Wing-Keung Wong : Citation Profile

Are you Wing-Keung Wong?

Asia University

19

H index

42

i10 index

1459

Citations

RESEARCH PRODUCTION:

223

Articles

132

Papers

2

Chapters

RESEARCH ACTIVITY:

   32 years (1990 - 2022). See details.
   Cites by year: 45
   Journals where Wing-Keung Wong has often published
   Relations with other researchers
   Recent citing documents: 329.    Total self citations: 203 (12.21 %)

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   Permalink: http://citec.repec.org/pwo79
   Updated: 2023-03-02    RAS profile: 2023-01-05    
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Relations with other researchers

Works with:

McAleer, Michael (28)

GUPTA, RANGAN (14)

Chang, Chia-Lin (13)

Guo, Xu (10)

Chow, Nikolai Sheung-Chi (9)

Moslehpour, Massoud (7)

Rjoub, Husam (6)

Lean, Hooi Hooi (4)

Guo, Xu (4)

Bouri, Elie (4)

Yousaf, Imran (4)

EL KHAMLICHI, ABDELBARI (3)

Plakandaras, Vasilios (3)

Clark, Ephraim (3)

Adebayo, Tomiwa (3)

Odugbesan, Jamiu (3)

Batmunkh, Munkh-Ulzii (3)

Ferrara, Gerardo (2)

Gorbenko, Arseny (2)

Smales, Lee (2)

Tiwari, Aviral (2)

Sojli, Elvira (2)

Hurlin, Christophe (2)

Vilkov, Grigory (2)

Regis, Luca (2)

Pasquariello, Paolo (2)

Mihet, Roxana (2)

Kassner, Bernhard (2)

Gerritsen, Dirk (2)

Deev, Oleg (2)

Schwarz, Marco (2)

Patton, Andrew (2)

Caporin, Massimiliano (2)

Patel, Vinay (2)

Frijns, Bart (2)

Sarno, Lucio (2)

Putnins, Talis (2)

Hjalmarsson, Erik (2)

Wilhelmsson, Anders (2)

Rinne, Kalle (2)

Gehrig, Thomas (2)

Rakowski, David (2)

Wolff, Christian (2)

Espinosa-Méndez, Christian (2)

Lopez-Lira, Alejandro (2)

Schenk-Hoppé, Klaus (2)

Brownlees, Christian (2)

Chernov, Mikhail (2)

FERROUHI, EL MEHDI (2)

Talavera, Oleksandr (2)

Lof, Matthijs (2)

Johannesson, Magnus (2)

Palan, Stefan (2)

Colliard, Jean-Edouard (2)

Deku, Solomon (2)

CAPELLE-BLANCARD, Gunther (2)

Verousis, Thanos (2)

Heath, Davidson (2)

Davies, Ryan (2)

Park, Andreas (2)

Taylor, Nick (2)

Ait-Sahalia, Yacine (2)

Xia, Shuo (2)

Holzmeister, Felix (2)

Bos, Charles (2)

Pastor, Lubos (2)

Nielsson, Ulf (2)

Stefanova, Denitsa (2)

Demirer, Riza (2)

He, Xuezhong (Tony) (2)

Prokopczuk, Marcel (2)

Xiu, Dacheng (2)

Dreber, Anna (2)

Menkveld, Albert (2)

Foucault, Thierry (2)

LINTON, OLIVER (2)

Harris, Jeffrey (2)

CHONG, Terence Tai Leung (2)

Kearney, Fearghal (2)

Jurkatis, Simon (2)

Wagner, Niklas (2)

Adrian, Tobias (2)

Jalkh, Naji (2)

Ranaldo, Angelo (2)

Dimpfl, Thomas (2)

van Kervel, Vincent (2)

Reitz, Stefan (2)

Hautsch, Nikolaus (2)

Moinas, Sophie (2)

Lajaunie, Quentin (2)

Theissen, Erik (2)

Vogel, Sebastian (2)

Bohorquez Correa, Santiago (2)

Scaillet, Olivier (2)

Pelizzon, Loriana (2)

PASCUAL, ROBERTO (2)

Dumitrescu, Ariadna (2)

Walther, Thomas (2)

Roy, Saurabh (2)

Abudy, Menachem (2)

Tonks, Ian (2)

Liew, Chee (2)

Alexeev, Vitali (2)

Zhou, Chen (2)

Horenstein, Alex (2)

Pierdzioch, Christian (2)

Jones, Charles (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wing-Keung Wong.

