7
H index
6
i10 index
214
Citations
University of Reading | 7 H index 6 i10 index 214 Citations RESEARCH PRODUCTION: 18 Articles 11 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shixuan Wang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Review of Financial Analysis | 3 |
Energy Economics | 3 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 5 |
Post-Print / HAL | 5 |
Year | Title of citing document | |
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2021 | Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices. (2020). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Papers. RePEc:arx:papers:2010.01844. Full description at Econpapers || Download paper | |
2021 | Changepoint detection in random coefficient autoregressive models. (2021). Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2104.13440. Full description at Econpapers || Download paper | |
2021 | Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19. (2021). , Joakimwesterlund ; Narayan, Paresh ; Karavias, Yiannis ; Westerlund, Joakim. In: Papers. RePEc:arx:papers:2111.03035. Full description at Econpapers || Download paper | |
2022 | Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141. Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
2022 | Clean Energy, Australian Electricity Markets, and Information Transmission. (2022). Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:63. Full description at Econpapers || Download paper | |
2021 | Recessions and potential GDP: The case of Mexico. (2021). Ventosa-Santaulà ria, Daniel ; Amezcua, Alejandro Villagomez ; Hernandezroman, Luis G ; VentosaSantaularia, Daniel . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:179-195. Full description at Econpapers || Download paper | |
2021 | Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837. Full description at Econpapers || Download paper | |
2021 | Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151. Full description at Econpapers || Download paper | |
2021 | Risk aversion and Bitcoin returns in extreme quantiles. (2021). GUPTA, RANGAN ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00863. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252. Full description at Econpapers || Download paper | |
2021 | Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96. Full description at Econpapers || Download paper | |
2021 | BitCoin: A new basket for eggs?. (2021). Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:896-907. Full description at Econpapers || Download paper | |
2021 | Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis. (2021). Shahbaz, Muhammad ; Hau, Liya ; Sun, Wuqin ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030187x. Full description at Econpapers || Download paper | |
2021 | Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972. Full description at Econpapers || Download paper | |
2021 | Dynamic spillover and connectedness between oil futures and European bonds. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302278. Full description at Econpapers || Download paper | |
2021 | Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243. Full description at Econpapers || Download paper | |
2021 | Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks. (2021). Jiang, LE ; Zhang, Guangyong ; Fu, Min ; Tian, Lixin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000668. Full description at Econpapers || Download paper | |
2022 | Push or Pull? The impact of ordering policy choice on the dynamics of a hybrid closed-loop supply chain. (2022). Syntetos, Aris ; Naim, Mohamed M ; Zhou, LI ; Lin, Junyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:1:p:282-295. Full description at Econpapers || Download paper | |
2021 | Trading activity and price discovery in Bitcoin futures markets. (2021). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120. Full description at Econpapers || Download paper | |
2021 | Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960. Full description at Econpapers || Download paper | |
2021 | Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x. Full description at Econpapers || Download paper | |
2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x. Full description at Econpapers || Download paper | |
2022 | The commodity futures historical basis in trading strategy and portfolio investment. (2022). Yang, Baochen ; Pu, Yingjian. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006204. Full description at Econpapers || Download paper | |
2022 | Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence. (2022). Zhai, Pengxiang ; Liu, Zhen Hua ; Ma, Rufei. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000354. Full description at Econpapers || Download paper | |
2021 | The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011. Full description at Econpapers || Download paper | |
2021 | Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542. Full description at Econpapers || Download paper | |
2021 | Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803. Full description at Econpapers || Download paper | |
2021 | Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109. Full description at Econpapers || Download paper | |
2021 | Multiscale interplay of higher-order moments between the carbon and energy markets during Phase III of the EU ETS. (2021). Dhesi, Gurjeet ; Wang, Qunwei ; Xiao, Ling ; Dai, Xingyu. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002986. Full description at Econpapers || Download paper | |
