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Details about Shixuan Wang

E-mail:
Homepage:https://www.reading.ac.uk/economics/about/staff/Shixuan-Wang.aspx
Workplace:Department of Economics, University of Reading, (more information at EDIRC)

Access statistics for papers by Shixuan Wang.

Last updated 2020-05-13. Update your information in the RePEc Author Service.

Short-id: pwa799


Jump to Journal Articles

Working Papers

2019

  1. Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach
    Working Papers, University of Pretoria, Department of Economics
  2. Moments-Based Spillovers across Gold and Oil Markets
    Working Papers, University of Pretoria, Department of Economics
  3. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (2020)

2017

  1. Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  2. Decoding Chinese stock market returns: Three-state hidden semi-Markov model
    Post-Print, HAL View citations (2)
    See also Journal Article in Pacific-Basin Finance Journal (2017)
  3. Structural breaks in panel data: Large number of panels and short length time series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    See also Journal Article in Econometric Reviews (2019)

Journal Articles

2020

  1. A functional time series analysis of forward curves derived from commodity futures
    International Journal of Forecasting, 2020, 36, (2), 646-665 Downloads
  2. Oil price uncertainty and movements in the US government bond risk premia
    The North American Journal of Economics and Finance, 2020, 52, (C) Downloads View citations (2)
    See also Working Paper (2019)
  3. Sequential monitoring for changes from stationarity to mild non-stationarity
    Journal of Econometrics, 2020, 215, (1), 209-238 Downloads View citations (1)

2019

  1. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model
    Energy Economics, 2019, 78, (C), 129-142 Downloads
  2. Structural breaks in panel data: Large number of panels and short length time series
    Econometric Reviews, 2019, 38, (7), 828-855 Downloads View citations (4)
    See also Working Paper (2017)
  3. The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems
    International Journal of Production Research, 2019, 57, (23), 7361-7394 Downloads View citations (1)

2018

  1. Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 297-307 Downloads View citations (23)
    See also Working Paper (2017)

2017

  1. Decoding Chinese stock market returns: Three-state hidden semi-Markov model
    Pacific-Basin Finance Journal, 2017, 44, (C), 127-149 Downloads View citations (2)
    See also Working Paper (2017)
  2. Detecting at-Most-m Changes in Linear Regression Models
    Journal of Time Series Analysis, 2017, 38, (4), 552-590 Downloads View citations (2)
  3. Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
    International Review of Financial Analysis, 2017, 52, (C), 316-332 Downloads View citations (29)
  4. Understanding the Chinese stock market: international comparison and policy implications
    Economic and Political Studies, 2017, 5, (4), 441-455 Downloads View citations (3)
 
Page updated 2020-10-26