Weining Wang : Citation Profile

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

10

H index

11

i10 index

521

Citations

RESEARCH PRODUCTION:

11

Articles

51

Papers

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 40
   Journals where Weining Wang has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 15 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa606
   Updated: 2026-04-11    RAS profile: 2023-10-20    
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Relations with other researchers

Works with:

Härdle, Wolfgang (2)

Wooldridge, Jeffrey (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 (9)

Schienle, Melanie (6)

Ahelegbey, Daniel Felix (6)

Tan, Chih Ming (6)

Bianconi, Marcelo (6)

Shahzad, Syed Jawad Hussain (6)

Giudici, Paolo (5)

Chernozhukov, Victor (5)

Zhou, Wei-Xing (5)

Cites to:

Härdle, Wolfgang (43)

Engle, Robert (35)

Diebold, Francis (20)

Chernozhukov, Victor (19)

Viceira, Luis (18)

Hautsch, Nikolaus (18)

Schienle, Melanie (16)

Campbell, John (15)

Shiller, Robert (12)

Manganelli, Simone (12)

Schaumburg, Julia (12)

Main data

Where Weining Wang has published?

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

YearTitle of citing document
2025Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2024Policy Targeting under Network Interference. (2024). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258.

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2025Uniform Inference on High-dimensional Spatial Panel Networks. (2025). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2025Measuring risk contagion in financial networks with CoVaR. (2024). 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. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

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2025On the implied volatility of Inverse options under stochastic volatility models. (2025). Pravosud, Makar ; Nualart, Eula Lia ; Alos, Elisa. In: Papers. RePEc:arx:papers:2401.00539.

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2024Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050.

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2025Crypto 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). Li, Nan ; Chen, Muzi ; Zheng, Lifen ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2403.19363.

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2024Optimal market-neutral currency trading on the cryptocurrency platform. (2024). Yang, Hongshen ; Malik, Avinash. In: Papers. RePEc:arx:papers:2405.15461.

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2024Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression. (2024). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2408.12210.

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2025On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982.

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2026Forecasting Oil Consumption: The Statistical Review of World Energy Meets Machine Learning. (2026). Ravazzolo, Francesco ; Li, Haoyang ; Ersoy, Erkal ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2602.01963.

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2026Transformer-based CoVaR: Systemic Risk in Textual Information. (2026). Wang, Weining ; Kong, Lingwei ; Boot, Tom ; Chen, Junyu. In: Papers. RePEc:arx:papers:2602.12490.

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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 ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. 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). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2025Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks. (2025). Feng, Qianqian ; Sun, Xiaolei ; Li, Jianping ; Shen, Yiran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000358.

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2026Resonance and dispersion mechanisms of tail risks in energy markets based on explainable machine learning: A time-varying network perspective. (2026). Zong, Hui ; Zheng, Chengli ; Huang, BO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:203:y:2026:i:c:s096007792501625x.

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

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2025Adaptive distributed smooth composite quantile regression estimation for large-scale data. (2025). Sun, Xiaofei ; Zhang, Jingyu ; Wang, Kangning. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:204:y:2025:i:c:s0167947324001944.

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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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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2025Spatial regimes in heterogeneous territories: The efficiency of local public spending. (2025). Sacchi, Agnese ; Sánchez Carrera, Edgar ; Vidoli, Francesco ; Sanchez, Edgar J. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001348.

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2025Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798.

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

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2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

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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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2025Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression. (2025). Wang, Nairong ; Zhu, Huiming ; Ren, Yinghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001888.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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2025Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000142.

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2025Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks. (2025). Wang, Lei ; Zheng, Xin ; Chen, Tingqiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000440.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2025Cascading failure, financial network and systemic risk. (2025). Cao, Jie ; Yang, Huirui ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457.

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2026Systemically important commodity futures in China. (2026). Chen, Yang ; Liu, Qing ; Xu, Mengxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001652.

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2025Climate Disaster, Investor Attention, and Tail Risk: Graph-based CoVaR. (2025). Lu, Peng ; Wang, Ziwei. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002150.

