11
H index
12
i10 index
449
Citations
University of Reading | 11 H index 12 i10 index 449 Citations RESEARCH PRODUCTION: 32 Articles 14 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shixuan Wang. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| Working Papers / University of Pretoria, Department of Economics | 6 |
| Post-Print / HAL | 5 |
| Year | Title of citing document | |
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| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper | |
| 2025 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
| 2024 | Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches. (2024). Desheng, Wu Dash ; Ahmad, Touqeer ; Ur, Shafique ; Karamoozian, Amirhossein. In: Papers. RePEc:arx:papers:2407.15766. Full description at Econpapers || Download paper | |
| 2024 | Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms. (2024). Ahmad, Wasim ; Shrimali, Suruchi ; Roy, Preeti ; Rahman, Mohammad Arshad. In: Papers. RePEc:arx:papers:2409.08701. Full description at Econpapers || Download paper | |
| 2025 | Long time behavior of semi-Markov modulated perpetuity and some related processes. (2025). Majumder, Abhishek Pal. In: Papers. RePEc:arx:papers:2410.15824. Full description at Econpapers || Download paper | |
| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper | |
| 2024 | Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170. Full description at Econpapers || Download paper | |
| 2024 | Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55. Full description at Econpapers || Download paper | |
| 2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
| 2024 | A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper | |
| 2024 | Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001. Full description at Econpapers || Download paper | |
| 2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper | |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper | |
| 2025 | Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257. Full description at Econpapers || Download paper | |
| 2025 | Estimating coefficient-by-coefficient breaks in panel data models. (2025). Kaddoura, Yousef. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000594. Full description at Econpapers || Download paper | |
| 2024 | In-house or outsourcing? The impact of remanufacturing strategies on the dynamics of component remanufacturing systems under lifecycle demand and returns. (2024). Tang, OU ; Naim, Mohamed M ; Lin, Junyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:965-979. Full description at Econpapers || Download paper | |
| 2025 | On the valuation of legacy power production in liberalized markets via option-pricing. (2025). Ehrenmann, Andreas ; Abada, Ibrahim ; Belkhouja, Mustapha. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:1005-1024. Full description at Econpapers || Download paper | |
| 2024 | Navigating the crisis: Fuel price caps in the Australian national wholesale electricity market. (2024). Nepal, Rabindra ; Khezr, Peyman ; Jamasb, Tooraj ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007351. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
| 2024 | Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Tselika, Maria ; Demetriades, Elias. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798. Full description at Econpapers || Download paper | |
| 2024 | Forecasting of coal and electricity prices in China: Evidence from the quantum bee colony-support vector regression neural network. (2024). Guo, Zhichen ; Pan, Wenchao ; Luo, Lingle ; Yaxuan, Jiayan Shi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002731. Full description at Econpapers || Download paper | |
| 2024 | Financial warning for coal mining investments: Evidence from the fruit fly optimisation algorithm with backpropagation neural networks. (2024). Huang, Zilong ; He, Yiqun ; Ren, Xiaocong. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003025. Full description at Econpapers || Download paper | |
| 2024 | Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments. (2024). Goutte, Stéphane ; Mhadhbi, Mayssa. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003220. Full description at Econpapers || Download paper | |
| 2024 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper | |
| 2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
| 2024 | Dynamic connectedness in the higher moments between clean energy and oil prices. (2024). Pham, Linh ; Hao, Wei. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006959. Full description at Econpapers || Download paper | |
| 2025 | Information linkages across countries around net zero announcements. (2025). Linnenluecke, Martina ; Rajabi, Mona Mashhadi ; Smith, Tom. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007710. Full description at Econpapers || Download paper | |
| 2025 | Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326. Full description at Econpapers || Download paper | |
| 2025 | Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659. Full description at Econpapers || Download paper | |
| 2025 | The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172. Full description at Econpapers || Download paper | |
| 2025 | Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions. (2025). Akadiri, Seyi ; Ozkan, Oktay. In: Energy Policy. RePEc:eee:enepol:v:202:y:2025:i:c:s0301421525001168. Full description at Econpapers || Download paper | |
| 2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper | |
| 2024 | Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194. Full description at Econpapers || Download paper | |
| 2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper | |
| 2025 | The AI-sustainability Nexus: How does intelligent transformation affect corporate green innovation?. (2025). Lin, Boqiang ; Xu, Chongchong. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001942. Full description at Econpapers || Download paper | |
