Gang-Jin Wang : Citation Profile

Hunan University

20

H index

30

i10 index

1372

Citations

RESEARCH PRODUCTION:

61

Articles

9

Papers

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 114
   Journals where Gang-Jin Wang has often published
   Relations with other researchers
   Recent citing documents: 240.    Total self citations: 45 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa614
   Updated: 2025-04-19    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Uddin, Gazi (6)

Foglia, Matteo (5)

Zhou, Wei-Xing (4)

Chevallier, Julien (2)

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

Is cited by:

Ferreira, Paulo (32)

Foglia, Matteo (20)

PEREIRA, EDER JOHNSON DE AREA (19)

GUPTA, RANGAN (15)

Shahzad, Syed Jawad Hussain (14)

Tiwari, Aviral (13)

Bouri, Elie (13)

Guangxi, Cao (13)

Zhou, Wei-Xing (13)

Krištoufek, Ladislav (11)

Yarovaya, Larisa (10)

Cites to:

Diebold, Francis (105)

Yilmaz, Kamil (93)

Mantegna, Rosario (71)

Bouri, Elie (61)

Zhou, Wei-Xing (53)

lucey, brian (50)

Roubaud, David (46)

Engle, Robert (35)

GUPTA, RANGAN (35)

Shahzad, Syed Jawad Hussain (32)

Wang, Yudong (30)

Main data

Production by document typearticlepaper2012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 20Most cited documents123456789101112131415161718192021220100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Gang-Jin Wang has published?

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

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

Recent works citing Gang-Jin Wang (2025 and 2024)

Year  ↓Title of citing document  ↓
2024.

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2025A 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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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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

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

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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

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

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

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

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

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

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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

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

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

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

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

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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

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

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

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

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

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

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2024Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402.

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2024Does liquidity connectedness affect stock price crash risk? Evidence from China. (2024). Ao, Xuan ; Yang, Xin ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001633.

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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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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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202410 years of stablecoins: Their impact, what we know, and future research directions. (2024). Dionysopoulos, Lambis ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004233.

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

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

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

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

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

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2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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2024Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833.

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

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2024Macro-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.

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2024Extreme 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.

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

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

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

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

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

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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

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

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

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

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

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

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

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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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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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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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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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2024Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Yang, Bing ; Liu, Jianxu ; Wang, Mengjiao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405.

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2024Tail risk spillovers among Chinese stock market sectors. (2024). Xiao, Hailian ; Ouyang, Minhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002630.

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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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2024The cross-sector risk contagion among Chinese financial institutions: Evidence from the extreme volatility spillover perspective. (2024). Yin, Man ; Shen, Anni ; Ke, Rui ; Tan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003337.

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2024Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Naeem, Muhammad Abubakr ; Lv, Zhiyu ; Zhang, XU ; Liu, Jiawen ; Rauf, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372.

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2024The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Aibai, Abuduwali. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007803.

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2024Can local government implicit debt raise regional financial market spillover? Evidence from China. (2024). Yang, Xin ; Song, Linjia ; Cao, Jie ; Huang, Chuangxia ; Wang, Xuya. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324009036.

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2024Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656.

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2024Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371.

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2024Cryptocurrencies 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.

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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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2024Temporal networks and financial contagion. (2024). Nocciola, Luca ; Vouldis, Angelos ; Franch, Fabio. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093.

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2024Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls. (2024). Sermpinis, Georgios ; Sun, Xiaotong ; Stasinakis, Charalampos. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000718.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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

Works by Gang-Jin Wang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Short term prediction of extreme returns based on the recurrence interval analysis In: Papers.
[Full Text][Citation analysis]		paper6
2018Short term prediction of extreme returns based on the recurrence interval analysis.(2018) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 6		article
2016Joint multifractal analysis based on wavelet leaders In: Papers.
[Full Text][Citation analysis]		paper4
2017Stock market as temporal network In: Papers.
[Full Text][Citation analysis]		paper32
2018Stock market as temporal network.(2018) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 32		article
2018The cooling-off effect of price limits in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper5
2018The cooling-off effect of price limits in the Chinese stock markets.(2018) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2020Sector connectedness in the Chinese stock markets In: Papers.
[Full Text][Citation analysis]		paper11
2022Sector connectedness in the Chinese stock markets.(2022) In: Empirical Economics.
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This paper has nother version. Agregated cites: 11		article
2020Predicting tail events in a RIA-EVT-Copula framework In: Papers.
[Full Text][Citation analysis]		paper1
2022Predicting tail events in a RIA-EVT-Copula framework.(2022) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 1		article
2021Community detection and portfolio optimization In: Papers.
[Full Text][Citation analysis]		paper0
2019Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market In: International Review of Finance.
[Full Text][Citation analysis]		article3
2022Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2021BP-CVaR: A novel model of estimating CVaR with back propagation algorithm In: Economics Letters.
[Full Text][Citation analysis]		article1
2018Interconnectedness and systemic risk of Chinas financial institutions In: Emerging Markets Review.
[Full Text][Citation analysis]		article24
2022Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective In: Emerging Markets Review.
[Full Text][Citation analysis]		article7
2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries In: Emerging Markets Review.
[Full Text][Citation analysis]		article11
2019Risk spillovers between oil and stock markets: A VAR for VaR analysis In: Energy Economics.
[Full Text][Citation analysis]		article61
2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article190
2023Forecasting global stock market volatilities in an uncertain world In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2023Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2024Systemic risk prediction using machine learning: Does network connectedness help prediction? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2024How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2016Who are the net senders and recipients of volatility spillovers in China’s financial markets? In: Finance Research Letters.
[Full Text][Citation analysis]		article49
2017Stock market contagion during the global financial crisis: A multiscale approach In: Finance Research Letters.
[Full Text][Citation analysis]		article49
2019When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article109
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2021Time domain and frequency domain Granger causality networks: Application to China’s financial institutions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China In: Global Finance Journal.
[Full Text][Citation analysis]		article2
2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article37
2022Bearish Vs Bullish risk network: A Eurozone financial system analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article9
2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article15
2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2020Volatility connectedness in global foreign exchange markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article48
2012Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article44
2013Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article42
2013Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article32
2014Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2015Correlation structure and dynamics of international real estate securities markets: A network perspective In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article37
2018Cross-correlations and influence in world gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
2018Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2019Forecasting SMEs credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach In: International Journal of Production Economics.
[Full Text][Citation analysis]		article34
2016Extreme risk spillover effects in world gold markets and the global financial crisis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article43
2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
2021Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions.(2021) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2023Systemic risk propagation in the Eurozone: A multilayer network approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2024Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article65
2022Multilayer network analysis of investor sentiment and stock returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article12
2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2023Forecasting stock market volatility under parameter and model uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
In: .
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2016Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models In: Sustainability.
[Full Text][Citation analysis]		article21
2014Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article7
2016The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing In: Advances in Mathematical Physics.
[Full Text][Citation analysis]		article0
2014A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets In: Journal of Applied Mathematics.
[Full Text][Citation analysis]		article0
2014Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article5
2015Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN In: Mathematical Problems in Engineering.
[Full Text][Citation analysis]		article1
2018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks In: Computational Economics.
[Full Text][Citation analysis]		article73
2020Business conditions, uncertainty shocks and Bitcoin returns In: Evolutionary and Institutional Economics Review.
[Full Text][Citation analysis]		article4
2017Multiscale correlation networks analysis of the US stock market: a wavelet analysis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article26
2017Extreme risk spillover network: application to financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article107
2021Multilayer information spillover networks: measuring interconnectedness of financial institutions In: Quantitative Finance.
[Full Text][Citation analysis]		article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team