Tianyang Wang : Citation Profile


Are you Tianyang Wang?

Colorado State University

8

H index

8

i10 index

190

Citations

RESEARCH PRODUCTION:

20

Articles

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 15
   Journals where Tianyang Wang has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 12 (5.94 %)

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   Permalink: http://citec.repec.org/pwa1065
   Updated: 2024-04-18    RAS profile: 2022-09-04    
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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 Tianyang Wang.

Is cited by:

Wang, Yudong (8)

Mignon, Valérie (6)

Saadaoui, Jamel (6)

Degiannakis, Stavros (5)

Shang, Han Lin (4)

Pierdzioch, Christian (4)

GUPTA, RANGAN (4)

Zhang, Yaojie (3)

Zhao, Lu-Tao (3)

Filis, George (3)

ORNELAS, JOSE (2)

Cites to:

Kilian, Lutz (21)

Miao, Hong (17)

Yang, Jian (11)

Bollerslev, Tim (7)

Campbell, John (6)

barsky, robert (6)

Hamilton, James (5)

Ravazzolo, Francesco (5)

Vespignani, Joaquin (5)

Andersen, Torben (4)

Hilscher, Jens (4)

Main data


Where Tianyang Wang has published?


Journals with more than one article published# docs
Pacific-Basin Finance Journal2
Journal of Risk & Insurance2
Energy Economics2
Journal of Futures Markets2

Recent works citing Tianyang Wang (2024 and 2023)


YearTitle of citing document
2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Insurance groups, product diversification, and the role of surplus lines affiliation. (2023). Cole, Cassandra R ; Baggett, Courtney B. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:1:p:35-56.

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2023Organizational resilience as a key property of enterprise risk management in response to novel and severe crisis events. (2023). Dahmen, Patrick. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:2:p:203-245.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Global sensitivity analysis in epidemiological modeling. (2023). Borgonovo, Emanuele ; Lu, Xuefei. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:9-24.

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2023A review of the operations literature on real options in energy. (2023). Secomandi, Nicola ; Nadarajah, Selvaprabu. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:469-487.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Europes energy crisis: Are geopolitical risks in source countries of fossil fuels accelerating the transition to renewable energy?. (2023). Hille, Erik. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005595.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660.

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2023Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model. (2023). Zhou, Xuewei ; Sun, Jiasen ; Zhao, Ruizeng ; Wu, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006931.

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2023Environmental, social and governance performance and credit risk: Moderating effect of corporate life cycle. (2023). Yang, Liuyong ; Wang, Liyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001762.

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2023Measuring enterprise risk management implementation: A multifaceted approach for the banking sector. (2023). Mahtab, Nehal ; Soliman, Alaa M ; Adam, Mukhtar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:244-256.

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2023Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Gu, Rongbao ; Yang, Linshan ; Liu, Shengnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:44-58.

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2023.

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2023A real options approach to value manufacturing flexibilities with regime-switching product demand. (2023). Sarkar, P ; C. -G. Lee, ; M. I. M. Wahab, . In: Flexible Services and Manufacturing Journal. RePEc:spr:flsman:v:35:y:2023:i:3:d:10.1007_s10696-022-09450-1.

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2023Corporate reputation and shareholder investment: a study of Egypts tourism listed companies. (2023). El-Deeb, Mohamed Samy ; Halim, Yasser Tawfik ; Ismail, Eman X. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00230-3.

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2023Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699.

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Works by Tianyang Wang:


YearTitleTypeCited
2015Life Insurer Cost of Equity with Asymmetric Risk Factors In: The Financial Review.
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article0
2022Reference point formation: Does the market whisper in the background? In: Journal of Financial Research.
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article1
2017Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks In: Journal of Risk & Insurance.
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article3
2018The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance In: Journal of Risk & Insurance.
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article18
2021Valuing Real Options in the Volatile Real World In: Production and Operations Management.
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article4
2018Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance.
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article3
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
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article11
2017Influential factors in crude oil price forecasting In: Energy Economics.
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article71
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
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article16
2019Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures In: Pacific-Basin Finance Journal.
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article10
2010Valuing Multifactor Real Options Using an Implied Binomial Tree In: Decision Analysis.
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article7
2012A Copulas-Based Approach to Modeling Dependence in Decision Trees In: Operations Research.
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article10
2015A copula-based approach for generating lattices In: Review of Derivatives Research.
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article0
2014The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article1
2017Sensitivity analysis of decision making under dependent uncertainties using copulas In: EURO Journal on Decision Processes.
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article2
2020Exchange options under clustered jump dynamics In: Quantitative Finance.
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article5
2015The Forecasting Efficacy of Risk?Neutral Moments for Crude Oil Volatility In: Journal of Forecasting.
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article15
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
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article10
2021The dynamics of cross?boundary fire—Financial contagion between the oil and stock markets In: Journal of Futures Markets.
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article1
2016Modeling Correlated Discrete Uncertainties in Event Trees with Copulas In: Risk Analysis.
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article2

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