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 1 6
Asymmetry, tail risk and time series momentum 0 0 0 0 3 4 6 12
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 1 1 2 34
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 1 2 4 374
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 5 6 10 87
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 0 1 1 46
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 0 1 10
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 3 4 5 92
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 0 2 97
Sequential monitoring for explosive volatility regimes 0 0 0 1 0 0 3 6
Structural breaks in panel data: Large number of panels and short length time series 0 0 2 179 0 0 2 321
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 1 1 1 12
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 2 3 8 49
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 1 2 3 8
Total Working Papers 0 0 2 365 17 24 49 1,154

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 2 25 0 1 5 67
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 0 1 0 0 2 14
Asymmetry, tail risk and time series momentum 0 0 0 4 0 0 2 19
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 2 1 2 2 15
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 3 6 21 229
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 15 1 1 3 53
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 1 2 18 2 4 6 78
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 1 3 0 0 4 13
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 0 0 2 26
Improving automotive garage operations by categorical forecasts using a large number of variables 1 1 1 1 1 3 4 15
Inference in functional factor models with applications to yield curves 0 0 0 4 0 0 2 12
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 3 3 0 1 10 12
Loss function-based change point detection in risk measures 0 0 0 2 0 0 1 6
Market Integration between Turkey and Eurozone Countries 0 0 0 2 3 3 5 12
Measuring Economic Uncertainty in China† 0 0 1 7 1 2 7 19
Measuring US regional economic uncertainty 0 0 5 13 0 3 10 30
Modelling Australian electricity prices using indicator saturation 0 0 2 4 1 3 7 19
Moments-based spillovers across gold and oil markets 0 0 0 7 0 0 2 46
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 0 2 2 2 7 20
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 1 2 4 112
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 3 10 12 14
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 0 3 22 2 2 12 58
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 0 15 0 0 2 73
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 1 4 38
Structural breaks in panel data: Large number of panels and short length time series 0 0 3 33 1 1 7 81
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 0 1 0 1 2 6
Testing normality of data on a multivariate grid 0 0 0 3 2 2 2 14
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 2 2 2 15
The evolvement of momentum effects in China: Evidence from functional data analysis 0 0 2 7 0 0 11 23
Time series momentum and reversal: Intraday information from realized semivariance 0 0 4 12 0 3 20 44
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 1 1 2 12
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 2 0 3 3 15
Total Journal Articles 1 3 31 285 27 59 185 1,210

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Statistics updated 2025-11-08