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 2 2 8
Asymmetry, tail risk and time series momentum 0 0 0 0 2 3 8 15
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 0 25 1 7 9 41
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 4 9 13 383
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 4 12 21 99
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 1 6 7 52
Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? 0 0 0 9 4 4 5 14
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 7 14 19 106
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 3 6 7 103
Sequential monitoring for explosive volatility regimes 0 0 0 1 5 8 9 14
Structural breaks in panel data: Large number of panels and short length time series 0 0 1 179 3 10 11 331
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 2 3 4 15
The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks 0 0 0 12 3 5 13 54
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 4 4 7 12
Total Working Papers 0 0 1 365 43 93 135 1,247

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 3 26 15 20 25 87
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting 0 0 0 1 2 8 10 22
Asymmetry, tail risk and time series momentum 0 0 0 4 6 8 10 27
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 1 1 3 2 4 6 19
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 0 2 56 2 8 24 237
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 1 1 16 3 7 9 60
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 2 18 5 13 18 91
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 1 3 4 9 11 22
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 3 3 5 6 31
Improving automotive garage operations by categorical forecasts using a large number of variables 0 0 1 1 6 7 11 22
Inference in functional factor models with applications to yield curves 0 0 0 4 1 3 5 15
Local media sentiment towards pollution and its effect on corporate green innovation 0 0 2 3 2 6 13 18
Loss function-based change point detection in risk measures 0 0 0 2 3 4 4 10
Market Integration between Turkey and Eurozone Countries 0 0 0 2 3 5 10 17
Measuring Economic Uncertainty in China† 0 1 1 8 2 4 8 23
Measuring US regional economic uncertainty 0 0 3 13 2 4 11 34
Modelling Australian electricity prices using indicator saturation 1 1 2 5 3 6 11 25
Moments-based spillovers across gold and oil markets 0 0 0 7 3 11 13 57
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach 0 0 0 2 3 3 9 23
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 2 6 9 118
On the estimation of Value-at-Risk and Expected Shortfall at extreme levels 0 0 0 0 6 11 22 25
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 0 1 22 7 17 26 75
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 0 15 4 7 9 80
Sequential monitoring for changes from stationarity to mild non-stationarity 0 0 0 9 5 7 10 45
Structural breaks in panel data: Large number of panels and short length time series 0 0 0 33 2 5 8 86
Testing Stability in Functional Event Observations with an Application to IPO Performance 0 0 0 1 2 3 4 9
Testing normality of data on a multivariate grid 0 0 0 3 1 1 3 15
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 4 5 7 20
The evolvement of momentum effects in China: Evidence from functional data analysis 0 0 2 7 7 10 17 33
Time series momentum and reversal: Intraday information from realized semivariance 0 1 3 13 18 30 42 74
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 3 5 6 17
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 2 1 2 5 17
Total Journal Articles 1 6 25 291 132 244 382 1,454

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Statistics updated 2026-02-12