Wing-Keung Wong : Citation Profile


Are you Wing-Keung Wong?

Asia University

12

H index

20

i10 index

664

Citations

RESEARCH PRODUCTION:

135

Articles

155

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 22
   Journals where Wing-Keung Wong has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 176 (20.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwo79
   Updated: 2019-08-24    RAS profile: 2019-08-12    
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Relations with other researchers


Works with:

McAleer, Michael (53)

Guo, Xu (28)

Chang, Chia-Lin (19)

Lean, Hooi Hooi (12)

GUPTA, RANGAN (11)

Guo, Xu (10)

Zhu, Lixing (6)

Clark, Ephraim (5)

HOANG, Thi Hong Van (4)

Zhenzhen, Zhu (3)

Chow, Sheung (3)

Bouri, Elie (2)

Demirer, Riza (2)

CHONG, Terence Tai Leung (2)

Plakandaras, Vasilios (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 (27)

Lean, Hooi Hooi (22)

GUPTA, RANGAN (15)

Shintani, Mototsugu (11)

Tiwari, Aviral (8)

LINTON, OLIVER (8)

Claveria, Oscar (7)

Hammoudeh, Shawkat (7)

Lim, Kian-Ping (6)

Liew, Venus (6)

Cillo, Alessandra (6)

Cites to:

Lean, Hooi Hooi (236)

McAleer, Michael (178)

Guo, Xu (109)

Markowitz, Harry (60)

Clark, Ephraim (50)

Davidson, Russell (43)

Guo, Xu (42)

Duclos, Jean-Yves (40)

Hanoch, Giora (40)

HOANG, Thi Hong Van (37)

Wagener, Andreas (37)

Main data


Where Wing-Keung Wong has published?


Journals with more than one article published# docs
Sustainability11
European Journal of Operational Research9
Annals of Financial Economics (AFE)6
Journal of Risk and Financial Management6
Applied Economics5
Mathematics and Computers in Simulation (MATCOM)5
Economics Letters5
Applied Financial Economics4
Economic Modelling4
Applied Economics Letters3
Economics Bulletin3
The Japanese Economic Review3
Statistics & Probability Letters3
Statistical Papers2
Journal of Asian Economics2
The North American Journal of Economics and Finance2
Journal of Multinational Financial Management2
Resources Policy2
Journal of Management Sciences2
Physica A: Statistical Mechanics and its Applications2
Journal of Business & Economic Statistics2
Pacific-Basin Finance Journal2
Quantitative Finance2
Global Economic Review2
International Review of Economics & Finance2
International Journal of Production Economics2
Multinational Finance Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany45
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute22
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico14
Tinbergen Institute Discussion Papers / Tinbergen Institute11
Working Papers / University of Pretoria, Department of Economics7
Monash Economics Working Papers / Monash University, Department of Economics6
Post-Print / HAL6
KIER Working Papers / Kyoto University, Institute of Economic Research6
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo3
SCAPE Policy Research Working Paper Series / National University of Singapore, Department of Economics, SCAPE3
Finance Working Papers / East Asian Bureau of Economic Research3
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
Dresden Discussion Paper Series in Economics / Technische Universität Dresden, Faculty of Business and Economics, Department of Economics2

Recent works citing Wing-Keung Wong (2019 and 2018)


YearTitle of citing document
2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801.

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2017Profitability of simple stationary technical trading rules with high-frequency data of Chinese Index Futures. (2017). Chen, Jing-Chao ; Wang, XI ; Zhou, YU. In: Papers. RePEc:arx:papers:1710.07470.

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2018Notes on Fano Ratio and Portfolio Optimization. (2018). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1711.10640.

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2018A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Aghaei, Sina ; Fekri, Masoud ; Langroudi, Amirreza Safari. In: Papers. RePEc:arx:papers:1808.04150.

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2018Randomization Tests for Equality in Dependence Structure. (2018). Seo, Juwon. In: Papers. RePEc:arx:papers:1811.02105.

