Tianyang Wang : Citation Profile

Colorado State University

8

H index

8

i10 index

242

Citations

RESEARCH PRODUCTION:

20

Articles

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 20
   Journals where Tianyang Wang has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 12 (4.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa1065
   Updated: 2025-12-27    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 (9)

Saadaoui, Jamel (7)

Mignon, Valérie (7)

Zhang, Yaojie (6)

Degiannakis, Stavros (6)

Pierdzioch, Christian (4)

GUPTA, RANGAN (4)

Filis, George (4)

Shang, Han Lin (4)

Hartley, Peter (4)

Zhao, Lu-Tao (3)

Cites to:

Kilian, Lutz (21)

Miao, Hong (17)

Yang, Jian (11)

Bollerslev, Tim (7)

Campbell, John (6)

barsky, robert (6)

Vespignani, Joaquin (5)

Ravazzolo, Francesco (5)

Jackwerth, Jens (5)

Hamilton, James (5)

Hansen, Peter (4)

Main data

Where Tianyang Wang has published?

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

Recent works citing Tianyang Wang (2025 and 2024)

YearTitle of citing document
2025A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2024How does medical insurance contribution affect corporate value? Evidence from China. (2024). Wang, Jiyuan ; Lu, Jiankun ; Li, Xuchao. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:1:p:57-92.

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2024Trading Momentum in the U.S. Crude Oil Futures Market. (2024). Hamdan, Dalia ; Starkova, Olga ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-61.

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2024Spillover effects of external economic shocks on African sovereign bonds. (2024). Xiao, Hao ; Tang, Xiaoyang ; Lin, Jie. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001275.

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2025Surviving the storm: Evaluating the role of enterprise risk management in property and liability insurers performance during the COVID-19 pandemic. (2025). Yang, Charles C ; Lee, Wing Yan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000197.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024The valuation of arithmetic Asian options with mean reversion and jump clustering. (2024). Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001821.

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2025Pricing options on the maximum or the minimum of several assets with default risk. (2025). Zhou, KE ; Zhang, Jiayi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001979.

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2024Optimal trading with regime switching: Numerical and analytic techniques applied to valuing storage in an electricity balancing market. (2024). Duck, Peter ; Johnson, Paul ; Szabo, David Zoltan. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:611-624.

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2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024A time-frequency-based interval decomposition ensemble method for forecasting gasoil prices under the trend of low-carbon development. (2024). Yan, Zichun ; Sun, Yuying ; Wang, Shouyang ; Tian, Fangzhu. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003177.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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2025Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000581.

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2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

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2025Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451.

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2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Zhao, Zhengling ; Wang, Shouyang ; Sun, Shaolong. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2025Study on influencing factors and forecast of global crude oil prices based on the hybrid model. (2025). Fang, Tianhui ; Wang, Donghua. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225022467.

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2024Competitive dynamics and risk of non-life insurance in Taiwan: An empirical study. (2024). Wang, Mei-Chih ; Chen, Guan-Chih. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000863.

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2025The effect of margin trading, stock index futures, and firm characteristics on stock price synchronicity: Evidence from China. (2025). Bei, Chengcheng ; Ma, Yulong ; Fonseka, Mohan ; Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:102:y:2025:i:c:s1042443125000551.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024ETFs and tail dependence: Evidence from Chinese stock market. (2024). Ning, Wei ; Zhao, Jiahua ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001815.

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2024Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011.

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2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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2024Forecasting the Crude Oil prices for last four decades using deep learning approach. (2024). Choudhury, Karabi Dutta ; Sen, Abhibasu. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011492.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Tamilselvan, M ; Kannadhasan, M ; Halder, Abhishek. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

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2024Do loosened trading rules restore the stock index futures price discovery ability in China?. (2024). Wang, Ziqiao ; Zhao, Yuepeng ; Zhang, Xiaotao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:389-397.

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2024Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2025Forecasting Crude Oil Prices Using the Binary RSI (bRSI) Indicator. (2025). Stasiak, Micha Dominik ; Staszak, Aneta ; Stawarz, Marcin. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3034-:d:1674355.

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2024Economic Feasibility and Strategic Planning for Floating Solar Power Plants in Korea: A Real Options Approach. (2024). Na, Seoungbeom ; Jang, Woosik ; Lee, Youngwoong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2024:i:1:p:137-:d:1554852.

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2024Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach. (2024). Shahzad, Umer ; Si, Kamel ; Tedeschi, Marco ; Rao, Amar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10550-3.

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2024Unveiling 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.

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2025Forecasting oil commodity spot price in a data-rich environment. (2025). Liu, Zhenya ; Boubaker, Sabri ; Zhang, Yifan. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05004-8.

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2024Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2.

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2024Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w.

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2024Inventory 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.

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2024Breaks in term structures: Evidence from the oil futures markets. (2024). Horvath, Lajos ; Liu, Zhenya ; Tang, Weiqing ; Miller, Curtis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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2024A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900.

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2025Tail Risks Everywhere and Crude Oil Returns: New Insights From Predictive Quantile Approaches. (2025). Zhang, Yuejun ; Zhao, Wen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:685-704.

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Works by Tianyang Wang:

YearTitleTypeCited
2015Life Insurer Cost of Equity with Asymmetric Risk Factors In: The Financial Review.
[Full Text][Citation analysis]		article0
2022Reference point formation: Does the market whisper in the background? In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2017Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article3
2018The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article21
2021Valuing Real Options in the Volatile Real World In: Production and Operations Management.
[Full Text][Citation analysis]		article5
2018Default prediction models: The role of forward-looking measures of returns and volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2016An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments In: Energy Economics.
[Full Text][Citation analysis]		article14
2017Influential factors in crude oil price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article101
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article19
2019Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article12
2010Valuing Multifactor Real Options Using an Implied Binomial Tree In: Decision Analysis.
[Full Text][Citation analysis]		article8
2012A Copulas-Based Approach to Modeling Dependence in Decision Trees In: Operations Research.
[Full Text][Citation analysis]		article10
2015A copula-based approach for generating lattices In: Review of Derivatives Research.
[Full Text][Citation analysis]		article0
2014The Response of Bond Prices to Insurer Ratings Changes In: The Geneva Papers on Risk and Insurance - Issues and Practice.
[Full Text][Citation analysis]		article1
2017Sensitivity analysis of decision making under dependent uncertainties using copulas In: EURO Journal on Decision Processes.
[Full Text][Citation analysis]		article2
2020Exchange options under clustered jump dynamics In: Quantitative Finance.
[Full Text][Citation analysis]		article7
2015The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility In: Journal of Forecasting.
[Full Text][Citation analysis]		article15
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
2021The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2
2016Modeling Correlated Discrete Uncertainties in Event Trees with Copulas In: Risk Analysis.
[Full Text][Citation analysis]		article2

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