Gang-Jin Wang : Citation Profile

Are you Gang-Jin Wang?

Hunan University

20

H index

25

i10 index

1197

Citations

RESEARCH PRODUCTION:

61

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 99
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 270.    Total self citations: 41 (3.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa614
   Updated: 2024-11-04    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Uddin, Gazi (5)

Foglia, Matteo (5)

Zhou, Wei-Xing (4)

Chevallier, Julien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gang-Jin Wang.

Is cited by:

Ferreira, Paulo (32)

Foglia, Matteo (19)

PEREIRA, EDER JOHNSON DE AREA (19)

GUPTA, RANGAN (14)

Shahzad, Syed Jawad Hussain (13)

Guangxi, Cao (13)

Bouri, Elie (13)

Zhou, Wei-Xing (13)

Yarovaya, Larisa (10)

Bekiros, Stelios (10)

lucey, brian (10)

Cites to:

Diebold, Francis (93)

Yilmaz, Kamil (86)

Mantegna, Rosario (71)

Bouri, Elie (57)

Zhou, Wei-Xing (53)

lucey, brian (46)

Roubaud, David (42)

Engle, Robert (35)

GUPTA, RANGAN (32)

Shahzad, Syed Jawad Hussain (30)

Antonakakis, Nikolaos (24)

Main data

Where Gang-Jin Wang has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications10
International Review of Economics & Finance7
Finance Research Letters6
International Review of Financial Analysis6
Research in International Business and Finance4
Journal of International Financial Markets, Institutions and Money4
Emerging Markets Review3
Quantitative Finance3
Mathematical Problems in Engineering2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
Post-Print / HAL2

Recent works citing Gang-Jin Wang (2024 and 2023)

YearTitle of citing document
2024.

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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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2023Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether. (2023). Jasiak, Joann ; Inan, Emre ; Djobenou, Antoine. In: Papers. RePEc:arx:papers:2301.00509.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023American Option Pricing using Self-Attention GRU and Shapley Value Interpretation. (2023). Shen, Yanhui. In: Papers. RePEc:arx:papers:2310.12500.

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2024Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price. (2024). Wu, Boyao ; Huang, Difang ; Zheng, Lifen ; Li, Nan ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19363.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023The Russia–Ukraine conflict and investor psychology in financial markets. (2023). Humaira, Umme ; Chowdhury, Emon Kalyan. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:3:p:388-405.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2023Application of viable system model in diagnosing defects and problems of the credit supply chain network in the Iranian banking industry. (2023). Shavvalpour, Saeed ; Teimoury, Ebrahim ; Jabbarzadeh, Eissa. In: Systems Research and Behavioral Science. RePEc:bla:srbeha:v:40:y:2023:i:1:p:101-145.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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2024Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Dong, Jichang ; Li, Xuerong ; Mi, Anran ; Xu, Xiaoyue. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2023Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103.

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2023Stable versus fragile community structures in the correlation dynamics of Chinese industry indices. (2023). Song, Fu-Tie ; Nie, Chun-Xiao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012231.

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2023Quantifying the direct and indirect interactions for EEG signals by using detrended permutation mutual information. (2023). Lin, Aijing ; Ge, Xinlei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010573.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2023Laplacian-energy-like measure: Does it improve the Cross-Sectional Absolute Deviation herding model?. (2023). Yang, Xin ; Deng, Yanchen ; Cai, Yaqian ; Huang, Chuangxia. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002857.

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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735.

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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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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature. (2024). Esparcia, Carlos ; Fakhfakh, Tarek ; Jareo, Francisco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001432.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Systemic risk monitoring model from the perspective of public information arrival. (2024). Zhu, Xingting ; Liu, Bin ; Yan, Han ; Wu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000664.

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2024Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts. (2024). Chen, Meixia ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000792.

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2024Cross-regional connectedness of financial market: Measurement and determinants. (2024). Cao, Jie ; Wang, Xuya ; Yang, Xin ; Huang, Chuangxia ; Zhao, Lili. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822.

