Gang-Jin Wang
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Gang-Jin |
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Wang |
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Contact
Affiliations
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Hunan University
/ Business School
Research profile
author of:
- Short term prediction of extreme returns based on the recurrence interval analysis (RePEc:arx:papers:1610.08230)
by Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou - Joint multifractal analysis based on wavelet leaders (RePEc:arx:papers:1611.00897)
by Zhi-Qiang Jiang & Yan-Hong Yang & Gang-Jin Wang & Wei-Xing Zhou - Stock market as temporal network (RePEc:arx:papers:1712.04863)
by Longfeng Zhao & Gang-Jin Wang & Mingang Wang & Weiqi Bao & Wei Li & H. Eugene Stanley - The cooling-off effect of price limits in the Chinese stock markets (RePEc:arx:papers:1803.09422)
by Yu-Lei Wan & Gang-Jin Wang & Zhi-Qiang Jiang & Wen-Jie Xie & Wei-Xing Zhou - Sector connectedness in the Chinese stock markets (RePEc:arx:papers:2002.09097)
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou - Predicting tail events in a RIA-EVT-Copula framework (RePEc:arx:papers:2004.03190)
by Wei-Zhen Li & Jin-Rui Zhai & Zhi-Qiang Jiang & Gang-Jin Wang & Wei-Xing Zhou - Community detection and portfolio optimization (RePEc:arx:papers:2112.13383)
by Longfeng Zhao & Chao Wang & Gang-Jin Wang & H. Eugene Stanley & Lin Chen - Further Mining the Predictability of Moving Averages: Evidence from the US Stock Market (RePEc:bla:irvfin:v:19:y:2019:i:2:p:413-433)
by Chaoqun Ma & Danyan Wen & Gang‐Jin Wang & Yong Jiang - Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions (RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000055)
by Qian, Biyu & Wang, Gang-Jin & Feng, Yusen & Xie, Chi - BP-CVaR: A novel model of estimating CVaR with back propagation algorithm (RePEc:eee:ecolet:v:209:y:2021:i:c:s016517652100402x)
by Wang, Gang-Jin & Zhu, Chun-Long - Interconnectedness and systemic risk of China's financial institutions (RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18)
by Wang, Gang-Jin & Jiang, Zhi-Qiang & Lin, Min & Xie, Chi & Stanley, H. Eugene - Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective (RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000292)
by Ling, Yu-Xiu & Xie, Chi & Wang, Gang-Jin - Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries (RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250)
by Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi - Risk spillovers between oil and stock markets: A VAR for VaR analysis (RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535)
by Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong - Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (RePEc:eee:finana:v:60:y:2018:i:c:p:98-114)
by Yi, Shuyue & Xu, Zishuang & Wang, Gang-Jin - Forecasting global stock market volatilities in an uncertain world (RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136)
by Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting - Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets (RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340)
by Wang, Gang-Jin & Wan, Li & Feng, Yusen & Xie, Chi & Uddin, Gazi Salah & Zhu, You - Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries (RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187)
by Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin - Systemic risk prediction using machine learning: Does network connectedness help prediction? (RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796)
by Wang, Gang-Jin & Chen, Yan & Zhu, You & Xie, Chi - How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options (RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003727)
by Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah - Who are the net senders and recipients of volatility spillovers in China’s financial markets? (RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262)
by Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Eugene Stanley, H. - Stock market contagion during the global financial crisis: A multiscale approach (RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168)
by Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene - When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749)
by Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng - Time domain and frequency domain Granger causality networks: Application to China’s financial institutions (RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311419)
by Wang, Gang-Jin & Si, Hui-Bin & Chen, Yang-Yang & Xie, Chi & Chevallier, Julien - Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets (RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200)
by Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin - Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system (RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011376)
by Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin - Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China (RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323001011)
by Chen, Yan & Wang, Gang-Jin & Zhu, You & Xie, Chi & Uddin, Gazi Salah - Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more? (RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230)
by Wang, Gang-Jin & Xie, Chi & Zhao, Longfeng & Jiang, Zhi-Qiang - Bearish Vs Bullish risk network: A Eurozone financial system analysis (RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142)
by Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana - Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers (RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x)
by Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Zhu, You & Xie, Chi & Foglia, Matteo - Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088)
by Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo - Volatility connectedness in global foreign exchange markets (RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062)
by Wen, Tiange & Wang, Gang-Jin - Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree (RePEc:eee:phsmap:v:391:y:2012:i:16:p:4136-4146)
by Wang, Gang-Jin & Xie, Chi & Han, Feng & Sun, Bo - Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient (RePEc:eee:phsmap:v:392:y:2013:i:17:p:3715-3730)
by Wang, Gang-Jin & Xie, Chi & Chen, Shou & Yang, Jiao-Jiao & Yang, Ming-Yan - Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket (RePEc:eee:phsmap:v:392:y:2013:i:6:p:1418-1428)
