Weining Wang : Citation Profile

University of York (92% share)
Institute for Fiscal Studies (IFS) (8% share)

10

H index

11

i10 index

453

Citations

RESEARCH PRODUCTION:

11

Articles

51

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 34
   Journals where Weining Wang has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 15 (3.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa606
   Updated: 2025-04-12    RAS profile: 2023-10-20    
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Relations with other researchers

Works with:

Wooldridge, Jeffrey (2)

Härdle, Wolfgang (2)

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

Is cited by:

Härdle, Wolfgang (48)

Wang, Gang-Jin (13)

Foglia, Matteo (8)

Schienle, Melanie (6)

Tan, Chih Ming (6)

Ahelegbey, Daniel Felix (6)

Shahzad, Syed Jawad Hussain (6)

Bianconi, Marcelo (6)

Weron, Rafał (5)

Giudici, Paolo (5)

Zhou, Wei-Xing (5)

Cites to:

Härdle, Wolfgang (43)

Engle, Robert (34)

Diebold, Francis (20)

Viceira, Luis (18)

Hautsch, Nikolaus (18)

Chernozhukov, Victor (18)

Schienle, Melanie (16)

Campbell, John (15)

Shiller, Robert (12)

Manganelli, Simone (12)

Schaumburg, Julia (12)

Main data

Production by document typepaperarticle20102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents1234567891011120100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Weining Wang has published?

Journals with more than one article published# docs
Journal of Financial Econometrics2
Journal of Business & Economic Statistics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk16
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"14
Papers / arXiv.org3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Weining Wang (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Policy Targeting under Network Interference. (2019). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2025Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2024Systemic risk in financial networks: the effects of asymptotic independence. (2023). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Papers. RePEc:arx:papers:2309.15511.

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2024Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2024Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006.

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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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2024Count network autoregression. (2024). Armillotta, Mirko ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:584-612.

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2024Spatio-temporal smoothing and dynamics of different electricity flexibility options for highly renewable energy systems—Case study for Norway. (2024). Zeyringer, Marianne ; Benth, Fred Espen ; Grochowicz, Aleksander. In: Applied Energy. RePEc:eee:appene:v:356:y:2024:i:c:s0306261923017026.

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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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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Generalized latent space model for one-mode networks with awareness of two-mode networks. (2024). Qin, Ruixuan ; Pu, Dan ; Fang, Kuangnan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:193:y:2024:i:c:s0167947323002268.

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2024Pricing cryptocurrency options with machine learning regression for handling market volatility. (2024). Lenz, Jimmie ; Brini, Alessio. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001081.

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2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Wang, Haosen ; Xu, Wei ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

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2024Risk 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.

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2024? in the tails. (2022). Reno, Roberto ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:134-150.

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2024Distributed estimation and inference for spatial autoregression model with large scale networks. (2024). Zhu, Xuening ; Li, Zhe ; Ren, Yimeng ; Wang, Hansheng ; Gao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003457.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Big portfolio selection by graph-based conditional moments method. (2024). Zhu, Zhoufan ; Zhang, Ningning. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000689.

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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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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Zhang, Yunhan ; Ji, Qiang ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

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2024Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218.

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2024Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Xu, Xin ; Rong, Xueyun ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340.

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2024How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo ; Feng, Yusen. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004472.

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2024Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2024Put–call parity in a crypto option market — Evidence from Binance. (2024). Varadi, Kata ; Kralik, Balazs ; Felfoldi-Szcs, Nora. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461.

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2024Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). Zhang, Shuguang ; He, Zhipeng. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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2024Currency tail risk measurement and spillovers: An improved TENET approach. (2024). Luo, Zihao ; He, Shi ; Yan, Jiahong ; Yu, Huijuan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400789x.

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2024Tail risk network of Chinese green-related stocks market. (2024). Ye, Wuyi ; Guo, Ranran ; Hu, Chenglong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008328.

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2024Tail risk spillovers between economic policy uncertainty and stock market returns: Evidence based on TENET approach. (2024). Ouyang, Yingbo ; Li, Kelong ; Chen, Hong ; Huangmei, Mengmeng ; Mo, Tingcheng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012339.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Weiss, Gregor ; Timphus, Maike ; Fritzsch, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002261.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Shi, Huai-Long ; Chen, Huayi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2024Inter-industry network and credit risk. (2024). Lee, Han-Hsing ; Huang, Mu-Nan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:598-625.

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2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions. (2024). Wang, Gang-Jin ; Zhou, Xuewei ; Ouyang, Zisheng ; Lu, Min ; Liu, Shuwen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Institutional investor heterogeneity and systemic financial risk: Evidence from China. (2024). Li, Shi ; Zhu, Yuanhao ; Huang, Wenli ; Xu, Yueling. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s027553192300288x.