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2019Risk Management, Capital Adequacy and Audit Quality for Financial Stability: Assessment from Commercial Banks of Pakistan. (2019). Bin, Shamsul Bahrain ; Omran, Abdelnaser ; Kamran, Hafiz Waqas. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:654-664.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2018Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

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2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361.

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2019Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). Oosterlinck, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

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2017Monetary policy transmission with two exchange rates and a single currency : The Chinese experience. (2017). Qian, Zongxin ; Korhonen, Iikka ; HE, QING ; Zongxin, Qian ; Qing, HE. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_014.

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2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

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2018Regional Differences in Economic Impacts of Power Outages in Finland. (2018). KĂŒfeoğlu, Sinan ; Gunduz, N ; Lehtonen, M ; Winzer, C ; Kufeoglu, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1841.

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2019Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach. (2019). You, Kefei ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7537.

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2017The Causality Relationships between Economic Confidence and Fundamental Macroeconomic Indicators: Empirical Evidence from Selected European Union Countries. (2017). Artan, Seyfettin ; Demirel, Selim Koray. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-50.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

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2019Harmful diversification: Evidence from alternative investments. (2019). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:1-23.

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2017International trade and firms attitude towards risk. (2017). Mukherjee, Soumyatanu ; Broll, Udo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:69-73.

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2018Does investor attention matter? The attention-return relationships in FX markets. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:644-660.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274.

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2018The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:169-205.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2017On the risk prediction and analysis of soft information in finance reports. (2017). Tsai, Ming-Feng ; Wang, Chuan-Ju. In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:1:p:243-250.

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2017On exact and approximate stochastic dominance strategies for portfolio selection. (2017). Bruni, Renato ; Tardella, Fabio ; Scozzari, Andrea ; Cesarone, Francesco . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:322-329.

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2018Retail store operations: Literature review and research directions. (2018). Mou, Shandong ; Dehoratius, Nicole ; Robb, David J. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:399-422.

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2018Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ2 random variable. (2018). Dias, Jose Carlos ; Vidal, Joo Pedro. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:559-570.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). PÀtÀri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2019Distributionally robust scheduling on parallel machines under moment uncertainty. (2019). Chang, Zhiqi ; Song, Shiji ; Ding, Jian-Ya . In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:832-846.

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2019Stocks for the log-run and constant relative risk aversion preferences. (2019). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:1163-1168.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2017Costs and potentials of energy conservation in Chinas coal-fired power industry: A bottom-up approach considering price uncertainties. (2017). Wei, Yi-Ming ; Tang, Bao-Jun ; Liao, Hua ; Kang, Jia-Ning ; Chen, Hao. In: Energy Policy. RePEc:eee:enepol:v:104:y:2017:i:c:p:23-32.

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2018Optimization of variable-head hydropower system operation considering power shortage aspect with quadratic programming and successive approximation. (2018). Niu, Wen-Jing ; Cheng, Chun-Tian ; Feng, Zhong-Kai. In: Energy. RePEc:eee:energy:v:143:y:2018:i:c:p:1020-1028.

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2018Impact of electricity shortages during energy transitions in Taiwan. (2018). Wu, Kuei-Yen ; Huang, Yun-Hsun . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:622-632.

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2018Developing a successive linear programming model for head-sensitive hydropower system operation considering power shortage aspect. (2018). Feng, Zhong-Kai ; Liu, YI ; Qin, Hui ; Jiang, Zhi-Qiang ; Cheng, Chun-Tian ; Wang, Sen ; Niu, Wen-Jing. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:252-261.

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2018Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2019Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?. (2019). Pukthuanthong, Kuntara ; Qiao, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

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2017Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets. (2017). Pang, Darien Yan ; Bai, YE. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:182-203.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2019Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading. (2019). Napoletano, Mauro ; Leal, Sandrine Jacob. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:15-41.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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2017Web functionality, web content, information security, and online tourism service continuance. (2017). Liao, Ziqi ; Shi, Xinping . In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:39:y:2017:i:c:p:258-263.

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2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Abodunde, Temitope T ; Awodumi, Olabanji B ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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2019Identification of the daily seasonality in gold returns and volatilities: Evidence from Shanghai and London. (2019). Huang, Shupei ; Liu, Huifang ; Wang, Xinya. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:522-531.