by Wang, Gang-Jin & Xie, Chi - Detrended minimum-variance hedge ratio: A new method for hedge ratio at different time scales (RePEc:eee:phsmap:v:405:y:2014:i:c:p:70-79)
by Wang, Gang-Jin & Xie, Chi & He, Ling-Yun & Chen, Shou - Correlation structure and dynamics of international real estate securities markets: A network perspective (RePEc:eee:phsmap:v:424:y:2015:i:c:p:176-193)
by Wang, Gang-Jin & Xie, Chi - Cross-correlations and influence in world gold markets (RePEc:eee:phsmap:v:490:y:2018:i:c:p:504-512)
by Lin, Min & Wang, Gang-Jin & Xie, Chi & Stanley, H. Eugene - The cooling-off effect of price limits in the Chinese stock markets (RePEc:eee:phsmap:v:505:y:2018:i:c:p:153-163)
by Wan, Yu-Lei & Wang, Gang-Jin & Jiang, Zhi-Qiang & Xie, Wen-Jie & Zhou, Wei-Xing - Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market (RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918)
by Wen, Danyan & Ma, Chaoqun & Wang, Gang-Jin & Wang, Senzhang - Stock market as temporal network (RePEc:eee:phsmap:v:506:y:2018:i:c:p:1104-1112)
by Zhao, Longfeng & Wang, Gang-Jin & Wang, Mingang & Bao, Weiqi & Li, Wei & Stanley, H. Eugene - Predicting tail events in a RIA-EVT-Copula framework (RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003703)
by Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing - Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach (RePEc:eee:proeco:v:211:y:2019:i:c:p:22-33)
by Zhu, You & Zhou, Li & Xie, Chi & Wang, Gang-Jin & Nguyen, Truong V. - Extreme risk spillover effects in world gold markets and the global financial crisis (RePEc:eee:reveco:v:46:y:2016:i:c:p:55-77)
by Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene - Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model (RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15)
by Jiang, Yong & Wang, Gang-Jin & Ma, Chaoqun & Yang, Xiaoguang - Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions (RePEc:eee:reveco:v:73:y:2021:i:c:p:325-347)
by Wang, Gang-Jin & Chen, Yang-Yang & Si, Hui-Bin & Xie, Chi & Chevallier, Julien - Systemic risk propagation in the Eurozone: A multilayer network approach (RePEc:eee:reveco:v:88:y:2023:i:c:p:332-346)
by Foglia, Matteo & Pacelli, Vincenzo & Wang, Gang-Jin - Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions (RePEc:eee:reveco:v:92:y:2024:i:c:p:909-928)
by Ouyang, Zisheng & Zhou, Xuewei & Wang, Gang-jin & Liu, Shuwen & Lu, Min - Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach (RePEc:eee:reveco:v:93:y:2024:i:pb:p:329-358)
by Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You - Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set (RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711)
by Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue - Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests? (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146)
by Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu - Multilayer network analysis of investor sentiment and stock returns (RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000952)
by Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo - Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning (RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x)
by Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah - Forecasting stock market volatility under parameter and model uncertainty (RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923002106)
by Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Long, Jian-You & Zhou, Yang - Interconnectedness between Islamic and conventional banks: a multilayer network view (RePEc:eme:imefmp:imefm-04-2024-0209)
by Federica Miglietta & Matteo Foglia & Gang-Jin Wang - Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models (RePEc:gam:jsusta:v:8:y:2016:i:5:p:433-:d:69335)
by You Zhu & Chi Xie & Bo Sun & Gang-Jin Wang & Xin-Guo Yan - Time domain and frequency domain Granger causality networks: Application to China’s financial institutions (RePEc:hal:journl:halshs-04250263)
by Gang-Jin Wang & Hui-Bin Si & Yang-Yang Chen & Chi Xie & Julien Chevallier - Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions (RePEc:hal:journl:halshs-04250264)
by Gang-Jin Wang & Yang-Yang Chen & Hui-Bin Si & Chi Xie & Julien Chevallier - Dynamics of Foreign Exchange Networks: A Time-Varying Copula Approach (RePEc:hin:jnddns:170921)
by Gang-Jin Wang & Chi Xie & Peng Zhang & Feng Han & Shou Chen - The Stability of Interbank Market Network: A Perspective on Contagion and Risk Sharing (RePEc:hin:jnlamp:1297832)
by Chi Xie & Yang Liu & Gang-Jin Wang & Yan Xu - A New Method for Setting Futures Portfolios’ Maintenance Margins: Evidence from Chinese Commodity Futures Markets (RePEc:hin:jnljam:325975)
by Chi Xie & Jiao-Jiao Yang & Gang-Jin Wang - Cross-Correlations between Energy and Emissions Markets: New Evidence from Fractal and Multifractal Analysis (RePEc:hin:jnlmpe:197069)
by Gang-Jin Wang & Chi Xie & Shou Chen & Feng Han - Forecasting RMB Exchange Rate Based on a Nonlinear Combination Model of ARFIMA, SVM, and BPNN (RePEc:hin:jnlmpe:635345)
by Chi Xie & Zhou Mao & Gang-Jin Wang - Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7)
by Gang-Jin Wang & Chi Xie & H. Eugene Stanley - Business conditions, uncertainty shocks and Bitcoin returns (RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00172-3)
by Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang - Sector connectedness in the Chinese stock markets (RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02036-0)
by Ying-Ying Shen & Zhi-Qiang Jiang & Jun-Chao Ma & Gang-Jin Wang & Wei-Xing Zhou - Multiscale correlation networks analysis of the US stock market: a wavelet analysis (RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0176-x)
by Gang-Jin Wang & Chi Xie & Shou Chen - Extreme risk spillover network: application to financial institutions (RePEc:taf:quantf:v:17:y:2017:i:9:p:1417-1433)
by Gang-Jin Wang & Chi Xie & Kaijian He & H. Eugene Stanley - Short term prediction of extreme returns based on the recurrence interval analysis (RePEc:taf:quantf:v:18:y:2018:i:3:p:353-370)
by Zhi-Qiang Jiang & Gang-Jin Wang & Askery Canabarro & Boris Podobnik & Chi Xie & H. Eugene Stanley & Wei-Xing Zhou - Multilayer information spillover networks: measuring interconnectedness of financial institutions (RePEc:taf:quantf:v:21:y:2021:i:7:p:1163-1185)
by Gang-Jin Wang & Shuyue Yi & Chi Xie & H. Eugene Stanley