2022 | Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper | |
2022 | A CVaR-based risk assessment method for park-level integrated energy system considering the uncertainties and correlation of energy prices. (2022). Yu, Xiaodan ; Zhang, Qingzhu ; Jia, Hongjie ; Cao, Yan ; Wang, Congshan ; Mu, Yunfei. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222004522. Full description at Econpapers || Download paper | |
2021 | Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market. (2021). Shahzad, Farrukh ; Wan, Guangcai ; Fareed, Zeeshan ; Iqbal, Najaf. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302568. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x. Full description at Econpapers || Download paper | |
2021 | Liquidity effects on price and return co-movements in commodity futures markets. (2021). Ding, Shusheng ; Zhang, Yongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001320. Full description at Econpapers || Download paper | |
2021 | Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563. Full description at Econpapers || Download paper | |
2021 | Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty. (2021). GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319307020. Full description at Econpapers || Download paper | |
2021 | Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079. Full description at Econpapers || Download paper | |
2021 | Financial contagion during COVID–19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754. Full description at Econpapers || Download paper | |
2021 | Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2021). Goutte, Stéphane ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306978. Full description at Econpapers || Download paper | |
2021 | Investor attention and cryptocurrency performance. (2021). Lin, Zih-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320306590. Full description at Econpapers || Download paper | |
2021 | COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962. Full description at Econpapers || Download paper | |
2021 | Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179. Full description at Econpapers || Download paper | |
2022 | The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty. (2022). Wu, Chih-Chiang ; Ho, Shu-Ling. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002476. Full description at Econpapers || Download paper | |
2022 | How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150. Full description at Econpapers || Download paper | |
2022 | Monitoring procedures for strict stationarity based on the multivariate characteristic function. (2022). Pretorius, Charl ; Meintanis, Simos G ; Lee, Sang Yeol. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001706. Full description at Econpapers || Download paper | |
2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222. Full description at Econpapers || Download paper | |
2021 | Remanufacturing configuration in complex supply chains. (2021). Framinan, Jose M ; Cannella, Salvatore ; Dominguez, Roberto. In: Omega. RePEc:eee:jomega:v:101:y:2021:i:c:s0305048319309089. Full description at Econpapers || Download paper | |
2021 | Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211. Full description at Econpapers || Download paper | |
2021 | Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624. Full description at Econpapers || Download paper | |
2021 | Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Lei, Xiaojie ; Bouri, Elie ; Zhang, Hongwei ; Xu, Yahua ; Jalkh, Naji. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775. Full description at Econpapers || Download paper | |
2021 | What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343. Full description at Econpapers || Download paper | |
2021 | Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100146x. Full description at Econpapers || Download paper | |
2021 | Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689. Full description at Econpapers || Download paper | |
2021 | Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x. Full description at Econpapers || Download paper | |
2021 | Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270. Full description at Econpapers || Download paper | |
2021 | Quantile dependencies between precious and industrial metals futures and portfolio management. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002415. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Ramos, Ana Rosa ; Lopez, Raquel ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920. Full description at Econpapers || Download paper | |
2021 | Exploring the dynamic relationship between Bitcoin and commodities: New insights through STECM model. (2021). Regaieg, Rym ; Bejaoui, Azza ; Mgadmi, Nidhal ; Moussa, Wajdi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004256. Full description at Econpapers || Download paper | |
2022 | Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876. Full description at Econpapers || Download paper | |
2022 | Copper cross-market volatility transition based on a coupled hidden Markov model and the complex network method. (2022). Huang, Shupei ; Shen, Junjie. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005250. Full description at Econpapers || Download paper | |
