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 8 14
Asymmetry, tail risk and time series momentum 0 0 0 0 0 2 10 18
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 0 3 17 50
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 3 17 389
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 0 1 24 105
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 0 1 13 58
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 9 19
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 1 23 111
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 1 10 107
Sequential monitoring for explosive volatility regimes 0 0 0 1 1 3 18 24
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 180 0 0 14 335
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 0 0 8 19
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 0 2 19 65
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 0 0 7 13
Total Working Papers 0 0 1 366 1 17 197 1,327

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 0 2 26 1 2 24 90
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 0 1 0 0 15 29
Asymmetry, tail risk and time series momentum 0 0 0 4 0 3 21 40
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 1 3 0 4 14 27
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 0 3 25 248
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 1 1 3 18 2 6 31 83
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 1 18 4 5 34 108
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 0 3 1 3 20 33
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 0 1 7 33
Improving automotive garage operations by categorical forecasts using a large number of variables 0 0 1 1 0 0 14 26
Inference in functional factor models with applications to yield curves 0 0 0 4 1 1 12 24
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 0 3 0 2 18 29
Loss function-based change point detection in risk measures 0 0 0 2 0 1 6 12
Market Integration between Turkey and Eurozone Countries 0 0 0 2 2 2 15 24
Measuring Economic Uncertainty in China† 0 0 1 8 0 0 8 25
Measuring US regional economic uncertainty 0 0 0 13 0 1 14 41
Modelling Australian electricity prices using indicator saturation 0 0 1 5 1 4 21 37
Moments-based spillovers across gold and oil markets 0 0 1 8 1 1 14 60
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 1 3 1 1 14 32
Oil price uncertainty and movements in the US government bond risk premia 0 0 1 8 2 2 13 123
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 1 4 36 40
On the intraday return curves of Bitcoin: Predictability and trading opportunities 1 1 1 23 8 12 39 95
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 1 16 0 2 14 87
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 0 10 47
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 34 1 2 11 91
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 0 1 0 0 9 14
Testing normality of data on a multivariate grid 0 0 0 3 0 0 5 17
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 0 1 9 22
The evolvement of momentum effects in China: Evidence from functional data analysis 0 0 0 7 5 24 41 64
Time series momentum and reversal: Intraday information from realized semivariance 0 1 4 16 20 51 123 164
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 1 2 13 24
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 2 0 0 7 19
Total Journal Articles 2 3 20 302 52 140 657 1,808

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Statistics updated 2026-08-07