Shixuan Wang : Citation Profile


Are you Shixuan Wang?

University of Reading

3

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

6

Articles

5

Papers

RESEARCH ACTIVITY:

   2 years (2017 - 2019). See details.
   Cites by year: 13
   Journals where Shixuan Wang has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 2 (6.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa799
   Updated: 2019-09-14    RAS profile: 2019-08-08    
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Relations with other researchers


Works with:

GUPTA, RANGAN (4)

Bouri, Elie (3)

Lau, Chi Keung (3)

Horvath, Lajos (2)

Roubaud, David (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:

lucey, brian (3)

Gözgör, Giray (3)

GUPTA, RANGAN (3)

Lau, Chi Keung (3)

Demir, Ender (2)

Bilgin, Mehmet (2)

Perron, Pierre (2)

Shahzad, Syed Jawad Hussain (2)

Hanousek, Jan (2)

Zaghini, Andrea (1)

Jareño, Francisco (1)

Cites to:

GUPTA, RANGAN (19)

Bouri, Elie (12)

Roubaud, David (9)

lucey, brian (8)

Balcilar, Mehmet (7)

Bampinas, Georgios (6)

Panagiotidis, Theodore (6)

Wohar, Mark (5)

McAleer, Michael (5)

Baruník, Jozef (5)

Bulla, Jan (5)

Main data


Where Shixuan Wang has published?


Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Shixuan Wang (2019 and 2018)


YearTitle of citing document
2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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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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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

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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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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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2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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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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2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach. (2018). Ji, Qiang ; Roubaud, David ; Gupta, Rangan ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:203-213.

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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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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Balcilar, Mehmet ; Ozdemir, Huseyin. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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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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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201966.

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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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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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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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article1
2017Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers.
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paper3
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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article16
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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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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article6
2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles In: Working Papers.
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paper0
2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers.
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paper0
2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia In: Working Papers.
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paper0
2019Structural breaks in panel data: Large number of panels and short length time series In: Econometric Reviews.
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article1

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