2021 | Quality grading of returns and the dynamics of remanufacturing. (2021). Syntetos, Aris A ; Naim, Mohamed M ; Dominguez, Roberto ; Cannella, Salvatore ; Ponte, Borja. In: International Journal of Production Economics. RePEc:eee:proeco:v:236:y:2021:i:c:s0925527321001055. Full description at Econpapers || Download paper | |
2021 | The yield rate paradox in closed-loop supply chains. (2021). Zhou, LI ; Disney, Stephen M ; Hosoda, Takamichi. In: International Journal of Production Economics. RePEc:eee:proeco:v:239:y:2021:i:c:s0925527321001638. Full description at Econpapers || Download paper | |
2021 | An investigation on the effect of inter-organizational collaboration on reverse logistics. (2021). Grimaldi, Michele ; Greco, Marco ; Cricelli, Livio. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001924. Full description at Econpapers || Download paper | |
2021 | Consumer willingness to pay for bio-based products: Do certifications matter?. (2021). Morone, Andrea ; Caferra, Rocco ; Imbert, Enrica ; Falcone, Pasquale Marcello ; D'Adamo, Idiano. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321002243. Full description at Econpapers || Download paper | |
2021 | Determinants of the transition towards circular economy in SMEs: A sustainable supply chain management perspective. (2021). Passaro, Renato ; Esposito, Emilio ; Cerchione, Roberto ; Centobelli, Piera. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002735. Full description at Econpapers || Download paper | |
2022 | Understanding product returns: A systematic literature review using machine learning and bibliometric analysis. (2022). van Nguyen, Truong ; Meng, Meng ; Zhou, LI ; Duong, Quang Huy ; Ieromonachou, Petros. In: International Journal of Production Economics. RePEc:eee:proeco:v:243:y:2022:i:c:s0925527321003169. Full description at Econpapers || Download paper | |
2022 | Overcoming barriers to circular product design. (2022). Zhang, Abraham ; Burke, Haydn ; Wang, Jason X. In: International Journal of Production Economics. RePEc:eee:proeco:v:243:y:2022:i:c:s0925527321003224. Full description at Econpapers || Download paper | |
2022 | The implications of batching in the bullwhip effect and customer service of closed-loop supply chains. (2022). Framinan, Jose M ; Cannella, Salvatore ; Dominguez, Roberto ; Ponte, Borja. In: International Journal of Production Economics. RePEc:eee:proeco:v:244:y:2022:i:c:s0925527321003558. Full description at Econpapers || Download paper | |
2022 | Demystifying corporate inertia towards transition to circular economy: A management frame of reference. (2022). Pea, Iker Gonzalez ; Mahroof, Kamran ; Sivarajah, Uthayasankar ; Yamoah, Fred A. In: International Journal of Production Economics. RePEc:eee:proeco:v:244:y:2022:i:c:s0925527321003649. Full description at Econpapers || Download paper | |
2021 | Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178. Full description at Econpapers || Download paper | |
2021 | When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73. Full description at Econpapers || Download paper | |
2021 | COVID-19 pandemic and the safe haven property of Bitcoin. (2021). Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:370-375. Full description at Econpapers || Download paper | |
2022 | On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151. Full description at Econpapers || Download paper | |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81. Full description at Econpapers || Download paper | |
2021 | Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648. Full description at Econpapers || Download paper | |
2021 | Effect of oil price uncertainty on clean energy metal stocks in China: Evidence from a nonparametric causality-in-quantiles approach. (2021). Zhu, Xuehong ; Chen, Jinyu ; Zhang, Hua ; Shao, Liuguo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:407-419. Full description at Econpapers || Download paper | |
2022 | Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Zhong, Meirui ; Chen, Jinyu ; Dong, Xuesong ; Huang, Jianbai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:433-445. Full description at Econpapers || Download paper | |
2021 | Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920305560. Full description at Econpapers || Download paper | |
2021 | Estimating the reaction of Bitcoin prices to the uncertainty of fiat currency. (2021). Wang, Shouyang ; Yang, Xiaolan ; Zhu, Keer ; Jin, Xuejun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000726. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies. (2022). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192100194x. Full description at Econpapers || Download paper | |
2022 | Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257. Full description at Econpapers || Download paper | |
2022 | Does political risk matter for gold market fluctuations? A structural VAR analysis. (2022). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Ding, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192200006x. Full description at Econpapers || Download paper | |
2022 | The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137. Full description at Econpapers || Download paper | |
2021 | Big data, news diversity and financial market crash. (2021). Boubaker, Sabri ; Zhai, Ling ; Liu, Zhenya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:168:y:2021:i:c:s0040162521001876. Full description at Econpapers || Download paper | |
