Details about Wing Hong Chan

Access statistics for papers by Wing Hong Chan.

Last updated 2019-07-17. Update your information in the RePEc Author Service.

Short-id: pch102

Working Papers

2017

1. Factor Pricing in Commodity Futures and the Role of Liquidity
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Quantitative Finance (2017)

2016

2. Long Range Dependence and Structural Breaks in the Gold Markets
   MPRA Paper, University Library of Munich, Germany

2014

3. From Fixed to Float: A Competing Risks Analysis
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in International Economic Journal (2016)
4. PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES
   LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
5. Price Limits and Stock Market Volatility in China
   MPRA Paper, University Library of Munich, Germany View citations (3)

2010

6. Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?
   Working Papers, Hong Kong Institute for Monetary Research

2009

7. A New Look at Copper Markets: A Regime-Switching Jump Model
   Working Papers, University of Alberta, Department of Economics View citations (3)

2005

8. The Impact of Oil and Natural Gas Facilities on Rural Residential Property
   Working Papers, Wilfrid Laurier University, Department of Economics View citations (75)
9. University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods
   Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)

Journal Articles

2019

1. Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin
   The Quarterly Review of Economics and Finance, 2019, 71, (C), 107-113 View citations (41)

2018

2. Volatility Spillovers Arising from the Financialization of Commodities
   JRFM, 2018, 11, (4), 1-12 View citations (4)

2017

3. Factor pricing in commodity futures and the role of liquidity
   Quantitative Finance, 2017, 17, (11), 1745-1757 View citations (2)
   See also Working Paper (2017)

2016

4. From Fixed to Float: A Competing Risks Analysis
   International Economic Journal, 2016, 30, (4), 488-503 View citations (2)
   See also Working Paper (2014)

2012

5. Long-range dependence in the international diamond market
   Economics Letters, 2012, 116, (3), 401-403 View citations (4)
6. Time‐varying jump risk premia in stock index futures returns
   Journal of Futures Markets, 2012, 32, (7), 639-659 View citations (7)

2010

7. Forecasting volatility: Roles of sampling frequency and forecasting horizon
   Journal of Futures Markets, 2010, 30, (12), 1167-1191
8. Optimal hedge ratios in the presence of common jumps
   Journal of Futures Markets, 2010, 30, (8), 801-807 View citations (1)

2009

9. Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women
   American Journal of Public Health, 2009, 99, (5), 936-943 View citations (2)
10. THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY
    Journal of Financial Research, 2009, 32, (3), 231-259 View citations (9)

2008

11. Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (2), 1-25 View citations (6)

2006

12. Jumping hedges: An examination of movements in copper spot and futures markets
    Journal of Futures Markets, 2006, 26, (2), 169-188 View citations (32)
13. Occupational Labour Demand and the Sources of Non‐neutral Technical Change*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (1), 23-43 View citations (1)
14. University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods
    Education Economics, 2006, 14, (1), 1-30 View citations (48)

2005

15. The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis
    Resource and Energy Economics, 2005, 27, (3), 248-269 View citations (78)

2004

16. Conditional correlated jump dynamics in foreign exchange
    Economics Letters, 2004, 83, (1), 23-28 View citations (15)

2003

17. A correlated bivariate Poisson jump model for foreign exchange
    Empirical Economics, 2003, 28, (4), 669-685 View citations (20)

2002

18. Conditional Jump Dynamics in Stock Market Returns
    Journal of Business & Economic Statistics, 2002, 20, (3), 377-89 View citations (160)

2000

19. Invariance, price indices and estimation in almost ideal demand systems
    Empirical Economics, 2000, 25, (3), 519-539 View citations (15)