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2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

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2023Cryptocurrencies and stock market fluctuations. (2023). Musholombo, Bashige. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004536.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

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2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

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2023Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2023Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?. (2023). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002843.

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2023A new way of measuring effects of financial crisis on contagion in currency markets. (2023). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002806.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2023Measurement and contagion modelling of systemic risk in Chinas financial sectors: Evidence for functional data analysis and complex network. (2023). Gu, Qinen ; Li, Shaofang ; Tian, Sihua. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004295.

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2024Do online message boards convey cryptocurrency-specific information?. (2024). Goodell, John W ; Tong, Zezheng ; Shen, Dehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004660.

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2024Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Ji, Qiang ; Zhang, Yunhan ; Ma, Dandan ; Zhai, Pengxiang ; Zhao, Wan-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239.

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2024The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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2024Social media information diffusion and excess stock returns co-movement. (2024). Li, Sai-Ping ; Wu, Wang-Long ; Chen, Zhang-Hangjian ; Koedijk, Kees G ; Bao, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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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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2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. (2024). Goodell, John W ; Pham, Linh ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924000887.

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2024Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187.

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2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness. (2024). Jareo, Francisco ; Escribano, Ana ; Esparcia, Carlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002199.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2023Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359.

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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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2023Are blockchain and cryptocurrency M&As harder to close?. (2023). Simsir, Serif Aziz ; Akdou, Evrim. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006766.

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More than 100 citations found, this list is not complete...

Works by Gang-Jin Wang:

YearTitleTypeCited
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]		paper6
2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 6		article
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]		paper4
2017Stock market as temporal network In: Papers.
[Full Text][Citation analysis]		paper29
2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 29		article
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper5
2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 5		article
2020Sector connectedness in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper9
2022Sector connectedness in the Chinese stock markets.(2022) In: Empirical Economics.
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This paper has nother version. Agregated cites: 9		article
2020Predicting tail events in a RIA-EVT-Copula framework In: Papers.
[Full Text][Citation analysis]		paper1
2022Predicting tail events in a RIA-EVT-Copula framework.(2022) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 1		article
2021Community detection and portfolio optimization In: Papers.
[Full Text][Citation analysis]		paper0
2019Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market In: International Review of Finance.
[Full Text][Citation analysis]		article3
2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2021BP-CVaR: A novel model of estimating CVaR with back propagation algorithm In: Economics Letters.
[Full Text][Citation analysis]		article1
2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
[Full Text][Citation analysis]		article23
2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective In: Emerging Markets Review.
[Full Text][Citation analysis]		article5
2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
[Full Text][Citation analysis]		article54
2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article169
2023Forecasting global stock market volatilities in an uncertain world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2024Systemic risk prediction using machine learning: Does network connectedness help prediction? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article46
2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
[Full Text][Citation analysis]		article45
2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article92
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China In: Global Finance Journal.
[Full Text][Citation analysis]		article0
2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article32
2022Bearish Vs Bullish risk network: A Eurozone financial system analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2020Volatility connectedness in global foreign exchange markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article38
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article42
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article42
2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article31
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article34
2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach In: International Journal of Production Economics.
[Full Text][Citation analysis]		article28
2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article43
2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article12
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Systemic risk propagation in the Eurozone: A multilayer network approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article47
2022Multilayer network analysis of investor sentiment and stock returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2023Forecasting stock market volatility under parameter and model uncertainty In: Research in International Business and Finance.
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2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
[Full Text][Citation analysis]		article20
2014Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article7
2016The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing In: Advances in Mathematical Physics.
[Full Text][Citation analysis]		article0
2014A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets In: Journal of Applied Mathematics.
[Full Text][Citation analysis]		article0
2014Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article5
2015Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article1
2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
[Full Text][Citation analysis]		article68
2020Business conditions, uncertainty shocks and Bitcoin returns In: Evolutionary and Institutional Economics Review.
[Full Text][Citation analysis]		article3
2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article25
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article96
2021Multilayer information spillover networks: measuring interconnectedness of financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article14

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