Is cited by:

McAleer, Michael (48)

GUPTA, RANGAN (45)

Moslehpour, Massoud (44)

Lean, Hooi Hooi (25)

Adebayo, Tomiwa (12)

Tiwari, Aviral (11)

Shintani, Mototsugu (11)

Wohar, Mark (10)

Demirer, Riza (9)

Salisu, Afees (8)

Lander, David (8)

Cites to:

McAleer, Michael (490)

Lean, Hooi Hooi (415)

Guo, Xu (200)

GUPTA, RANGAN (99)

Chang, Chia-Lin (85)

Clark, Ephraim (84)

Guo, Xu (82)

Markowitz, Harry (72)

Davidson, Russell (54)

HOANG, Thi Hong Van (53)

Duclos, Jean-Yves (50)

Main data

Where Wing-Keung Wong has published?

Journals with more than one article published# docs
Sustainability24
Advances in Decision Sciences17
JRFM14
Annals of Financial Economics (AFE)9
European Journal of Operational Research9
IJERPH7
Energies7
Risk Management6
Economies6
Mathematics and Computers in Simulation (MATCOM)5
Economics Letters5
Applied Economics5
Economic Modelling4
Applied Financial Economics4
The Japanese Economic Review3
Pacific-Basin Finance Journal3
Cogent Economics & Finance3
Applied Economics Letters3
Statistics & Probability Letters3
Economics Bulletin3
Journal of Business & Economic Statistics2
International Review of Economics & Finance2
Multinational Finance Journal2
International Journal of Production Economics2
Accounting and Finance2
Studies in Economics and Finance2
Mathematical Problems in Engineering2
Estudios de Economia2
International Review of Financial Analysis2
The North American Journal of Economics and Finance2
Quantitative Finance2
Journal of Asian Economics2
Physica A: Statistical Mechanics and its Applications2
Global Economic Review2
Journal of Management Sciences2
Journal of Multinational Financial Management2
Resources Policy2
Statistical Papers2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany46
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute22
Tinbergen Institute Discussion Papers / Tinbergen Institute11
Post-Print / HAL9
Working Papers / University of Pretoria, Department of Economics8
KIER Working Papers / Kyoto University, Institute of Economic Research6
Monash Economics Working Papers / Monash University, Department of Economics6
Finance Working Papers / East Asian Bureau of Economic Research3
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
Dresden Discussion Paper Series in Economics / Technische Universitt Dresden, Faculty of Business and Economics, Department of Economics2

Recent works citing Wing-Keung Wong (2022 and 2021)

YearTitle of citing document
2021A Critique of Recent Medical Research in JAMA on COVID-19. (2021). McAleer, Michael. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:40-142.

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2021Eulogy for Professor Michael McAleer. (2021). , Jeffrey. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:111-113.

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2021Analysing the relationship between global REITs and exchange rates: Fresh evidence from frequency-based quantile regressions. (2021). Adam, Anokye M ; Oyedokun, Tunbosun ; Tweneboah, George ; Junior, Peterson Owusu ; Ijasan, Kola. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:58-91.

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2021Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151.

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2021Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41.

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2021Existence of Cointegration between the Public and Private Bank Index: Evidence from Indian Capital Market. (2021). Kumar, Sanjay ; Sahoo, Satyaban. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:152-172.

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2022Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:4-18.

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2021.

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2021A Critique of Recent Medical Research in JAMA on COVID-19. (2021). McAleer, Michael. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:40-142.

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2021The influence of Consumers’ Purchase intention on Smart Wearable Device: A study of Consumers in East China. (2021). Wei, Chen. In: International Journal of Science and Business. RePEc:aif:journl:v:5:y:2021:i:8:p:46-72.

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2022Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction. (2021). Yin, Yilong ; Wang, Meng ; Nie, Xiushan ; Zhang, Chunyun ; Du, Juan ; Li, Xiaojie ; Cui, Chaoran. In: Papers. RePEc:arx:papers:2107.14033.

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2022Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948.

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2022Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance. (2022). Cerezo, David. In: Papers. RePEc:arx:papers:2210.06139.

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2022Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628.

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2021How Do Bank Capital and Capital Buffer Affect Risk: Empirical Evidence from Large US Commercial Banks. (2021). Abbas, Faisal ; Younas, Zahid Irshad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:2:p:109-131.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2021The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28.

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2022The Future Evolution of Housing Price-to-Income Ratio in 171 Chinese Cities. (2022). Wojewodzki, Michal ; Se, Tsun ; Yu, Jian ; Liu, Xiaoguang. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2022:v:23:i:1:liuyucheongwojewodzki.

