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 0 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 2 17 50
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 0 17 389
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 1 2 24 106
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 1 2 14 59
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 22 111
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 4 4 14 111
Sequential monitoring for explosive volatility regimes 0 0 0 1 1 4 19 25
Structural breaks in panel data: Large number of panels and short length time series 1 1 2 181 2 2 16 337
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 2 4 21 67
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 2 2 9 15
Total Working Papers 1 1 2 367 13 23 208 1,340

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 3 25 91
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 3 5 24 43
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 1 3 0 2 14 27
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 1 1 23 249
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 1 3 18 4 9 35 87
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 1 1 1 19 1 6 34 109
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 0 3 1 2 21 34
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 0 0 7 33
Improving automotive garage operations by categorical forecasts using a large number of variables 0 0 1 1 0 0 12 26
Inference in functional factor models with applications to yield curves 0 0 0 4 0 1 12 24
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 0 3 1 3 19 30
Loss function-based change point detection in risk measures 0 0 0 2 0 0 6 12
Market Integration between Turkey and Eurozone Countries 0 0 0 2 0 2 15 24
Measuring Economic Uncertainty in China† 0 0 1 8 1 1 8 26
Measuring US regional economic uncertainty 1 1 1 14 1 1 13 42
Modelling Australian electricity prices using indicator saturation 0 0 1 5 0 3 20 37
Moments-based spillovers across gold and oil markets 0 0 1 8 1 2 15 61
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 1 3 0 1 14 32
Oil price uncertainty and movements in the US government bond risk premia 0 0 1 8 1 3 13 124
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 1 3 35 41
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 1 1 23 7 18 46 102
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 1 16 1 3 15 88
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 0 9 47
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 34 1 2 12 92
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 0 1 0 0 8 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 1 2 10 23
The evolvement of momentum effects in China: Evidence from functional data analysis 1 1 1 8 3 21 44 67
Time series momentum and reversal: Intraday information from realized semivariance 0 1 4 16 17 63 138 181
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 0 1 13 24
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 2 2 2 7 21
Total Journal Articles 3 6 22 305 49 160 687 1,857

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Statistics updated 2026-09-10