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 0 2
Asymmetry, tail risk and time series momentum 0 0 0 0 0 0 3 6
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 0 0 3 32
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 0 1 13 368
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 1 1 4 76
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 8 8 0 0 4 4
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 0 2 86
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 1 1 5 93
Structural breaks in panel data: Large number of panels and short length time series 0 0 2 177 1 1 7 318
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 2 15 38
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 0 0 1 4
Total Working Papers 0 0 10 361 3 6 57 1,083


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 20 0 1 3 57
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 0 0 0 1 5 10
Asymmetry, tail risk and time series momentum 0 0 1 4 0 0 7 16
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 3 12
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 2 2 14 51 8 11 55 196
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 1 15 0 0 4 49
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 1 16 1 1 4 71
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 0 2 0 0 1 9
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 0 0 1 24
Improving automotive garage operations by categorical forecasts using a large number of variables 0 0 0 0 2 2 5 6
Inference in functional factor models with applications to yield curves 0 0 2 4 0 0 3 8
Loss function-based change point detection in risk measures 0 0 1 1 0 0 2 2
Market Integration between Turkey and Eurozone Countries 0 0 0 2 0 2 5 7
Measuring Economic Uncertainty in China† 0 1 1 5 0 1 2 8
Measuring US regional economic uncertainty 0 0 2 8 0 0 8 19
Modelling Australian electricity prices using indicator saturation 0 0 2 2 0 3 11 11
Moments-based spillovers across gold and oil markets 0 0 0 7 0 1 5 43
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 1 1 0 0 5 12
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 0 0 5 106
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 1 2 16 0 2 5 41
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 0 11 0 1 2 63
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 0 0 1 34
Structural breaks in panel data: Large number of panels and short length time series 1 2 6 28 1 3 12 71
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 1 1 1 10
The evolvement of momentum effects in China: Evidence from functional data analysis 1 1 5 5 1 2 10 10
Time series momentum and reversal: Intraday information from realized semivariance 0 1 6 6 1 5 19 19
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 0 0 2 10
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 1 2 0 0 4 8
Total Journal Articles 4 8 48 232 15 37 190 944


Statistics updated 2024-05-04