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Items where Author is "Wang, Dr Shixuan"

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Number of items: 21.


Pan, W.-F., Wang, X. and Wang, S. ORCID: (2021) Measuring economic uncertainty in China. Emerging Markets Finance and Trade. ISSN 1540-496X (In Press)

Horváth, L., Kokoszka, P. and Wang, S. ORCID: (2020) Monitoring for a change point in a sequence of distributions. Annals of Statistics. ISSN 2168-8966 (In Press)

Li, H., Liu, Z. and Wang, S. ORCID: (2020) Vines climbing higher: risk management for commodity futures markets using a regular vine copula approach. International Journal of Finance and Economics. ISSN 1099-1158 doi:

Bouri, E., Gupta, R. and Wang, S. ORCID: (2020) Nonlinear contagion between stock and real estate markets: international evidence from a local Gaussian correlation approach. International Journal of Finance and Economics. ISSN 1099-1158 doi:

Horváth, L., Kokoszka, P. and Wang, S. (2020) Testing normality of data on a multivariate grid. Journal of Multivariate Analysis, 179. 104640. ISSN 0047-259X doi:

Apergis, N., Gozgor, G., Lau, C. K. M. and Wang, S. (2020) Dependence structure in the Australian electricity markets: new evidence from regular vine copulae. Energy Economics, 90. 104834. ISSN 0140-9883 doi:

Bonato, M., Gupta, R., Lau, C. K. M. and Wang, S. (2020) Moments-based spillovers across gold and oil markets. Energy Economics, 89. 104799. ISSN 0140-9883 doi:

Balcilar, M., Gupta, R., Wang, S. and Wohar, M. E. (2020) Oil price uncertainty and movements in the US Government bond risk premia. North American Journal of Economics and Finance, 52. 101147. ISSN 1062-9408 doi:

Chen, C., Liu, Y., Wang, S., Sun, X., Di Cairano-Gilfedder, C., Titmus, S. and Syntetos, A. A. (2020) Predictive maintenance using cox proportional hazard deep learning. Advanced Engineering Informatics, 44. 101054. ISSN 1474-0346 doi:

Horváth, L., Liu, Z., Rice, G. and Wang, S. (2020) Sequential monitoring for changes from stationarity to mild non-stationarity. Journal of Econometrics, 215 (1). pp. 209-238. ISSN 0304-4076 doi:

Horváth, L., Liu, Z., Rice, G. and Wang, S. (2020) A functional time series analysis of forward curves derived from commodity futures. International Journal of Forecasting, 36 (2). pp. 646-665. ISSN 0169-2070 doi:

Apergis, N., Lau, C. K. M., Şen, F. Ö. and Wang, S. ORCID: (2019) Market integration between Turkey and Eurozone countries. Emerging Markets Finance and Trade. ISSN 1540-496X doi:

Apergis, N., Gozgor, G., Lau, C. K. M. and Wang, S. (2019) Decoding the Australian electricity market: new evidence from three-regime hidden semi-Markov model. Energy Economics, 78. pp. 129-142. ISSN 0140-9883 doi:

Antoch, J., Hanousek, J., Horváth, L., Hušková, M. and Wang, S. (2019) Structural breaks in panel data: large number of panels and short length time series. Econometric Reviews. ISSN 1532-4168 doi:

Goltsos, T. E., Ponte, B., Wang, S., Liu, Y., Naim, M. M. and Syntetos, A. A. (2019) The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems. International Journal of Production Research, 57 (23). pp. 7361-7394. ISSN 0020-7543 doi:

Bouri, E., Gupta, R., Lau, C. K. M., Roubaud, D. and Wang, S. (2018) Bitcoin and global financial stress: a copula-based approach to dependence and causality in the quantiles. The Quarterly Review of Economics and Finance, 69. pp. 297-307. ISSN 1062-9769 doi:

Liu, Z. and Wang, S. (2017) Decoding Chinese stock market returns: three-state hidden semi-Markov model. Pacific-Basin Finance Journal, 44. pp. 127-149. ISSN 0927538X doi:

Horváth, L., Pouliot, W. and Wang, S. (2017) Detecting at-most-m changes in linear regression models. Journal of Time Series Analysis, 38 (4). pp. 552-590. ISSN 1467-9892 doi:

Lau, M. C. K., Vigne, S. A., Wang, S. and Yarovaya, L. (2017) Return spillovers between white precious metal ETFs: the role of oil, gold, and global equity. International Review of Financial Analysis, 52. pp. 316-332. ISSN 1057-5219 doi:

Liu, Z. and Wang, S. (2017) Understanding the Chinese stock market: international comparison and policy implications. Economic and Political Studies, 5 (4). pp. 441-455. ISSN 2095-4816 doi:

Book or Report Section

Liu, Z., Han, D. and Wang, S. (2016) Testing bubbles: exuberance and collapse in the Shanghai a-share stock market. In: Song, L., Garnaut, R., Cai, F. and Johnston, L. (eds.) China's New Sources of Economic Growth. ANU Press, pp. 247-270. ISBN 9781760460358 doi:

This list was generated on Tue Mar 2 22:07:35 2021 UTC.

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