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2024Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Zeng, Aiqing ; Wang, Kangsheng ; Wen, Fenghua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916.

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2024Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Liu, KE ; Lu, Min ; Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x.

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2025The COVID-19 pandemic and feedback trading dynamics: Unveiling global patterns. (2025). Huang, Ya-Ling ; Chen, Chan-Shin ; Lee, Yen-Hsien ; Tang, Chia-Hsien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004318.

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2025Climate Risks and Predictability of Financial Risks in the US Banking Sector. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202507.

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2024Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej ; Nagy, Odett. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1.

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2024Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3.

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2024Price dynamics and volatility jumps in bitcoin options. (2024). Yang, Jimmy J ; Chen, Kuo Shing. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00653-z.

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2025Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective. (2025). Ning, Hao-Yang ; Gong, Xiao-Li ; Xiong, Xiong. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00687-3.

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2024Investigating the Impact of Financial Reporting for Cryptocurrencies on Company Value. (2024). Chen, Kuo-Shing. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:14:y:2024:i:3:f:14_3_6.

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Works by Weining Wang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
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2018Using generalized estimating equations to estimate nonlinear models with spatial data In: Papers.
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2020Using generalized estimating equations to estimate nonlinear models with spatial data.(2020) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2018A supreme test for periodic explosive GARCH In: Papers.
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2020A supreme test for periodic explosive GARCH.(2020) In: IRTG 1792 Discussion Papers.
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2020Pricing Cryptocurrency Options In: Papers.
[Full Text][Citation analysis]		paper34
2020Pricing Cryptocurrency Options*.(2020) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 34		article
2015HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE In: Econometric Theory.
[Full Text][Citation analysis]		article12
2020Novel operational matrices-based method for solving fractional-order delay differential equations via shifted Gegenbauer polynomials In: Applied Mathematics and Computation.
[Full Text][Citation analysis]		article6
2016TENET: Tail-Event driven NETwork risk In: Journal of Econometrics.
[Full Text][Citation analysis]		article186
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This paper has nother version. Agregated cites: 186		paper
2019Network quantile autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
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2015Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2023Beta-Sorted Portfolios In: Staff Reports.
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2010Uniform confidence bands for pricing kernels In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper24
2010Prognose mit nichtparametrischen Verfahren In: SFB 649 Discussion Papers.
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2011Local Quantile Regression In: SFB 649 Discussion Papers.
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2012HMM in dynamic HAC models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2012Quantile Regression in Risk Calibration In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper17
2013Composite Quantile Regression for the Single-Index Model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2013Tie the straps: uniform bootstrap confidence bands for bounded influence curve estimators In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Nonparametric Estimates for Conditional Quantiles of Time Series In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2014TENET: Tail-Event driven NETwork risk In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Estimation of NAIRU with Inflation Expectation Data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2015Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach In: SFB 649 Discussion Papers.
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2016Time Varying Quantile Lasso In: SFB 649 Discussion Papers.
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2016Network Quantile Autoregression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper3
2017Dynamic Semiparametric Factor Model with a Common Break In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2019LASSO-Driven Inference in Time and Space In: CeMMAP working papers.
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2018LASSO-driven inference in time and space.(2018) In: CeMMAP working papers.
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2018LASSO-Driven Inference in Time and Space.(2018) In: IRTG 1792 Discussion Papers.
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2015Uniform Confidence Bands for Pricing Kernels In: Journal of Financial Econometrics.
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2015Nonparametric estimates for conditional quantiles of time series In: AStA Advances in Statistical Analysis.
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2016Localizing Temperature Risk In: Journal of the American Statistical Association.
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2014Comment In: Journal of Business & Economic Statistics.
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2018Single-Index-Based CoVaR With Very High-Dimensional Covariates In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article15
2018Pricing Cryptocurrency options: the case of CRIX and Bitcoin In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper13
2019Inference of Break-Points in High-Dimensional Time Series In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Inference of breakpoints in high-dimensional time series.(2020) In: IRTG 1792 Discussion Papers.
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2019Modelling Systemic Risk Using Neural Network Quantile Regression In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2019Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Improved Estimation of Dynamic Models of Conditional Means and Variances In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Tail Event Driven Factor Augmented Dynamic Model In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper0
2020The common and speci fic components of inflation expectation across European countries In: IRTG 1792 Discussion Papers.
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2020Dynamic Spatial Network Quantile Autoregression In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data In: IRTG 1792 Discussion Papers.
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