| 2025 | External audit quality and green innovation: Does environmental information disclosure matter?. (2025). Ye, Chengang ; Shahab, Yasir ; Zhu, Mengqi ; Zheng, YU ; Li, Ying ; Yang, Junhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002388. Full description at Econpapers || Download paper | |
| 2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper | |
| 2024 | Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952. Full description at Econpapers || Download paper | |
| 2025 | Atmospheric environmental resources and corporate green innovation: Blessing or curse of the weather?. (2025). Li, Ziwei ; Cai, Yinyin ; Qi, Xiangqin ; Wu, Xia. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007592. Full description at Econpapers || Download paper | |
| 2025 | Government investment, human capital flow, and urban innovation: Evidence from smart city construction in China. (2025). Chen, XI ; Wang, Xinyue ; Li, Zhihui. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000031. Full description at Econpapers || Download paper | |
| 2024 | Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619. Full description at Econpapers || Download paper | |
| 2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper | |
| 2024 | Impact of sentiment tendency of media coverage on corporate green total factor productivity: The moderating role of environmental uncertainty. (2024). Chen, Qian. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006676. Full description at Econpapers || Download paper | |
| 2024 | Measuring firm-level manager risk perception. (2024). Wei, Ran ; Lu, Shanglin ; Liu, Zhenya ; He, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011590. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper | |
| 2025 | Green technology innovation and corporate brand competitiveness: an analysis based on the role of environmental policy. (2025). Sun, Zhonghua ; Wei, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014508. Full description at Econpapers || Download paper | |
| 2025 | National innovation policy, entrepreneurial activity, managerial ability and green innovation of agribusinesses. (2025). Zhong, YU ; Yao, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015101. Full description at Econpapers || Download paper | |
| 2025 | Population aging, market competition and enterprise green innovation. (2025). Qiu, LE ; Yang, Wenxuan. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324016258. Full description at Econpapers || Download paper | |
| 2025 | New media supervision, digital transformation, and corporate green investment. (2025). Zhang, Qixin ; Xiang, Zhiqiang. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002788. Full description at Econpapers || Download paper | |
| 2024 | Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x. Full description at Econpapers || Download paper | |
| 2025 | “Dollarization vs. bitcoinization in Türkiye: Which is more dangerous for the financial market?”. (2025). Mansour-Ichrakieh, Layal ; Jabbour, George M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s104244312500006x. Full description at Econpapers || Download paper | |
| 2024 | Forecasting day-ahead electricity prices with spatial dependence. (2024). Li, YI ; Yang, Yifan ; Guo, Jue ; Zhou, Jiandong. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1255-1270. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Hamouda, Foued. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600. Full description at Econpapers || Download paper | |
| 2025 | On the bullwhip behaviour of a hybrid manufacturing and remanufacturing system under autocorrelated demand and returns. (2025). Chen, Jianghang ; Huang, Shupeng ; Lin, Junyi ; Lu, Yan. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001737. Full description at Econpapers || Download paper | |
| 2025 | Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698. Full description at Econpapers || Download paper | |
| 2025 | Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions. (2025). Alghazali, Abdullah ; Belghouthi, Houssem Eddine ; Nabli, Mohamed Amine ; Mensi, Walid ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000996. Full description at Econpapers || Download paper | |
| 2024 | Is copper a safe haven for oil?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Qin, Meng ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642. Full description at Econpapers || Download paper | |
| 2024 | ESG certification, green innovation, and firm value: A quasi-natural experiment based on SynTao Green Finances ESG ratings: A pre-registered report. (2024). Bai, Xiao ; Zhao, Wenyao ; Tian, Geran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x2400204x. Full description at Econpapers || Download paper | |
| 2024 | Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245. Full description at Econpapers || Download paper | |
| 2024 | ESG certification, green innovation, and firm value: A quasi-natural experiment based on SynTao Green Finances ESG ratings: A pre-registered study. (2024). Zhao, Wenyao ; Bai, Xiao ; Tian, Geran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x2400324x. Full description at Econpapers || Download paper | |
| 2025 | Regional financial risk and firms access to trade credit: Evidence from China. (2025). Zhang, Yun ; Shi, Luqing ; Yin, Zhujia ; Song, Linjia ; Yang, Xin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003949. 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 | Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x. Full description at Econpapers || Download paper | |
