Ling, Pui Kiew ; Yaya, Olaoluwa Simon ; Furuoka, Fumitaka. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478. Full description at Econpapers || Download paper |
| 2023 | The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach. (2023). Cagli, Efe. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008553. Full description at Econpapers || Download paper |
| 2023 | Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972. Full description at Econpapers || Download paper |
Works by Peijie Wang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | BUSINESS CYCLE TRENDS, CYCLES AND GROWTH REVISITED: WITH APPLICATIONS TO G7 ECONOMIES * In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2014 | Retirement systems and pension reform: A Malaysian perspective In: International Labour Review. [Full Text][Citation analysis] | article | 4 |
| 2013 | BUSINESS CYCLE PHASES AND COHERENCE—A SPECTRAL ANALYSIS OF UK SECTORAL OUTPUT In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2013 | Reverse shooting of exchange rates In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2009 | Reverse Shooting of Exchange Rates.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Return and volatility spillovers between china and world oil markets In: Economic Modelling. [Full Text][Citation analysis] | article | 74 |
| 2013 | A driver currency hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1993 | Estimating daily seasonals in financial time series : The use of high-pass spectral filters In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2015 | A new approach to estimating value–income ratios with income growth and time-varying yields In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2013 | Managing foreign exchange risk with derivatives in UK non-financial firms In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2010 | Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan In: Global Finance Journal. [Full Text][Citation analysis] | article | 25 |
| 2004 | Return and risk interactions in Chinese stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
| 2005 | Erratum to Return and risk interactions in Chinese stock markets [J. Int. Financial Markets Inst. Money 14 (2004) 367-384] In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 1 |
| 2002 | Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2005 | Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Assessment on RMB valuation – a triangular analysis approach In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
| 2008 | International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7 economies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Financial Approach to the Balance of Payments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Triangular Analysis of Exchange Rate Determination and Adjustments - The case of RMB, the US dollar and the euro In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Assessment on Valuation of RMB – a triangular analysis approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Cycles and Common Cycles in Property and Related Sectors In: International Real Estate Review. [Full Text][Citation analysis] | article | 10 |
| 2003 | A Frequency Domain Analysis of Common Cycles in Property and Related Sectors In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 10 |
| 2000 | Market Efficiency and Rationality in Property Investment. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 1994 | How do UK regional commercial rents move? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1995 | The implications of cointegration in financial markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2005 | A different approach to estimating betas of securities subject to thin trading and serial correlation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | A re-examination of the predicting power of forward premia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1999 | Relative price variability and inflation uncertainty - the UK case In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Property and the economy in the short-term and the long-run In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | An examination of business cycle features in UK Sectoral Output In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2005 | Stock return volatility and trading volume: evidence from the chinese stock market In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 13 |
| 2000 | Shock persistence in property and related markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 1 |
| 2011 | Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team