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2021The Extended Holiday Effects on Bucharest Stock Exchange during Coronavirus Pandemic. (2021). Ramona, Dumitriu ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2021:p:293-303.

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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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2022Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28.

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2022Environmental Sustainability: To Enhance Organizational Awareness towards Green Environmental Concern. (2022). Ali, Anees Janee ; Rajak, Adnan ; Shiratina, Aldina ; Imaningsih, Erna Sofriana ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-33.

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2022Do Financial Development and Trade Liberalization Influence Environmental Quality in Indonesia? Evidence-based on ARDL Model. (2022). Albani, Aliashim ; Shaari, Mohd Shahidan ; Kumaran, Vikniswari Vija ; Esquivias, Miguel Angel ; Fianto, Bayu Arie ; Ridzuan, Abdul Rahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-40.

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2023Imposing Green Management to Enhance the Organizational Awareness against the Environmental Sustainability. (2023). Ali, Anees Janee ; Anah, Sri ; Yuliantini, Tine ; Imaningsih, Erna Sofriana ; Kurniawan, Deden ; Ramli, Yanto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-55.

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2022Irrigation water use, shadow values and productivity: Evidence from stochastic production frontiers in vineyards. (2022). Engler, Alejandra ; Bravo-Ureta, Boris ; Jara-Rojas, Roberto ; Bopp, Carlos. In: Agricultural Water Management. RePEc:eee:agiwat:v:271:y:2022:i:c:s0378377422003134.

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2022Does herding behavior exist in Chinas carbon markets?. (2022). Wu, Zhanchi ; Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015695.

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2021On efficient exact experimental designs for ordered treatments. (2021). Davidov, Ori ; Singh, Satya Prakash. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:164:y:2021:i:c:s0167947321001390.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2021Mitigating downside risk of portfolio diversification: Wine versus other tangible assets. (2021). Maurer, Frantz ; Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001681.

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2021Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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2021Oil 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.

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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012.

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2021Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231.

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2021Analysis 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.

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2022Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Zhao, Chengjie ; Li, Yangyang ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2021Second order of stochastic dominance efficiency vs mean variance efficiency. (2021). Truck, Stefan ; Lozza, Sergio Ortobelli ; Malavasi, Matteo. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1192-1206.

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2021Catch me if you scan: Data-driven prescriptive modeling for smart store environments. (2021). Flath, Christoph M ; Hauser, Matthias ; Thiesse, Frederic. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:860-873.

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2022An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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2022Reducing transaction costs for interest rate risk hedging with stochastic programming. (2022). Hagenbjork, Johan ; Blomvall, Jorgen. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1282-1293.

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2022Nonmonotonic risk preferences over lottery comparison. (2022). Zhu, Wei ; Bi, Hongwei. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1458-1468.

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2021Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints. (2021). Moriggia, Vittorio ; Carrion, Miguel ; Vitali, Sebastiano ; Dominguez, Ruth. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003297.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. (2022). Chen, Jinyu ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002365.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2022Global oil price uncertainty and excessive corporate debt in China. (2022). Ren, Xiaohang ; Yan, Cheng ; Jin, Chenglu ; Qin, Jianing. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005072.

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2021Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods. (2021). Tiwari, Aviral ; Nair, Sthanu R ; Eapen, Leena Mary. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304047.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Average residential outage cost estimates for the lower 48 states in the US. (2021). Chen, Y ; Zarnikau, J ; Tishler, A ; Woo, C K. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001754.

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2021Analysis of the dependence of economic growth on electric power input and its influencing factors in China. (2021). Tian, Huizhen ; Sun, Feihu ; Li, Han ; Xie, Pinjie. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521003980.

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2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

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2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

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2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors. (2021). Han, Meng ; Zhao, Zhongchao ; Ding, Lili. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074.

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2021Relationship between electricity and economic growth for long-term periods: New possibilities for energy prediction. (2021). Kurevija, Tomislav ; Sedlar, Daria Karasalihovi ; Kolin, Sonja Koak. In: Energy. RePEc:eee:energy:v:228:y:2021:i:c:s036054422100788x.

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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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2022A strengthened relationship between electricity and economic growth in China: An empirical study with a structural equation model. (2022). Schwarz, Peter ; Yang, Hualiu ; Xu, Guangyue. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221031546.

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2022The influence of the Shanghai crude oil futures on the global and domestic oil markets. (2022). Yick, Ho Yin ; Ho Yin Yick, ; Qiu, Shushu ; Wang, Jianli. In: Energy. RePEc:eee:energy:v:245:y:2022:i:c:s0360544222001748.