| 2025 | Multi-period impacts and network connectivity of cryptocurrencies to international stock markets. (2025). Tao, Chen ; Zhong, Guang-Yan ; Li, Jiang-Cheng ; Xu, Yi-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008094. Full description at Econpapers || Download paper | |
| 2024 | An analysis of the supply chain dynamics of remanufacturing with multiple collectors. (2024). Framinan, Jose M. In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003031. Full description at Econpapers || Download paper | |
| 2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; 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. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261. Full description at Econpapers || Download paper | |
| 2025 | The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752. Full description at Econpapers || Download paper | |
| 2024 | Sequential monitoring of stock market price changes. (2024). Xiao, Zhijie ; Liu, Zhenya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:156-172. Full description at Econpapers || Download paper | |
| 2024 | Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Cai, Yuan ; Zhang, Feipeng ; Li, Dongxin ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939. Full description at Econpapers || Download paper | |
| 2024 | Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; David, Roubaud ; Jana, Rabin K ; Wanke, Peter ; Grebinevych, Oksana ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698. Full description at Econpapers || Download paper | |
| 2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper | |
| 2024 | Media coverage, social trust and corporate financing efficiency. (2024). Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005690. Full description at Econpapers || Download paper | |
| 2024 | Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720. Full description at Econpapers || Download paper | |
| 2024 | Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006993. Full description at Econpapers || Download paper | |
| 2025 | Supply chain stability and corporate green technology innovation. (2025). Hua, Xianglu ; Tu, Yubo ; Li, Haohui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007615. Full description at Econpapers || Download paper | |
| 2025 | Regulation automation and green innovation: Evidence from Chinas industrial firms. (2025). Jin, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001637. Full description at Econpapers || Download paper | |
| 2025 | How does the innovation of digital and green technology integration promote corporate environmental performance. (2025). Yang, Xiaoguang ; Meng, Jixian ; Xing, Kai ; Li, Shan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001984. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
| 2024 | On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability. (2024). Chaâbane, Najeh ; Chaabane, Najeh ; Arfaoui, Nadia ; Sahut, Jean-Michel ; Gaies, Brahim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000953. Full description at Econpapers || Download paper | |
| 2024 | Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001843. Full description at Econpapers || Download paper | |
| 2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper | |
| 2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper | |
| 2024 | Reverse channel selection in a dynamic stochastic closed-loop supply chain. (2024). Edwin, T C ; Sethi, Suresh P ; Huang, Zongsheng ; Zhao, Yingxue. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s136655452400365x. Full description at Econpapers || Download paper | |
| 2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04. Full description at Econpapers || Download paper | |
| 2024 | Government Subsidies and Business Resilience of Chinese Electric Vehicle Enterprises: The Roles of ESG and Technological Capability. (2024). Zhang, Chao ; Zhao, Qiu ; Li, Zhuoqian. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:22:p:5569-:d:1516032. Full description at Econpapers || Download paper | |
| 2024 | Recursive Estimation of the Expectile-Based Shortfall in Functional Ergodic Time Series. (2024). Almulhim, Fatimah A ; Alamari, Mohammed B ; Rachdi, Mustapha ; Laksaci, Ali. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3956-:d:1545194. Full description at Econpapers || Download paper | |
| 2025 | Hierarchical Vector Mixtures for Electricity Day-Ahead Market Prices Scenario Generation. (2025). Mari, Carlo ; Lucheroni, Carlo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2852-:d:1741787. Full description at Econpapers || Download paper | |
| 2025 | Local Stochastic Correlation Models for Derivative Pricing. (2025). Escobar Anel, Marcos ; Escobar-Anel, Marcos. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:3:p:65-:d:1704566. Full description at Econpapers || Download paper | |
| 2024 | The Impact of Economic Policy Uncertainty on Green Technology Innovation of New Energy Vehicle Enterprises in China. (2024). Zhao, Qiu ; Tang, Chenxi. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4206-:d:1396312. Full description at Econpapers || Download paper | |
| 2025 | The Role of Income, Happiness, and Norms in Fostering Pro-Social Behavior: A PLS-SEM Analysis of Charitable Giving and Its Contribution to Sustainable Development in Uzbekistan. (2025). Salahodjaev, Raufhon ; Musamuxamedov, Azimjon ; Eshpulatov, Dostonbek. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:21:p:9440-:d:1778517. Full description at Econpapers || Download paper | |
| 2025 | On the time-varying causal relationships that drive bitcoin returns. (2025). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2025-01. Full description at Econpapers || Download paper | |
| 2024 | Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments. (2024). Goutte, Stéphane ; Mhadhbi, Mayssa. In: Post-Print. RePEc:hal:journl:hal-04616704. Full description at Econpapers || Download paper | |
