Tianyang Wang : Citation Profile

Are you Tianyang Wang?

Colorado State University

7

H index

7

i10 index

199

Citations

RESEARCH PRODUCTION:

18

Articles

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 16
   Journals where Tianyang Wang has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 11 (5.24 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa1065
   Updated: 2024-12-03    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:

Mignon, Valérie (7)

Saadaoui, Jamel (7)

Wang, Yudong (7)

Zhang, Yaojie (5)

Shang, Han Lin (4)

Zhao, Lu-Tao (3)

Zhang, Yue-Jun (2)

Mirza, Nawazish (2)

Degiannakis, Stavros (2)

Floros, Christos (2)

Mirza, Nawazish (2)

Cites to:

Kilian, Lutz (21)

Miao, Hong (13)

Yang, Jian (9)

Bollerslev, Tim (7)

barsky, robert (6)

Campbell, John (6)

Jackwerth, Jens (5)

Vespignani, Joaquin (5)

Hamilton, James (5)

Ravazzolo, Francesco (5)

Hansen, Peter (4)

Main data

Where Tianyang Wang has published?

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

Recent works citing Tianyang Wang (2024 and 2023)

YearTitle of citing document
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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2023.

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2023Insurance groups, product diversification, and the role of surplus lines affiliation. (2023). Cole, Cassandra R ; Baggett, Courtney B. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:1:p:35-56.

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2023Organizational resilience as a key property of enterprise risk management in response to novel and severe crisis events. (2023). Dahmen, Patrick. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:2:p:203-245.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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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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2023Global sensitivity analysis in epidemiological modeling. (2023). Borgonovo, Emanuele ; Lu, Xuefei. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:9-24.

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2023A review of the operations literature on real options in energy. (2023). Secomandi, Nicola ; Nadarajah, Selvaprabu. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:2:p:469-487.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Forecasting oil inventory changes with Google trends: A hybrid wavelet decomposer and ARDL-SVR ensemble model. (2023). Zhao, Lu-Tao ; Wei, Yi-Ming ; Zheng, Zhi-Yi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001019.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Forecasting crude oil prices in the COVID-19 era: Can machine learn better?. (2023). Meng, Yuhao ; Peng, Yuchao ; Tian, Guangning. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002864.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Europes energy crisis: Are geopolitical risks in source countries of fossil fuels accelerating the transition to renewable energy?. (2023). Hille, Erik. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005595.

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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 ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2023Asymmetric price transmission and impulse responses from U.S. crude oil to jet fuel and diesel markets. (2023). Qiu, Feng ; Luckert, Martin ; Zhang, Wenbei. In: Energy. RePEc:eee:energy:v:283:y:2023:i:c:s0360544223018194.

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

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Informational linkage and price discovery between Chinas futures and spot markets: Evidence from the US–China trade dispute. (2023). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000527.

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2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

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

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2023Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries. (2023). Wang, Jian ; Shao, Wei ; Huang, Menghao. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006766.

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2023Relationships among geopolitical risk, trade policy uncertainty, and crude oil import prices: Evidence from China. (2023). Zhang, Xiaoyu ; Song, Yuegang ; Hu, Guoheng. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002660.

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2023Impact of geopolitical risks on oil price fluctuations: Based on GARCH-MIDAS model. (2023). Zhou, Xuewei ; Sun, Jiasen ; Zhao, Ruizeng ; Wu, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006931.

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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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2023Environmental, social and governance performance and credit risk: Moderating effect of corporate life cycle. (2023). Yang, Liuyong ; Wang, Liyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001762.

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2023Measuring enterprise risk management implementation: A multifaceted approach for the banking sector. (2023). Mahtab, Nehal ; Soliman, Alaa M ; Adam, Mukhtar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:244-256.

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2023Can the introduction of stock index futures stabilize the volatility of the stock market? Evidence from the Chinese stock market. (2023). Gu, Rongbao ; Yang, Linshan ; Liu, Shengnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:44-58.

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

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2023.

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2023A real options approach to value manufacturing flexibilities with regime-switching product demand. (2023). Sarkar, P ; C. -G. Lee, ; M. I. M. Wahab, . In: Flexible Services and Manufacturing Journal. RePEc:spr:flsman:v:35:y:2023:i:3:d:10.1007_s10696-022-09450-1.

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2023Corporate reputation and shareholder investment: a study of Egypts tourism listed companies. (2023). El-Deeb, Mohamed Samy ; Halim, Yasser Tawfik ; Ismail, Eman X. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00230-3.

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2023Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699.

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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). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

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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]		article18
2021Valuing Real Options in the Volatile Real World In: Production and Operations Management.
[Full Text][Citation analysis]		article4
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]		article13
2017Influential factors in crude oil price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article85
2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article17
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]		article7
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]		article6
2018The impact of crude oil inventory announcements on prices: Evidence from derivatives markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15
2016Modeling Correlated Discrete Uncertainties in Event Trees with Copulas In: Risk Analysis.
[Full Text][Citation analysis]		article2

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