Shixuan Wang : Citation Profile


Are you Shixuan Wang?

University of Reading

8

H index

7

i10 index

306

Citations

RESEARCH PRODUCTION:

29

Articles

13

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 51
   Journals where Shixuan Wang has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 14 (4.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa799
   Updated: 2024-01-16    RAS profile: 2023-11-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (9)

Lau, Chi Keung (6)

Horvath, Lajos (6)

Apergis, Nicholas (4)

Lu, Shanglin (3)

Wohar, Mark (2)

Bonato, Matteo (2)

Balcilar, Mehmet (2)

Gözgör, Giray (2)

Bouri, Elie (2)

Zhang, Yue-Jun (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shixuan Wang.

Is cited by:

GUPTA, RANGAN (27)

Bouri, Elie (16)

Lau, Chi Keung (12)

Gözgör, Giray (11)

lucey, brian (8)

Shahzad, Syed Jawad Hussain (6)

Demirer, Riza (6)

Tiwari, Aviral (5)

Maghyereh, Aktham (5)

Vo, Xuan Vinh (5)

Mokni, Khaled (5)

Cites to:

GUPTA, RANGAN (66)

Horvath, Lajos (29)

Bouri, Elie (23)

Balcilar, Mehmet (20)

Bollerslev, Tim (19)

Roubaud, David (18)

Diebold, Francis (17)

lucey, brian (15)

Wohar, Mark (14)

Panagiotidis, Theodore (13)

Apergis, Nicholas (13)

Main data


Where Shixuan Wang has published?


Journals with more than one article published# docs
Energy Economics4
International Review of Financial Analysis3
Journal of Time Series Analysis2
European Journal of Operational Research2
International Journal of Finance & Economics2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics6
Post-Print / HAL5

Recent works citing Shixuan Wang (2024 and 2023)


YearTitle of citing document
2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2022). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2211.06707.

Full description at Econpapers || Download paper

2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

Full description at Econpapers || Download paper

2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

Full description at Econpapers || Download paper

2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

Full description at Econpapers || Download paper

2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

Full description at Econpapers || Download paper

2023Multiple structural breaks in interactive effects panel data and the impace of quantitative easing on bank lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: Discussion Papers. RePEc:bir:birmec:23-02.

Full description at Econpapers || Download paper

2023Are You All Normal? It Depends!. (2023). Genton, Marc G ; Chen, Wanfang. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:114-139.

Full description at Econpapers || Download paper

2023Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending. (2023). Westerlund, Joakim ; Karavias, Yiannis. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps99.

Full description at Econpapers || Download paper

2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

Full description at Econpapers || Download paper

2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

Full description at Econpapers || Download paper

2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

Full description at Econpapers || Download paper

2023Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944.

Full description at Econpapers || Download paper

2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

Full description at Econpapers || Download paper

2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

Full description at Econpapers || Download paper

2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

Full description at Econpapers || Download paper

2023Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Li, Yingli ; Gao, Wang ; Zhang, Yubo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

Full description at Econpapers || Download paper

2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

Full description at Econpapers || Download paper

2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

Full description at Econpapers || Download paper

2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

Full description at Econpapers || Download paper

2023A closer look at the regime-switching evidence of bull and bear markets. (2023). Kirby, Chris. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005463.

Full description at Econpapers || Download paper

2023Narrative attention and related cryptocurrency returns. (2023). Do, Bao Linh ; Nguyen, Thanh Huong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005469.

Full description at Econpapers || Download paper

2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

Full description at Econpapers || Download paper

2023Realized 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

2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

Full description at Econpapers || Download paper

2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

Full description at Econpapers || Download paper

2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

Full description at Econpapers || Download paper

2023A novel three-stage hybrid learning paradigm based on a multi-decomposition strategy, optimized relevance vector machine, and error correction for multi-step forecasting of precious metal prices. (2023). Xu, Zhongtian ; Zhou, Jian Guo. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005918.

Full description at Econpapers || Download paper

2023On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430.

Full description at Econpapers || Download paper

2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

Full description at Econpapers || Download paper

2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

Full description at Econpapers || Download paper

2023Policy mix in a small open emerging economy with commodity prices. (2023). Sandoval, Jamel ; Espidio, Sebastian Medina ; Armijo, Alberto ; Andre, Marine C. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000369.

Full description at Econpapers || Download paper

2023Incorporating improved directional change and regime change detection to formulate trading strategies in foreign exchange markets. (2023). Wu, Bing ; Li, Danping ; Zhang, Weijie ; Hu, Shicheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:622:y:2023:i:c:s0378437123003655.

Full description at Econpapers || Download paper

2023Rearticulating supply chain design and operation principles to mitigate uncertainty in the Norwegian engineer-to-order shipbuilding sector. (2023). Dreyer, Heidi C ; Naim, Mohamed ; Gosling, Jonathan ; Alfnes, Erlend. In: International Journal of Production Economics. RePEc:eee:proeco:v:262:y:2023:i:c:s0925527323001354.