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2019Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; el Khamlichi, Abdelbari ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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2018Intraday and interday distribution of stock returns and their asymmetric conditional volatility: Firm-level evidence. (2018). Balaban, Ercan ; Karidis, Socrates ; Ozgen, Tolga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:905-915.

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2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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2019Fashion retail supply chain management: A review of operational models. (2019). Wen, Xin ; Chung, Sai-Ho ; Choi, Tsan-Ming. In: International Journal of Production Economics. RePEc:eee:proeco:v:207:y:2019:i:c:p:34-55.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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2017On electricity consumption and economic growth in China. (2017). Zhang, Chi ; Shao, Zhen ; Yang, Shanlin ; Zhou, Kaile. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:76:y:2017:i:c:p:353-368.

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2017A review of residential tiered electricity pricing in China. (2017). Wang, Chen ; Yang, Shanlin ; Zhou, Kaile. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:79:y:2017:i:c:p:533-543.

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2017Production and hedging under state-dependent preferences and background risk. (2017). Wong, Kit Pong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:527-534.

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2018Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets. (2018). Kutan, Ali M ; Zhao, Yang ; Wei, Mingzhe ; Shi, Yukun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:183-197.

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2019Choosing expected shortfall over VaR in Basel III using stochastic dominance. (2019). McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio ; Maasoumi, Esfandiar . In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113.

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2018Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

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2017Rapid qualitative research methods during complex health emergencies: A systematic review of the literature. (2017). Johnson, Ginger A ; Vindrola-Padros, Cecilia . In: Social Science & Medicine. RePEc:eee:socmed:v:189:y:2017:i:c:p:63-75.

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2019Locally optimal designs for mixed binary and continuous responses. (2019). Kao, Ming-Hung ; Kim, Soohyun. In: Statistics & Probability Letters. RePEc:eee:stapro:v:148:y:2019:i:c:p:112-117.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

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2018Market Anomalies and Effect on Returns. (2018). Sawitri, N N ; Astuty, P. In: European Research Studies Journal. RePEc:ers:journl:v:xxi:y:2018:i:2:p:630-649.

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2017Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives. (2017). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:17048.

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2019Time-Variant Safe-Haven Currency Status and Determinants. (2019). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:19048.

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2018Life Cycle Estimation of Battery Energy Storage Systems for Primary Frequency Regulation. (2018). Andrenacci, Natascia ; Mottola, Fabio ; Lauria, Davide ; Chiodo, Elio. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3320-:d:186104.

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2018Linear and Nonlinear Causality between Energy Consumption and Economic Growth: The Case of Mexico 1965–2014. (2018). Zarraga, Ainhoa ; Ciarreta, Aitor ; Gomez, Mario . In: Energies. RePEc:gam:jeners:v:11:y:2018:i:4:p:784-:d:138586.

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2018Understanding Continuance Usage of Natural Gas: A Theoretical Model and Empirical Evaluation. (2018). Fernandez-Guzman, Victor ; Bravo, Edgardo R. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2019-:d:161659.

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2019Study on A Simple Model to Forecast the Electricity Demand under China’s New Normal Situation. (2019). Lieu, Jenny ; Liu, Zhen ; Zhu, Kaiwei ; Lin, Jinchai ; Tan, Xianchun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2220-:d:238853.

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2018The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Zavadska, Miroslava ; Coughlan, Joseph ; Morales, Lucia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

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2018Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover. (2018). Fan, Brian Sing ; Ka, Alfred ; Hin, Andy Cheuk. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:76-:d:179490.

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2018Do Gender and Prior Experience Moderate the Factors Influencing Attitude toward Using Social Media for Festival Attendance?. (2018). Kim, Taegoo Terry ; Demiral, Hande ; Lee, Gyehee ; Karatepe, Osman M. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3509-:d:172941.

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2018Factors Affecting Online Impulse Buying: Evidence from Chinese Social Commerce Environment. (2018). Akram, Umair ; Yan, Chen ; Khan, Muhammad Kaleem ; Hui, Peng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:352-:d:129439.

