Shixuan Wang : Citation Profile


Are you Shixuan Wang?

University of Reading

3

H index

2

i10 index

47

Citations

RESEARCH PRODUCTION:

11

Articles

6

Papers

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 15
   Journals where Shixuan Wang has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 3 (6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa799
   Updated: 2020-09-14    RAS profile: 2020-05-13    
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Relations with other researchers


Works with:

GUPTA, RANGAN (6)

Horvath, Lajos (5)

Lau, Chi Keung (4)

Bouri, Elie (3)

Balcilar, Mehmet (2)

Roubaud, David (2)

Wohar, Mark (2)

Hanousek, Jan (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 (6)

Gözgör, Giray (6)

Bouri, Elie (6)

Lau, Chi Keung (6)

Tiwari, Aviral (4)

lucey, brian (4)

Shahzad, Syed Jawad Hussain (3)

Demir, Ender (3)

Bilgin, Mehmet (2)

Larkin, Charles (2)

Wang, Gang-Jin (2)

Cites to:

GUPTA, RANGAN (29)

Balcilar, Mehmet (13)

Horvath, Lajos (13)

Bollerslev, Tim (11)

Wohar, Mark (10)

lucey, brian (9)

Panagiotidis, Theodore (9)

Bouri, Elie (9)

Bampinas, Georgios (9)

Panagiotidis, Theodore (9)

Phillips, Peter (8)

Main data


Where Shixuan Wang has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Shixuan Wang (2020 and 2019)


YearTitle of citing document
2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2020Toward a Macroprudential Regulatory Framework for Mutual Funds. (2020). Hasse, Jean-Baptiste ; Panopoulou, Ekaterini ; Candelon, Bertrand ; Argyropoulos, Christos. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_008.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2019Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2019The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). Gözgör, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164.

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2019Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346.

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2019The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; Gözgör, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82.

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2019Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178.

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2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2019Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521.

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2019Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458.

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2019The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

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2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. (2019). Kliber, Agata ; Świerczyńska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257.

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2019Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159.

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2019Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2020Is Bitcoin a currency, a technology-based product, or something else?. (2020). White, Reilly ; Walsh, Steven ; Islam, Nazrul ; Marinakis, Yorgos. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162519301337.

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2019Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty. (2019). GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201955.

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2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020The Role of Oil and Risk Shocks in the High-Frequency Movements of the Term Structure of Interest Rates of the United States. (2020). GUPTA, RANGAN ; Subramaniam, Sowmya ; Sheng, Xin ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202063.

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2019Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19.

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2020Changepoint in dependent and non-stationary panels. (2020). Petova, Barbora ; Peta, Michal ; MacIak, Matu. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01180-6.

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Works by Shixuan Wang:


YearTitleTypeCited
2017Detecting at-Most-m Changes in Linear Regression Models In: Journal of Time Series Analysis.
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article0
2017Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers.
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paper6
2019Structural breaks in panel data: Large number of panels and short length time series.(2019) In: Econometric Reviews.
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This paper has another version. Agregated cites: 6
article
2020Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance.
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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2020Sequential monitoring for changes from stationarity to mild non-stationarity In: Journal of Econometrics.
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article0
2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics.
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article0
2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis.
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article21
2020A functional time series analysis of forward curves derived from commodity futures In: International Journal of Forecasting.
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article0
2017Decoding Chinese stock market returns: Three-state hidden semi-Markov model In: Pacific-Basin Finance Journal.
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article0
2017Decoding Chinese stock market returns: Three-state hidden semi-Markov model.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 0
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.
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article19
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
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2019Moments-Based Spillovers across Gold and Oil Markets In: Working Papers.
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2017Understanding the Chinese stock market: international comparison and policy implications In: Economic and Political Studies.
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2019The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems In: International Journal of Production Research.
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