Full description at Econpapers || Download paper

2023Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

Full description at Econpapers || Download paper

2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

Full description at Econpapers || Download paper

2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

Full description at Econpapers || Download paper

2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

Full description at Econpapers || Download paper

2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

Full description at Econpapers || Download paper

2023Price behavior of small-cap stocks and momentum: A study using principal component momentum. (2023). Park, Jong Won ; Eom, Cheoljun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300034x.

Full description at Econpapers || Download paper

2023A comparative analysis of cryptocurrency returns and economic policy uncertainty pre- and post-Covid-19. (2023). Fanghua, Tong ; Ullah, Irfan ; Shahzad, Fakhar ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000910.

Full description at Econpapers || Download paper

2023Implications of cryptocurrency energy usage on climate change. (2023). Xu, Bing ; Marco, Chi Keung ; Chen, Xihui Haviour ; Zhang, Dongna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522007405.

Full description at Econpapers || Download paper

2023A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227.

Full description at Econpapers || Download paper

2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

Full description at Econpapers || Download paper

2023Do Financial Liabilities Matter in “Size Effect”? Evidence from the Chinese A-Share Market. (2023). Su, Xiaojian ; Deng, Xiaocui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2867-:d:1058308.

Full description at Econpapers || Download paper

2023Fuel Price Caps in the Australian National Wholesale Electricity Market. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Khezr, Peyman ; Pourkhanali, Armin. In: Working Papers. RePEc:hhs:cbsnow:2023_006.

Full description at Econpapers || Download paper

2023A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

Full description at Econpapers || Download paper

2023Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

Full description at Econpapers || Download paper

2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

Full description at Econpapers || Download paper

2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

Full description at Econpapers || Download paper

2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

Full description at Econpapers || Download paper

2023The role of oil and risk shocks in the high?frequency movements of the term structure of interest rates: Evidence from the U.S. Treasury market. (2023). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1845-1857.

Full description at Econpapers || Download paper

2023Time?varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data. (2023). Rojas, Omar ; Nazlioglu, Saban ; Gupta, Rangan ; Coronado, Semei. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2239-2247.

Full description at Econpapers || Download paper

2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

Full description at Econpapers || Download paper

2023Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity. (2023). Zhang, Dongna ; Dai, Xingyu ; Wang, Qunwei ; Marco, Chi Keung. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2167-2196.

Full description at Econpapers || Download paper

2023Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement. (2023). Wu, Chienchang ; Chiu, Kueichen ; Li, Shengtun. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:942-959.

Full description at Econpapers || Download paper

Works by Shixuan Wang:


YearTitleTypeCited
2022Measuring US regional economic uncertainty In: Journal of Regional Science.
[Full Text][Citation analysis]
article0
2017Detecting at-Most-m Changes in Linear Regression Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article2
2022Inference in functional factor models with applications to yield curves In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article0
2017Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper16
2019Structural breaks in panel data: Large number of panels and short length time series.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article19
2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2020Sequential monitoring for changes from stationarity to mild non-stationarity In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2023Improving automotive garage operations by categorical forecasts using a large number of variables In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
2023Loss function-based change point detection in risk measures In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
2023Time series momentum and reversal: Intraday information from realized semivariance In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2023Modelling Australian electricity prices using indicator saturation In: Energy Economics.
[Full Text][Citation analysis]
article1
2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics.
[Full Text][Citation analysis]
article10
2020Moments-based spillovers across gold and oil markets In: Energy Economics.
[Full Text][Citation analysis]
article30
2019Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2020Dependence structure in the Australian electricity markets: New evidence from regular vine copulae In: Energy Economics.
[Full Text][Citation analysis]
article7
2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article69
2021On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article8
2021Asymmetry, tail risk and time series momentum In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2021Asymmetry, tail risk and time series momentum.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2020Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2020A functional time series analysis of forward curves derived from commodity futures In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2020A functional time series analysis of forward curves derived from commodity futures.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Testing normality of data on a multivariate grid In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article1
2022An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting In: Journal of Commodity Markets.
[Full Text][Citation analysis]
article3
2017Decoding Chinese stock market returns: Three-state hidden semi-Markov model In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article5
2017Decoding Chinese stock market returns: Three-state hidden semi-Markov model.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article89
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 89
paper
2023The evolvement of momentum effects in China: Evidence from functional data analysis In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2021Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange In: Post-Print.
[Citation analysis]
paper1
2020Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach In: Post-Print.
[Citation analysis]
paper1
2022Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article1
2022Measuring Economic Uncertainty in China† In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article2
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
[Citation analysis]
paper4
2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers.
[Citation analysis]
paper0
2023Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others? In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2017Understanding the Chinese stock market: international comparison and policy implications In: Economic and Political Studies.
[Full Text][Citation analysis]
article3
2019The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems In: International Journal of Production Research.
[Full Text][Citation analysis]
article18
2022Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team