9
H index
9
i10 index
393
Citations
University of Reading | 9 H index 9 i10 index 393 Citations RESEARCH PRODUCTION: 32 Articles 14 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Shixuan Wang. | Is cited by: | Cites to: |
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Working Papers / University of Pretoria, Department of Economics | 6 |
Post-Print / HAL | 5 |
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2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper |
2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper |
2024 | A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105. Full description at Econpapers || Download paper |
2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper |
2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper |
2024 | In-house or outsourcing? The impact of remanufacturing strategies on the dynamics of component remanufacturing systems under lifecycle demand and returns. (2024). Tang, OU ; Naim, Mohamed M ; Lin, Junyi. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:965-979. Full description at Econpapers || Download paper |
2024 | Navigating the crisis: Fuel price caps in the Australian national wholesale electricity market. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pourkhanali, Armin ; Khezr, Peyman. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007351. Full description at Econpapers || Download paper |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
2024 | Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Demetriades, Elias ; Tselika, Maria. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798. Full description at Econpapers || Download paper |
2024 | Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x. Full description at Econpapers || Download paper |
2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper |
2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper |
2024 | Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194. Full description at Econpapers || Download paper |
2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper |
2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper |
2024 | Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952. Full description at Econpapers || Download paper |
2024 | Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse. (2024). Tian, Xiujuan ; Jin, Changlun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010619. Full description at Econpapers || Download paper |
2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper |
2024 | Measuring firm-level manager risk perception. (2024). Wei, Ran ; Lu, Shanglin ; Liu, Zhenya ; He, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011590. Full description at Econpapers || Download paper |
2024 | Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200. Full description at Econpapers || Download paper |
2024 | Gold-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. Full description at Econpapers || Download paper |
2024 | Tail risk spillover effects in commodity markets: A comparative study of crisis periods. (2024). Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000600. Full description at Econpapers || Download paper |
2025 | On the bullwhip behaviour of a hybrid manufacturing and remanufacturing system under autocorrelated demand and returns. (2025). Chen, Jianghang ; Huang, Shupeng ; Lin, Junyi ; Lu, Yan. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001737. Full description at Econpapers || Download paper |
2024 | Is copper a safe haven for oil?. (2024). Lobon, Oana-Ramona ; Qin, Meng ; Song, Xin Yue ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642. Full description at Econpapers || Download paper |
2024 | ESG certification, green innovation, and firm value: A quasi-natural experiment based on SynTao Green Finances ESG ratings: A pre-registered report. (2024). Bai, Xiao ; Zhao, Wenyao ; Tian, Geran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x2400204x. Full description at Econpapers || Download paper |
2024 | Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245. Full description at Econpapers || Download paper |
2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper |
2024 | Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x. Full description at Econpapers || Download paper |
2024 | An analysis of the supply chain dynamics of remanufacturing with multiple collectors. (2024). Framinan, Jose M. In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003031. Full description at Econpapers || Download paper |
2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
2024 | Sequential monitoring of stock market price changes. (2024). Xiao, Zhijie ; Liu, Zhenya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:156-172. Full description at Econpapers || Download paper |
2024 | Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Yuan, DI ; Zhang, Feipeng ; Li, Dongxin ; Cai, Yuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939. Full description at Econpapers || Download paper |
2024 | Modelling financial stress during the COVID-19 pandemic: Prediction and deeper insights. (2024). Tan, Yong ; Wanke, Peter ; Grebinevych, Oksana ; David, Roubaud ; Jana, Rabin K ; Ghosh, Indranil. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:680-698. Full description at Econpapers || Download paper |
2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper |
2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Muhammad ; Usman, Muhammad ; Aikins, Emmanuel Joel ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper |
2025 | Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum. (2025). Ngoc, Dung Thi ; Quoc, Bao Khac. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003921. Full description at Econpapers || Download paper |
2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Working Papers. RePEc:fem:femwpa:2025.04. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets. (2024). Bossman, Ahmed ; Gubareva, Mariya ; Vo, Xuan Vinh ; Agyei, Samuel Kwaku. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00638-y. Full description at Econpapers || Download paper |
