Details about Tianyang Wang

Access statistics for papers by Tianyang Wang.

Last updated 2022-09-04. Update your information in the RePEc Author Service.

Short-id: pwa1065

Journal Articles

2022

1. Reference point formation: Does the market whisper in the background?
   Journal of Financial Research, 2022, 45, (2), 384-421

2021

2. The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets
   Journal of Futures Markets, 2021, 41, (10), 1655-1673 View citations (2)
3. Valuing Real Options in the Volatile Real World
   Production and Operations Management, 2021, 30, (1), 171-189 View citations (5)

2020

4. Exchange options under clustered jump dynamics
   Quantitative Finance, 2020, 20, (6), 949-967 View citations (5)

2019

5. Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures
   Pacific-Basin Finance Journal, 2019, 57, (C) View citations (12)

2018

6. Default prediction models: The role of forward-looking measures of returns and volatility
   Journal of Empirical Finance, 2018, 46, (C), 146-162 View citations (3)
7. The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance
   Journal of Risk & Insurance, 2018, 85, (2), 513-543 View citations (20)
8. The impact of crude oil inventory announcements on prices: Evidence from derivatives markets
   Journal of Futures Markets, 2018, 38, (1), 38-65 View citations (17)

2017

9. Influential factors in crude oil price forecasting
   Energy Economics, 2017, 68, (C), 77-88 View citations (89)
10. Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks
    Journal of Risk & Insurance, 2017, 84, (4), 1127-1169 View citations (3)
11. Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
    Pacific-Basin Finance Journal, 2017, 44, (C), 13-26 View citations (19)
12. Sensitivity analysis of decision making under dependent uncertainties using copulas
    EURO Journal on Decision Processes, 2017, 5, (1), 117-139 View citations (2)

2016

13. An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
    Energy Economics, 2016, 54, (C), 213-223 View citations (17)
14. Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
    Risk Analysis, 2016, 36, (2), 396-410 View citations (3)

2015

15. A copula-based approach for generating lattices
    Review of Derivatives Research, 2015, 18, (3), 263-289 View citations (1)
16. Life Insurer Cost of Equity with Asymmetric Risk Factors
    The Financial Review, 2015, 50, (3), 435-457 View citations (1)
17. The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility
    Journal of Forecasting, 2015, 34, (3), 177-190 View citations (16)

2014

18. The Response of Bond Prices to Insurer Ratings Changes
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2014, 39, (2), 389-413 View citations (1)

2012

19. A Copulas-Based Approach to Modeling Dependence in Decision Trees
    Operations Research, 2012, 60, (1), 225-242 View citations (16)

2010

20. Valuing Multifactor Real Options Using an Implied Binomial Tree
    Decision Analysis, 2010, 7, (2), 185-195 View citations (10)