Wing Hong Chan : Citation Profile

Are you Wing Hong Chan?

Wilfrid Laurier University

9

H index

9

i10 index

546

Citations

RESEARCH PRODUCTION:

19

Articles

9

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 28
   Journals where Wing Hong Chan has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 5 (0.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch102
   Updated: 2024-07-05    RAS profile: 2019-07-17    
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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 Wing Hong Chan.

Is cited by:

Gronwald, Marc (23)

Ketterer, Janina (12)

Grislain-Letremy, Celine (11)

Weber, Jeremy (8)

Muehlenbachs, Lucija (8)

Spiller, Elisheba (6)

Brown, Jason (6)

Kilian, Lutz (5)

Rossi, Eduardo (5)

lucey, brian (5)

Caporin, Massimiliano (5)

Cites to:

Bollerslev, Tim (15)

Andersen, Torben (9)

Diebold, Francis (7)

Reinhart, Carmen (6)

CHONG, Terence Tai Leung (6)

Crato, Nuno (5)

Maheu, John (5)

Kim, Kenneth (5)

Cao, Charles (3)

Wilen, James (3)

Smith, V. (3)

Main data

Where Wing Hong Chan has published?

Journals with more than one article published# docs
Journal of Futures Markets4
Empirical Economics2
Economics Letters2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Working Papers / Wilfrid Laurier University, Department of Economics2

Recent works citing Wing Hong Chan (2024 and 2023)

YearTitle of citing document
2024Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. (2024). Diakit, Zakary Rodrigue. In: Papers. RePEc:arx:papers:2402.13439.

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2023On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815.

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2023Measuring efficiency of Peruvian universities: a stochastic frontier analysis. (2023). Wiper, Michael Peter ; Lopes, Maria Helena ; Orosco, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36250.

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2023Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure. (2023). Cai, Qingyun ; Chang, Chiu-Lan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:168-183.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2024Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2023Diversification in financial and crypto markets. (2023). Naoui, Kamel ; Hamdi, Haykel ; Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003010.

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2024Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Soltane, Feriel ; Sassi, Syrine ; Benmabrouk, Houda ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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2023Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557.

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2023Time-varying jumps in China crude oil futures market impacted by COVID-19 pandemic. (2023). Jiang, Haifeng ; Hu, Genhua. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002180.

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2023Whose future, whose security?: Unconventional oil and gas extraction and the economic vulnerability and forced participation of small-scale property owners. (2023). Hazboun, Shawn ; Mayer, Adam ; Malin, Stephanie A. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s030142072300908x.

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2024Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70.

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2023Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model. (2023). Hailemariam, Abebe ; Ivanovski, Kris. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:97-111.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2023Rural Sustainable Prosperity: Social Enterprise Ecosystems as a Framework for Sustainable Rural Development. (2023). Davis, Sarah C ; Knutsen, Faith Beale ; Jolley, Jason G ; Ricket, Allison L. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11339-:d:1198869.

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2023Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada. (2023). DIAKITE, Zakary. In: MPRA Paper. RePEc:pra:mprapa:120115.

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2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00464-8.

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2023Upside and downside correlated jump risk premia of currency options and expected returns. (2023). Lin, Shih-Kuei ; Chen, Ting-Fu ; Chang, Hsing-Hua. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00493-3.

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2023Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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2023Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi Salah ; Park, Donghyun ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468.

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Works by Wing Hong Chan:

YearTitleTypeCited
2009Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women In: American Journal of Public Health.
[Full Text][Citation analysis]		article2
2002Conditional Jump Dynamics in Stock Market Returns. In: Journal of Business & Economic Statistics.
[Citation analysis]		article165
2009THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article9
2006Occupational Labour Demand and the Sources of Non?neutral Technical Change* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2008Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article8
2012Long-range dependence in the international diamond market In: Economics Letters.
[Full Text][Citation analysis]		article3
2004Conditional correlated jump dynamics in foreign exchange In: Economics Letters.
[Full Text][Citation analysis]		article15
2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article47
2005The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis In: Resource and Energy Economics.
[Full Text][Citation analysis]		article80
2018Volatility Spillovers Arising from the Financialization of Commodities In: JRFM.
[Full Text][Citation analysis]		article4
2010Do Derivative Markets Contain Useful Information for Signaling Hot Money Flows? In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2009A New Look at Copper Markets: A Regime-Switching Jump Model In: Working Papers.
[Full Text][Citation analysis]		paper3
2000Invariance, price indices and estimation in almost ideal demand systems In: Empirical Economics.
[Full Text][Citation analysis]		article17
2003A correlated bivariate Poisson jump model for foreign exchange In: Empirical Economics.
[Full Text][Citation analysis]		article20
2006University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods In: Education Economics.
[Full Text][Citation analysis]		article48
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
[Citation analysis]		paper0
2005The Impact of Oil and Natural Gas Facilities on Rural Residential Property In: Working Papers.
[Full Text][Citation analysis]		paper76
2005University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods In: Working Papers.
[Full Text][Citation analysis]		paper3
2006Jumping hedges: An examination of movements in copper spot and futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article31
2010Forecasting volatility: Roles of sampling frequency and forecasting horizon In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2010Optimal hedge ratios in the presence of common jumps In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2012Time?varying jump risk premia in stock index futures returns In: Journal of Futures Markets.
[Citation analysis]		article6

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