2024 | Bullwhip effect in closed-loop supply chains with multiple reverse flows: a simulation study. (2024). Framinan, Jose M ; Cannella, Salvatore ; Dominguez, Roberto ; Fussone, Rebecca. In: Flexible Services and Manufacturing Journal. RePEc:spr:flsman:v:36:y:2024:i:1:d:10.1007_s10696-023-09486-x. Full description at Econpapers || Download paper |
2024 | Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda. (2024). Dash, Ranjan Kumar ; Joshi, Girish. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00306-8. Full description at Econpapers || Download paper |
2024 | Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9. Full description at Econpapers || Download paper |
2024 | Conceptualizing the digital thread for smart manufacturing: a systematic literature review. (2024). Negri, Elisa ; Abdel-Aty, Tasnim A. In: Journal of Intelligent Manufacturing. RePEc:spr:joinma:v:35:y:2024:i:8:d:10.1007_s10845-024-02407-1. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2024 | Sequential monitoring for explosive volatility regimes In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Measuring US regional economic uncertainty In: Journal of Regional Science. [Full Text][Citation analysis] | article | 0 |
2017 | Detecting at-Most-m Changes in Linear Regression Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | Inference in functional factor models with applications to yield curves In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
2017 | Structural breaks in panel data: Large number of panels and short length time series In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | Structural breaks in panel data: Large number of panels and short length time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2020 | Oil price uncertainty and movements in the US government bond risk premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 25 |
2019 | Oil Price Uncertainty and Movements in the US Government Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2020 | Sequential monitoring for changes from stationarity to mild non-stationarity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2023 | Improving automotive garage operations by categorical forecasts using a large number of variables In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2023 | Loss function-based change point detection in risk measures In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 0 |
2023 | Time series momentum and reversal: Intraday information from realized semivariance In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2023 | Modelling Australian electricity prices using indicator saturation In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2019 | Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2020 | Moments-based spillovers across gold and oil markets In: Energy Economics. [Full Text][Citation analysis] | article | 37 |
2019 | Moments-Based Spillovers across Gold and Oil Markets.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2020 | Dependence structure in the Australian electricity markets: New evidence from regular vine copulae In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2017 | Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 78 |
2021 | On the intraday return curves of Bitcoin: Predictability and trading opportunities In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2021 | Asymmetry, tail risk and time series momentum In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Asymmetry, tail risk and time series momentum.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | Local media sentiment towards pollution and its effect on corporate green innovation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2021 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2020 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | A functional time series analysis of forward curves derived from commodity futures In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2020 | A functional time series analysis of forward curves derived from commodity futures.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Testing normality of data on a multivariate grid In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
2022 | An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 9 |
2024 | On the estimation of Value-at-Risk and Expected Shortfall at extreme levels In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 2 |
2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2017 | Decoding Chinese stock market returns: Three-state hidden semi-Markov model.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 107 |
2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2023 | The evolvement of momentum effects in China: Evidence from functional data analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange In: Post-Print. [Citation analysis] | paper | 1 |
2020 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach In: Post-Print. [Citation analysis] | paper | 2 |
2022 | Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | Market Integration between Turkey and Eurozone Countries In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2022 | Measuring Economic Uncertainty in China† In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
2019 | Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach In: Working Papers. [Citation analysis] | paper | 4 |
2022 | The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Do Professional Forecasters Phillips Curves Incorporate the Beliefs of Others? In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Testing Stability in Functional Event Observations with an Application to IPO Performance In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2017 | Understanding the Chinese stock market: international comparison and policy implications In: Economic and Political Studies. [Full Text][Citation analysis] | article | 3 |
2019 | The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems In: International Journal of Production Research. [Full Text][Citation analysis] | article | 23 |
2022 | Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 3 |
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