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2024.

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

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2025Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes. (2025). Zhu, Xuening ; Xu, Ganggang ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623002804.

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2025Quantile graphical models: Prediction and conditional independence with applications to systemic risk. (2025). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s030440762500154x.

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

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2025Systemic risk between banks and firms in dual-layer dynamic networks. (2025). Qian, Shuitu ; You, Hang ; Zhang, Xiaoyuan. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000251.

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2025How stressed are the banks? An inter-temporal network analysis. (2025). Swain, Pankaj ; Misra, Arun Kumar ; Poddar, Abhishek. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001189.

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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). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief. 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 ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. 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 ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

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2024Systemic risk spillovers among global energy firms: Does geopolitical risk matter?. (2024). Zhu, BO ; Liu, Jiahao. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400745x.

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2025Multiscale systemic risk spillovers in Chinese energy market: Evidence from a tail-event driven network analysis. (2025). Zhang, Feipeng ; Yuan, DI ; Zhou, Sitong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008600.

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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). Rong, Xueyun ; Xu, Xin ; 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 ; Karim, Sitara ; Naeem, Muhammad Abubakr. 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). Feng, Yusen ; Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo. 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). Felfoldi-Szcs, Nora ; Varadi, Kata ; Kralik, Balazs. 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). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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2024Spillover effects according to classification of cryptocurrency. (2024). Shen, Dehua ; Zhao, Yingxiu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006597.

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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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2025Climate change attention and systemic financial risk: A TENET analysis. (2025). Li, Yana ; Liang, Shuo ; Zhang, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015848.

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2025Risk contagion between commodity and Chinas stock markets under the impact of major events. (2025). Hu, Shichao ; Luo, Jiaying ; Pu, Ganlin ; Wang, Xueping ; Xue, Shengxi. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004751.

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2025Aggregate illiquidity and crypto option returns. (2025). Miao, Terrel ; Segarra, Ignacio ; Willeboordse, Frederick ; Atanasova, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325012619.

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2025Fragility of TRUMP and MELANIA coins. (2025). Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013893.

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2024Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x.

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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 ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025Anticipated psychological spreads: Cryptocurrencies’ hidden short-term monitors and implications for price forecasting. (2025). Ma, Jules Mandeng ; Mbakob, Gilles Brice ; Mfouapon, Georges Kriyoss. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125001143.

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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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2025A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference. (2025). Chen, Ray-Bing ; Lai, Wei-Ting ; Huang, Shih-Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:345-360.

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2024Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?. (2024). Fritzsch, Simon ; Timphus, Maike ; Weiss, Gregor. 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). Bei, Zeyun ; Zhou, Yinggang ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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2026Exchange rate contagion and international trade: Insights from the TENET method. (2026). Xu, Qiuhua ; Kong, Manyu ; Han, Kefei ; Zhou, Jiayi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002062.

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

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2025Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities. (2025). Lin, Boqiang ; Zheng, Qingying ; Wu, Jintao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000248.

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2025Conditional generalized quantiles as systemic risk measures: Properties, estimation, and application. (2025). Syuhada, Khreshna ; Salman, A. N. M., ; Hakim, Arief. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:60-84.

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2024Managerial macroeconomic perception and systemic risk in China. (2024). Liu, Yumin ; Guo, Peng ; Jiang, Fuwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002579.

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2024Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2025Measuring systemic risk in China: A new hybrid approach incorporating ensemble learning and risk spillover networks. (2025). Huo, DA ; Wang, Chao ; Shi, Yongdong ; Yang, MO ; Xing, Weize ; Zhao, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25001015.

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2025Research on systemic risk measurement based on temporal financial knowledge graph: Evidence from China. (2025). Liu, Ziyi ; Zhang, Yue ; Chen, Haozhi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002616.

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2025Risk spillover between cryptocurrencies and traditional currencies: An analysis based on neural network quantile regression. (2025). Han, Kefei ; Ding, Xuerou ; Xu, Qiuhua ; Zhang, Shunqi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125002122.