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2022Geopolitical risk trends and crude oil price predictability. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222017273.

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2021Market abuse under different close price determination mechanisms: A European case. (2021). Skarmeas, Emmanouil ; Pappas, Vasileios ; Alexakis, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000508.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes. (2022). Yamawake, Toshiyuki ; Hodoshima, Jiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001922.

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2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2021A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach. (2021). Lean, Hooi Hooi ; Zoubi, Taisier ; Mirzaei, Ali ; Alkhazali, Osamah M. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320302191.

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2021Stock market synchronization and institutional distance. (2021). Tu, Anthony H ; Guo, Nian-Zhi. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000155.

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2022Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2022The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model. (2022). Cui, Xin ; Xu, Boyu ; LI, Qifang ; Bao, Haohua ; Su, Zhifang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000307.

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2022An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200037x.

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2022Quantile connectedness and spillovers analysis between oil and international REIT markets. (2022). Nekhili, Ramzi ; Mensi, Walid ; Kang, Sanghoon. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001775.

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2022Moment conditions for fractional degree stochastic dominance. (2022). Xiong, Xiong ; Dai, Peng-Fei ; Zhou, Lin ; Wang, Hongxia. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322004408.

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2022Financial turbulence, systemic risk and the predictability of stock market volatility. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011.

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2022The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?. (2022). Sato, Kiyotaka ; Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000695.

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2021Optimal designs for mixed continuous and binary responses with quantitative and qualitative factors. (2021). Khogeer, Hazar ; Kao, Ming-Hung. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:182:y:2021:i:c:s0047259x20302931.

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2021The role of exchange rate and relative import price on sawnwood import demand in Africa: Evidence from modified heterogeneous panel data methods. (2021). Oshota, Sebil ; Ogebe, Joseph O ; Adewuyi, Adeolu. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000360.

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2021A replication study of the credit card effect on spending behavior and an extension to mobile payments. (2021). Dewitte, Siegfried ; Liu, Yunxin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:60:y:2021:i:c:s0969698921000382.

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2022Examining the role of receptivity to green communication, altruism and openness to change on young consumers’ intention to purchase green apparel: A multi-analytical approach. (2022). Gangwar, Divya ; Srivastava, Smriti ; Mathur, Smriti ; Tewari, Alok. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:66:y:2022:i:c:s0969698922000315.

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2021Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

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2021Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002476.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2022Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty. (2022). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341.

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2022Does technological advancement impede ecological footprint level? The role of natural resources prices volatility, foreign direct investment and renewable energy in China. (2022). Zhang, DI ; Wang, Lijun ; Xu, LI. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000125.

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2022Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216.

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2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514.

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2022Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

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2022Study on the nonlinear interactions among the international oil price, the RMB exchange rate and Chinas gold price. (2022). Qin, Yun ; Zhang, Zitao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001313.

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More than 100 citations found, this list is not complete...

Works by Wing-Keung Wong:

YearTitleTypeCited
2018Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Advances in Decision Sciences.
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2018RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences.
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2018Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers.
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2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2019Optimal Solution Techniques in Decision Sciences A Review In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2019GRAPH THEORY AND ENVIRONMENTAL ALGORITHMIC SOLUTIONS TO ASSIGN VEHICLES APPLICATION TO GARBAGE COLLECTION IN VIETNAM In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2020Review of Matrix Theory with Applications in Education and Decision Sciences In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2020Extension of Steins Lemmas to General Functions and Distributions* In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2021A Detailed Guide on How to Use Statistical Software R for Text Mining In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2021Editorial in Honour of Professor Michael McAleer In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article2
2021DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2022Good Governance and Sustainable Investment: The Effects of Governance Indicators on Stock Market Returns In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2022Driven Determinants to Indonesia Sharia Commercial Banks Performance: The Important Role of Diversification Strategy In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2022Mode Shift Behavior of Commuters Toward Islamabad Metro Bus Service In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2022Revisiting the impacts of globalization, renewable energy consumption, and economic growth on environmental quality in South Asia In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2013Is Gold Good for Portfolio Diversification? A Stochastic Dominance Analysis of the Paris Stock Exchange In: Working Papers.
[Full Text][Citation analysis]		paper31
2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: International Review of Financial Analysis.
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2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange.(2015) In: Post-Print.
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2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan In: Review of Applied Economics.
[Full Text][Citation analysis]		article1
2005Do the technical indicators reward chartists? A study on the stock markets of China, Hong Kong and Taiwan.(2005) In: Finance Working Papers.
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2009Lessons learned from Chicagos emergency response to mass evacuations caused by Hurricane Katrina In: American Journal of Public Health.
[Full Text][Citation analysis]		article1
1997Uncovering Nonlinear Structure in Real-Time Stock-Market Indexes: The S&P 500, the DAX, the Nikkei 225, and the FTSE-100. In: Journal of Business & Economic Statistics.
[Citation analysis]		article82
1990Repeated Time Series Analysis of ARIMA-Noise Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article5
2014Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2020The seasonality of gold prices in China does the risk?aversion level matter? In: Accounting and Finance.
[Full Text][Citation analysis]		article3
2018The seasonality of gold prices in China: Does the risk-aversion level matter?.(2018) In: Post-Print.
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2016THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS In: Economic Inquiry.
[Full Text][Citation analysis]		article8
2016Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2016) In: MPRA Paper.
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2017Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets.(2017) In: MPRA Paper.
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2001Contagion or Inductance? Crisis 1997 Reconsidered In: The Japanese Economic Review.
[Full Text][Citation analysis]		article2
2009EFFICIENCY OF THE TAIWAN STOCK MARKET* In: The Japanese Economic Review.
[Full Text][Citation analysis]		article1
2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review.
[Full Text][Citation analysis]		article5
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Working Papers in Economics.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: KIER Working Papers.
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2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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2000Time Series Models in Non?Normal Situations: Symmetric Innovations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article1
2001Efficiencies of Rounded Optimal Approximate Designs for Small Samples In: Statistica Neerlandica.
[Full Text][Citation analysis]		article5
2020Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness In: The World Economy.
[Full Text][Citation analysis]		article0
2018Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article15
2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models.(2016) In: Working Papers.
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2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach In: Working Papers in Economics.
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2010Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach.(2010) In: Energy Economics.
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2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach.(2010) In: KIER Working Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2011A trinomial test for paired data when there are many ties.(2011) In: Mathematics and Computers in Simulation (MATCOM).
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers.
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: KIER Working Papers.
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2009A Trinomial Test for Paired Data When There are Many Ties.(2009) In: CIRJE F-Series.
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2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series.
[Full Text][Citation analysis]
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2010Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
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2011Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers.
[Full Text][Citation analysis]
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2010Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model In: Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers.
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2010Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: KIER Working Papers.
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2013Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2013) In: Tinbergen Institute Discussion Papers.
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2013ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL.(2013) In: Annals of Financial Economics (AFE).
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures In: Working Papers in Economics.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Econometric Institute Research Papers.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach In: CARF F-Series.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: Econometric Institute Research Papers.
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2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach.(2010) In: CIRJE F-Series.
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2007Stochastic Dominance Analysis of iShares In: Finance Working Papers.
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2007Stochastic Dominance Analysis of iShares.(2007) In: The European Journal of Finance.
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2007Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment In: Finance Working Papers.
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2007Stochastic dominance and mean-variance measures of profit and loss for business planning and investment.(2007) In: European Journal of Operational Research.
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2007Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model In: Economics Bulletin.
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2010Linearity and stationarity of G7 government bond returns In: Economics Bulletin.
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2010Linearity and stationarity of G7 government bond returns.(2010) In: MPRA Paper.
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2012Are Sectoral Outputs in Pakistan Led by Energy Consumption? In: Economics Bulletin.
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2011Test statistics for prospect and Markowitz stochastic dominances with applications In: Econometrics Journal.
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2012Managing a scarce resource in a growing Asian economy: Water usage in Hong Kong In: Journal of Asian Economics.
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2015Cointegration and causality among the onshore and offshore markets for Chinas currency In: Journal of Asian Economics.
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2015Cointegration and Causality among the Onshore and Offshore Markets for Chinas Currency.(2015) In: MPRA Paper.
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2022Central moments, stochastic dominance, moment rule, and diversification with an application In: Chaos, Solitons & Fractals.
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2013Stochastic dominance relationships between stock and stock index futures markets: International evidence In: Economic Modelling.
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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange In: Economic Modelling.
[Full Text][Citation analysis]		article18
2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange.(2015) In: Post-Print.
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2015The banking firm and risk taking in a two-moment decision model In: Economic Modelling.
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2015Production and hedging decisions under regret aversion In: Economic Modelling.
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2013The performance of commodity trading advisors: A mean-variance-ratio test approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises In: The North American Journal of Economics and Finance.
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2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises.(2016) In: Econometric Institute Research Papers.
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2016A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises.(2016) In: Tinbergen Institute Discussion Papers.
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