Access Statistics for Shixuan Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A functional time series analysis of forward curves derived from commodity futures 0 0 0 0 0 0 4 6
Asymmetry, tail risk and time series momentum 0 0 0 0 0 1 2 8
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 0 1 1 33
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 2 4 372
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 0 1 3 79
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 0 0 0 45
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 1 9 0 1 6 10
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 2 88
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 0 3 96
Sequential monitoring for explosive volatility regimes 0 0 1 1 0 1 6 6
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 178 0 0 2 320
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 0 0 0 11
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 0 3 6 44
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 0 1 2 6
Total Working Papers 0 0 3 364 0 12 41 1,124

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A functional time series analysis of forward curves derived from commodity futures 0 1 4 24 0 3 8 65
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 1 1 0 0 2 12
Asymmetry, tail risk and time series momentum 0 0 0 4 0 2 3 19
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 2 0 0 1 13
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 3 54 0 4 21 217
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 15 0 0 2 51
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 1 1 1 17 1 1 3 74
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 0 2 0 1 3 12
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 0 1 2 26
Improving automotive garage operations by categorical forecasts using a large number of variables 0 0 0 0 1 1 6 12
Inference in functional factor models with applications to yield curves 0 0 0 4 1 2 4 12
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 1 1 0 2 7 7
Loss function-based change point detection in risk measures 0 0 1 2 0 0 4 6
Market Integration between Turkey and Eurozone Countries 0 0 0 2 0 2 2 9
Measuring Economic Uncertainty in China† 0 0 2 7 0 1 8 16
Measuring US regional economic uncertainty 2 2 4 12 2 3 7 26
Modelling Australian electricity prices using indicator saturation 1 1 2 4 1 2 5 16
Moments-based spillovers across gold and oil markets 0 0 0 7 0 2 3 46
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 1 2 1 3 5 17
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 0 1 4 110
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 0 0 3 3
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 1 6 22 1 4 12 53
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 4 15 0 1 9 72
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 0 1 35
Structural breaks in panel data: Large number of panels and short length time series 0 0 5 33 0 0 7 78
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 1 1 0 0 2 5
Testing normality of data on a multivariate grid 0 0 0 3 0 0 0 12
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 0 0 3 13
The evolvement of momentum effects in China: Evidence from functional data analysis 0 2 2 7 1 5 11 21
Time series momentum and reversal: Intraday information from realized semivariance 0 1 5 11 0 3 16 35
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 0 0 1 11
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 2 0 0 4 12
Total Journal Articles 4 9 43 275 9 44 169 1,116

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Statistics updated 2025-05-12