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 3 8 14
Asymmetry, tail risk and time series momentum 0 0 0 0 0 3 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 2 6 17 50
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 5 17 389
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 1 4 24 105
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 1 3 13 58
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 0 2 9 19
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 1 5 23 111
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 4 11 107
Sequential monitoring for explosive volatility regimes 0 0 0 1 2 7 17 23
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 180 0 2 14 335
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 0 2 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 7 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 9 53 197 1,326

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 1 23 89
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 0 1 0 4 16 29
Asymmetry, tail risk and time series momentum 0 0 0 4 2 6 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 2 5 14 27
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 0 56 0 4 27 248
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 2 17 3 6 29 81
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 1 18 1 4 30 104
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 1 3 0 7 20 32
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 1 14 26
Inference in functional factor models with applications to yield curves 0 0 0 4 0 5 11 23
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 0 3 2 6 18 29
Loss function-based change point detection in risk measures 0 0 0 2 0 2 6 12
Market Integration between Turkey and Eurozone Countries 0 0 0 2 0 2 13 22
Measuring Economic Uncertainty in China† 0 0 1 8 0 1 8 25
Measuring US regional economic uncertainty 0 0 0 13 0 4 14 41
Modelling Australian electricity prices using indicator saturation 0 0 1 5 2 5 20 36
Moments-based spillovers across gold and oil markets 0 1 1 8 0 2 13 59
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 1 1 3 0 7 13 31
Oil price uncertainty and movements in the US government bond risk premia 0 0 1 8 0 2 11 121
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 1 8 36 39
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 0 0 22 3 6 31 87
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 1 16 2 4 14 87
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 2 12 47
Structural breaks in panel data: Large number of panels and short length time series 0 1 1 34 0 3 12 90
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 0 1 0 3 9 14
Testing normality of data on a multivariate grid 0 0 0 3 0 1 5 17
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 1 1 9 22
The evolvement of momentum effects in China: Evidence from functional data analysis 0 0 0 7 13 26 36 59
Time series momentum and reversal: Intraday information from realized semivariance 1 1 4 16 26 45 107 144
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 0 2 12 23
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 1 4 19 300 59 176 618 1,756

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Statistics updated 2026-07-10