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 2 2
Asymmetry, tail risk and time series momentum 0 0 0 0 1 1 2 2
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 2 28
Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles 0 0 0 84 2 6 20 352
Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach 0 0 0 23 0 1 3 72
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 0 0 0 0 0 2 45
Moments-Based Spillovers across Gold and Oil Markets 0 0 0 17 0 0 4 84
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 2 2 7 87
Structural breaks in panel data: Large number of panels and short length time series 1 2 6 175 3 5 12 311
Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange 0 0 0 0 0 1 6 11
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach 0 0 0 0 0 0 3 3
Total Working Papers 1 2 6 339 8 16 63 997

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 5 18 0 1 14 54
Asymmetry, tail risk and time series momentum 0 0 2 3 1 1 4 6
Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data 0 0 1 2 0 1 7 8
Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles 0 3 8 33 1 6 18 125
Decoding Chinese stock market returns: Three-state hidden semi-Markov model 0 1 2 14 0 2 3 43
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model 0 0 0 15 0 0 5 67
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae 0 0 1 2 0 0 2 8
Detecting at-Most-m Changes in Linear Regression Models 0 0 1 3 0 0 1 23
Market Integration between Turkey and Eurozone Countries 0 0 1 2 0 0 1 2
Moments-based spillovers across gold and oil markets 0 0 1 7 1 1 4 36
Oil price uncertainty and movements in the US government bond risk premia 0 0 1 7 1 2 10 99
On the intraday return curves of Bitcoin: Predictability and trading opportunities 0 0 7 14 1 3 15 36
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity 0 0 2 11 0 1 5 59
Sequential monitoring for changes from stationarity to mild non-stationarity 1 1 2 9 1 2 8 33
Structural breaks in panel data: Large number of panels and short length time series 2 3 8 22 2 4 16 59
Testing normality of data on a multivariate grid 0 0 1 3 0 0 2 12
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems 0 0 0 1 0 0 2 9
Understanding the Chinese stock market: international comparison and policy implications 0 0 0 1 0 0 0 8
Total Journal Articles 3 9 43 167 8 24 117 687

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Statistics updated 2023-03-10