5
H index
2
i10 index
177
Citations
Chin Wen Cheong : Citation Profile
| RESEARCH PRODUCTION: 12 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2007 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chin Wen Cheong. | Is cited by:
| Cites to:
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Main data
Where Chin Wen Cheong has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 3 |
| Journal of Quantitative Economics | 2 |
| Journal of Applied Statistics | 2 |
Recent works citing Chin Wen Cheong (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Is energy risk scale Invariant? evidence from crude oil futures. (2025). Grobys, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001160. Full description at Econpapers || Download paper |
| 2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Sun, Yuying ; Wang, Shouyang ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper |
| 2024 | More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482. Full description at Econpapers || Download paper |
| 2024 | A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Wang, Ren ; Lu, Min. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005590. Full description at Econpapers || Download paper |
| 2025 | Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223. Full description at Econpapers || Download paper |
| 2025 | Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507. Full description at Econpapers || Download paper |
| 2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615. Full description at Econpapers || Download paper |
| 2025 | Crude oil Price forecasting: Leveraging machine learning for global economic stability. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Rao, Amar ; Hossain, Mohammad Razib ; Dev, Dhairya. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:216:y:2025:i:c:s0040162525001647. Full description at Econpapers || Download paper |
| 2025 | OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models. (2025). Choubar, Lyes ; Hadjira, Abdelmounaim ; Salhi, Hicham. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10762-7. Full description at Econpapers || Download paper |
| 2024 | Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Ramzan, Muhammad ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z. Full description at Econpapers || Download paper |
| 2024 | How volatility in the oil market and uncertainty shocks affect Saudi economy: a frequency approach. (2024). Triki, Rabab ; Kahouli, Bassem ; Tissaoui, Kais ; Tlili, Haykel. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03938-x. Full description at Econpapers || Download paper |
| 2024 | Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533. Full description at Econpapers || Download paper |
Works by Chin Wen Cheong:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 3 |
| 2009 | Modeling and forecasting crude oil markets using ARCH-type models In: Energy Policy. [Full Text][Citation analysis] | article | 135 |
| 2007 | Asymmetry and long-memory volatility: Some empirical evidence using GARCH In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 13 |
| 2008 | Heavy-tailed value-at-risk analysis for Malaysian stock exchange In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2008 | Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2007 | Statistical Evaluation of Market Barometer in Malaysian Stock Market In: The IUP Journal of Financial Economics. [Citation analysis] | article | 0 |
| 2012 | Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Variance Ratio Test of Random Walk in Energy Spot Markets In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2018 | S&P500 volatility analysis using high-frequency multipower variation volatility proxies In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Optimal choice of sample fraction in univariate financial tail index estimation In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Estimating the Hurst parameter in financial time series via heuristic approaches In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team