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2018Air Pollution Inequality and Its Sources in SO 2 and NO X Emissions among Chinese Provinces from 2006 to 2015. (2018). Azimi, Mohaddeseh ; Yang, Yang ; Feng, Feng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:367-:d:129585.

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2018Operational Efficiency of Chinese Provincial Electricity Grid Enterprises: An Evaluation Employing a Three-Stage Data Envelopment Analysis (DEA) Model. (2018). Zhao, Haoran ; Guo, Sen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3168-:d:167826.

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2019Dantzig Type Optimization Method with Applications to Portfolio Selection. (2019). Lee, Sung Chul ; Park, Seyoung ; Kim, Geonwoo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3216-:d:238590.

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2019Individual Investors’ Learning Behavior and Its Impact on Their Herd Bias: An Integrated Analysis in the Context of Stock Trading. (2019). Aruna, Kalugala Vidanalage. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1448-:d:212313.

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2019Analysis and Comparison of Economic and Financial Risk Sources in SMEs of the Visegrad Group and Serbia. (2019). Lakner, Zoltan ; Virglerova, Zuzana ; Kovacs, Sandor ; Olah, Judit ; Popp, Jozsef ; Kovacova, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1853-:d:217845.

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2019Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria. (2019). Torres, Lourdes ; Pina, Vicente ; Badia, Guillermo. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2514-:d:227224.

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2018Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models. (2018). Dury, Marie-Eliette ; Xiao, Bing. In: Working Papers. RePEc:hal:wpaper:hal-01709321.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2018“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201801.

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2019Identification of multiple stock bubbles in an emerging market: application of GSADF approach. (2019). Ahmad, Iftikhar ; Nazir, Mian Sajid ; Liaqat, Ayesha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9230-0.

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2018How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2018Dissecting long-run and short-run causalities between monetary policy and stock prices. (2018). Belke, Ansgar ; Wiedmann, Marcel . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:4:d:10.1007_s10368-018-0413-y.

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2017Diversification benefits of risk portfolio models: a case of Taiwan’s stock market. (2017). Yu, Jing-Rung ; Yang, Jian-Hong ; Wan- Jiun Paul Chiou, . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0558-0.

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2018Singapore’s Vehicle Quota System and its impact on motorcycles. (2018). Chu, Sing Fat. In: Transportation. RePEc:kap:transp:v:45:y:2018:i:5:d:10.1007_s11116-017-9772-4.

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2018Variance Persistence in the Greater China Region: A Multivariate GARCH Approach. (2018). Diaz, John Francis ; Tan, Genevieve Liao ; Qian, Peh Ying. In: Lahore Journal of Economics. RePEc:lje:journl:v:23:y:2018:i:2:p:49-68.

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2017Bayesian Assessment of Lorenz and Stochastic Dominance. (2017). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2029.

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2017Bayesian assessment of Lorenz and stochastic dominance. (2017). Lander, David ; Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-15.

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2018A critique of momentum strategies. (2018). Gao, Yang ; Satchell, Stephen ; Leung, Henry. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0080-0.

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2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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2019Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6.

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1990Repeated Time Series Analysis of ARIMA-Noise Models. In: Journal of Business & Economic Statistics.
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2014Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets In: Accounting and Finance.
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2010A Trinomial Test for Paired Data When There are Many Ties.(2010) In: KIER Working Papers.
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2007Stochastic Dominance Analysis of iShares.(2007) In: The European Journal of Finance.
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2015Cointegration and Causality among the Onshore and Offshore Markets for Chinas Currency.(2015) In: MPRA Paper.
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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.
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2005Elasticity of risk aversion and international trade.(2005) In: Departmental Working Papers.
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2007Optimisation of fault-tolerant fabric-cutting schedules using genetic algorithms and fuzzy set theory In: European Journal of Operational Research.
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2010Gains from diversification on convex combinations: A majorization and stochastic dominance approach In: European Journal of Operational Research.
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2010A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction In: European Journal of Operational Research.
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2010Adaptive neural network model for time-series forecasting In: European Journal of Operational Research.
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2010Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR In: European Journal of Operational Research.
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2012An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment In: European Journal of Operational Research.
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