Citation profile for I-Hsuan Ethan Chiang

I-Hsuan Ethan Chiang : Citation Profile

University of North Carolina-Charlotte

H index

i10 index

118

Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 14
   Journals where I-Hsuan Ethan Chiang has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (0.84 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1951
   Updated: 2024-01-16    RAS profile: 2020-09-18
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with I-Hsuan Ethan Chiang.

Is cited by:

Wang, Yudong (9)

Yin, Libo (9)

Salisu, Afees (3)

Oloko, Tirimisiyu (3)

Nikitopoulos-Sklibosios, Christina (3)

Uctum, Remzi (3)

Prat, Georges (2)

Kurov, Alexander (2)

Chernov, Mikhail (2)

Fuertes, Ana-Maria (2)

Kohlscheen, Emanuel (2)

Cites to:

Harvey, Campbell (6)

Uppal, Raman (3)

Ferson, Wayne (3)

Pastor, Lubos (3)

Fama, Eugene (2)

Dybvig, Philip (2)

Alexander, Gordon (2)

Bansal, Ravi (2)

Hodrick, Robert (2)

Hansen, Lars (2)

Dybvig, Phillip (2)

Main data

Where I-Hsuan Ethan Chiang has published?

Journals with more than one article published	# docs
The Review of Asset Pricing Studies	2

Recent works citing I-Hsuan Ethan Chiang (2024 and 2023)

Year	Title of citing document
2023	Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers \|\| Download paper
2023	Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502. Full description at Econpapers \|\| Download paper
2023	The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319. Full description at Econpapers \|\| Download paper
2023	The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers \|\| Download paper
2023	Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers \|\| Download paper
2023	A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers \|\| Download paper
2023	The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291. Full description at Econpapers \|\| Download paper
2023	Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04. Full description at Econpapers \|\| Download paper
2023	Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers \|\| Download paper
2023	Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2607-2619. Full description at Econpapers \|\| Download paper

Works by I-Hsuan Ethan Chiang:

Year	Title	Type	Cited
2015	Estimating Oil Risk Factors Using Information from Equity and Derivatives Markets In: Journal of Finance. [Full Text][Citation analysis]	article	59
2016	SKEWNESS AND COSKEWNESS IN BOND RETURNS In: Journal of Financial Research. [Full Text][Citation analysis]	article	9
2015	Modern portfolio management with conditioning information In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	4
2017	Do oil futures prices predict stock returns? In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	40
2020	Real Exchange Rates and Currency Risk Premiums In: The Review of Asset Pricing Studies. [Full Text][Citation analysis]	article	4
2012	A Simple Test of the Affine Class of Term Structure Models In: The Review of Asset Pricing Studies. [Full Text][Citation analysis]	article	2