| 2025 | Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis. (2025). Aik, Abdullah ; Yildirim, Durmu Ari ; Polat, Onur ; Ertugrul, Hasan Murat. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10750-x. Full description at Econpapers || Download paper | |
| 2024 | Is cryptocurrency a hedging tool during economic policy uncertainty? An empirical investigation. (2024). Li, Yong ; Wang, Tianqi ; Shah, Salman Ali ; He, Chengying. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-023-02532-x. Full description at Econpapers || Download paper | |
| 2025 | Crude oil, forex, and stock markets: unveiling the higher-order moment and cross-moment risk spillovers in times of turmoil. (2025). Maghyereh, Aktham ; Cui, Jinxin ; Ziadat, Salem. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05308-7. Full description at Econpapers || Download paper | |
| 2024 | Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging. (2024). Yadav, Miklesh Prasad ; Bhatia, Shikha ; Singh, Nidhi ; Islam, Md Tarikul. In: Annals of Operations Research. RePEc:spr:annopr:v:333:y:2024:i:1:d:10.1007_s10479-022-04538-1. Full description at Econpapers || Download paper | |
| 2025 | Lean persuasive design of electronic word-of-mouth (e-WOM) indexes for e-commerce stores based on fogg behavior model. (2025). Yu, Zhaoxu ; Zhang, Yuqi ; Liu, Fang. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:4:d:10.1007_s10660-023-09753-x. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2024 | Sequential monitoring for explosive volatility regimes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Measuring US regional economic uncertainty In: Journal of Regional Science. [Full Text][Citation analysis] | article | 1 |
| 2017 | Detecting at-Most-m Changes in Linear Regression Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
| 2022 | Inference in functional factor models with applications to yield curves In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2017 | Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 20 |
| 2019 | Structural breaks in panel data: Large number of panels and short length time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 27 |
| 2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2020 | Sequential monitoring for changes from stationarity to mild non-stationarity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2023 | Improving automotive garage operations by categorical forecasts using a large number of variables In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2023 | Loss function-based change point detection in risk measures In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2023 | Time series momentum and reversal: Intraday information from realized semivariance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2023 | Modelling Australian electricity prices using indicator saturation In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2019 | Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
| 2020 | Moments-based spillovers across gold and oil markets In: Energy Economics. [Full Text][Citation analysis] | article | 42 |
| 2019 | Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2020 | Dependence structure in the Australian electricity markets: New evidence from regular vine copulae In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
| 2017 | Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 83 |
| 2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2021 | Asymmetry, tail risk and time series momentum In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
| 2021 | Asymmetry, tail risk and time series momentum.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2024 | Local media sentiment towards pollution and its effect on corporate green innovation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2021 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2020 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2020 | A functional time series analysis of forward curves derived from commodity futures In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2020 | A functional time series analysis of forward curves derived from commodity futures.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Testing normality of data on a multivariate grid In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 11 |
| 2024 | On the estimation of Value-at-Risk and Expected Shortfall at extreme levels In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 2 |
| 2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 114 |
| 2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 2023 | The evolvement of momentum effects in China: Evidence from functional data analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange In: Post-Print. [Citation analysis] | paper | 1 |
| 2020 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach In: Post-Print. [Citation analysis] | paper | 3 |
| 2022 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2021 | Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2022 | Measuring Economic Uncertainty in China† In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers. [Citation analysis] | paper | 4 |
| 2022 | The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others? In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Testing Stability in Functional Event Observations with an Application to IPO Performance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Understanding the Chinese stock market: international comparison and policy implications In: Economic and Political Studies. [Full Text][Citation analysis] | article | 3 |
| 2019 | The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems In: International Journal of Production Research. [Full Text][Citation analysis] | article | 24 |
| 2022 | Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team