2021 | Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies. (2021). Sahut, Jean Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim ; Guesmi, Khaled. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004704. Full description at Econpapers || Download paper | |
2022 | The cryptocurrency uncertainties and investment transitions: Evidence from high and low carbon energy funds in China. (2022). Umar, Muhammad ; Mirza, Nawazish ; Yan, Lei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007575. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency: Not far from equilibrium. (2022). Choi, M Y ; Ahn, Kwangwon ; Yi, Eojin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:177:y:2022:i:c:s0040162521008556. Full description at Econpapers || Download paper | |
2021 | Silver in Equity Portfolio Risk Optimization: Polish Investor Perspective. (2021). Pruchnicka-Grabias, Izabela. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:716-728. Full description at Econpapers || Download paper | |
2021 | A CUSUM-Based Approach for Condition Monitoring and Fault Diagnosis of Wind Turbines. (2021). Dao, Phong B. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3236-:d:566961. Full description at Econpapers || Download paper | |
2021 | How Integrated are Regional Green Equity Markets? Evidence from a Cross-Quantilogram Approach. (2021). Pham, Linh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:39-:d:481873. Full description at Econpapers || Download paper | |
2021 | Does the Design of Stablecoins Impact Their Volatility?. (2021). Koodziejczyk, Hanna ; Jarno, Klaudia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:42-:d:483801. Full description at Econpapers || Download paper | |
2021 | Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). El-Kanj, Nasser ; Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers || Download paper | |
2022 | Cryptocurrencies, Diversification and the COVID-19 Pandemic. (2022). Allen, David. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:103-:d:758104. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Working Papers. RePEc:hal:wpaper:hal-03579957. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies and COVID-19: What have we learned?. (2021). Goodell, John ; Goutte, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03211702. Full description at Econpapers || Download paper | |
2022 | The impact of variable renewables on the distribution of hourly electricity prices and their variability: A panel approach. (2022). Tselika, Kyriaki. In: Discussion Papers. RePEc:hhs:nhhfms:2022_004. Full description at Econpapers || Download paper | |
2021 | A new test for common breaks in heterogeneous panel data models. (2021). Kurozumi, Eiji ; Jiang, Peiyun. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-107. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2017 | Detecting at-Most-m Changes in Linear Regression Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
2017 | Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2019 | Structural breaks in panel data: Large number of panels and short length time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2020 | Sequential monitoring for changes from stationarity to mild non-stationarity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2019 | Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2020 | Moments-based spillovers across gold and oil markets In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2019 | Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2020 | Dependence structure in the Australian electricity markets: New evidence from regular vine copulae In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2017 | Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 58 |
2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Asymmetry, tail risk and time series momentum In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Asymmetry, tail risk and time series momentum.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Bear, 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] | article | 0 |
2020 | Bear, 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 another version. Agregated cites: 0 | paper | |
2020 | A functional time series analysis of forward curves derived from commodity futures In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2020 | A functional time series analysis of forward curves derived from commodity futures.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2020 | Testing normality of data on a multivariate grid In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2018 | Bitcoin 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] | article | 69 |
2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2021 | Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach In: Post-Print. [Citation analysis] | paper | 2 |
2021 | Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers. [Citation analysis] | paper | 3 |
2017 | Understanding the Chinese stock market: international comparison and policy implications In: Economic and Political Studies. [Full Text][Citation analysis] | article | 3 |
2019 | The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems In: International Journal of Production Research. [Full Text][Citation analysis] | article | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 1st 2022. Contact: CitEc Team