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2025Market downturns and asymmetric tail risk transmission speed in the US: Evaluating macroeconomic policy effectiveness during and after the COVID-19 pandemic. (2025). Borjigin, Sumuya ; Hu, Zinan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000341.

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2025Asset association and dynamic risk contagion under climate policy uncertainty. (2025). Wu, Wangchun ; Zhang, ZE ; You, Hang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000353.

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2024Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

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2025Systemic risk spillovers of nonfinancial firms: Does bank liquidity hoarding matter? Evidence from China. (2025). Li, Xiru ; Zhang, Yufei ; Zhu, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006768.

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2024Inter-industry network and credit risk. (2024). Huang, Mu-Nan ; Lee, Han-Hsing. 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 ; Ouyang, Zisheng ; Zhou, Xuewei ; Liu, Shuwen ; Lu, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928.

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2025Flight to Bitcoin (in)attention and herding in cryptocurrencies. (2025). Li, Xiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001777.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. 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). Xu, Yueling ; Zhu, Yuanhao ; Huang, Wenli ; Li, Shi. 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). Wang, Kangsheng ; Wen, Fenghua ; Zeng, Aiqing. 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). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. 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). Tang, Chia-Hsien ; Huang, Ya-Ling ; Chen, Chan-Shin ; Lee, Yen-Hsien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004318.

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2025How robust are financial connectedness networks? A network attack assessment. (2025). Cao, Yufei ; Zou, Yueming. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000649.

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2025A simplified condition for quantile regression. (2025). Qi, Yongcheng ; Peng, Liang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:224:y:2025:i:c:s0167715225000896.

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

Works by Weining Wang:

YearTitleTypeCited
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2018Using generalized estimating equations to estimate nonlinear models with spatial data In: Papers.
[Full Text][Citation analysis]		paper1
2020Using generalized estimating equations to estimate nonlinear models with spatial data.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018A supreme test for periodic explosive GARCH In: Papers.
[Full Text][Citation analysis]		paper0
2020A supreme test for periodic explosive GARCH.(2020) In: IRTG 1792 Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Pricing Cryptocurrency Options In: Papers.
[Full Text][Citation analysis]		paper42
2020Pricing Cryptocurrency Options*.(2020) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		article
2015HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE In: Econometric Theory.
[Full Text][Citation analysis]		article14
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]		article233
2014TENET: Tail-Event driven NETwork risk.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 233		paper
2019Network quantile autoregression In: Journal of Econometrics.
[Full Text][Citation analysis]		article31
2016Network quantile autoregression.(2016) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper10
2011Local Quantile Regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper42
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.
[Full Text][Citation analysis]		paper0
2016Time Varying Quantile Lasso In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper33
2018LASSO-driven inference in time and space.(2018) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2018LASSO-Driven Inference in Time and Space.(2018) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2015Uniform Confidence Bands for Pricing Kernels In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article2
2010Uniform confidence bands for pricing kernels.(2010) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Nonparametric estimates for conditional quantiles of time series In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article4
2014Nonparametric estimates for conditional quantiles of time series.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Localizing Temperature Risk In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article4
2010Localising temperature risk.(2010) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2014Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2018Single-Index-Based CoVaR With Very High-Dimensional Covariates In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article20
2018Pricing Cryptocurrency options: the case of CRIX and Bitcoin In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper14
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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.
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		paper0
2010Prognose mit nichtparametrischen Verfahren In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Local quantile regression In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Increasing weather risk: Fact of fiction? In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012HMM in dynamic HAC models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Quantile regression in risk calibration In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2013Composite quantile regression for the single-index model In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2013Tie the straps: Uniform bootstrap con fidence bands for bounded influence curve estimators In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Estimation of NAIRU with inflation expectation data In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Inflation co-movement across countries in multi-maturity term structure: An arbitrage-free approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Time varying quantile Lasso In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Dynamic semiparametric factor model with a common break In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0

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