Shixuan Wang
Names
| first: |
Shixuan |
| last: |
Wang |
Identifer
Contact
Affiliations
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University of Reading
/ Department of Economics
Research profile
author of:
- Measuring US regional economic uncertainty (RePEc:bla:jregsc:v:62:y:2022:i:4:p:1149-1178)
by Wei‐Fong Pan & James Reade & Shixuan Wang - Detecting at-Most-m Changes in Linear Regression Models (RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590)
by Lajos Horváth & William Pouliot & Shixuan Wang - Inference in functional factor models with applications to yield curves (RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894)
by Lajos Horváth & Piotr Kokoszka & Jeremy VanderDoes & Shixuan Wang - Structural breaks in panel data: Large number of panels and short length time series (RePEc:cpr:ceprdp:11891)
by Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan - Oil price uncertainty and movements in the US government bond risk premia (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330)
by Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E. - Sequential monitoring for changes from stationarity to mild non-stationarity (RePEc:eee:econom:v:215:y:2020:i:1:p:209-238)
by Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan - Improving automotive garage operations by categorical forecasts using a large number of variables (RePEc:eee:ejores:v:306:y:2023:i:2:p:893-908)
by Wang, Shixuan & Syntetos, Aris A. & Liu, Ying & Di Cairano-Gilfedder, Carla & Naim, Mohamed M. - Loss function-based change point detection in risk measures (RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431)
by Lazar, Emese & Wang, Shixuan & Xue, Xiaohan - Time series momentum and reversal: Intraday information from realized semivariance (RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77)
by Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan - Modelling Australian electricity prices using indicator saturation (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147)
by Apergis, Nicholas & Pan, Wei-Fong & Reade, James & Wang, Shixuan - Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model (RePEc:eee:eneeco:v:78:y:2019:i:c:p:129-142)
by Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan - Moments-based spillovers across gold and oil markets (RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390)
by Bonato, Matteo & Gupta, Rangan & Lau, Chi Keung Marco & Wang, Shixuan - Dependence structure in the Australian electricity markets: New evidence from regular vine copulae (RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301742)
by Apergis, Nicholas & Gozgor, Giray & Lau, Chi Keung Marco & Wang, Shixuan - Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity (RePEc:eee:finana:v:52:y:2017:i:c:p:316-332)
by Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa - On the intraday return curves of Bitcoin: Predictability and trading opportunities (RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001228)
by Bouri, Elie & Lau, Chi Keung Marco & Saeed, Tareq & Wang, Shixuan & Zhao, Yuqian - Asymmetry, tail risk and time series momentum (RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002581)
by Liu, Zhenya & Lu, Shanglin & Wang, Shixuan - Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000799)
by Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun - A functional time series analysis of forward curves derived from commodity futures (RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665)
by Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan - Testing normality of data on a multivariate grid (RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302219)
by Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan - An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting (RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222)
by Han, Xuyuan & Liu, Zhenya & Wang, Shixuan - Decoding Chinese stock market returns: Three-state hidden semi-Markov model (RePEc:eee:pacfin:v:44:y:2017:i:c:p:127-149)
by Liu, Zhenya & Wang, Shixuan - Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles (RePEc:eee:quaeco:v:69:y:2018:i:c:p:297-307)
by Bouri, Elie & Gupta, Rangan & Lau, Chi Keung Marco & Roubaud, David & Wang, Shixuan - The evolvement of momentum effects in China: Evidence from functional data analysis (RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197)
by Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan - Decoding Chinese stock market returns: Three-state hidden semi-Markov model (RePEc:hal:journl:hal-01794384)
by Zhenya Liu & Shixuan Wang - Tail Dependence Structure of Metal Commodity Futures in London Metal Exchange (RePEc:hal:journl:hal-03323682)
by Han, X. & Liu, Z. & Wang, S. - Asymmetry, tail risk and time series momentum (RePEc:hal:journl:hal-03511436)
by Zhenya Liu & Shanglin Lu & Shixuan Wang - Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach (RePEc:hal:journl:hal-03513413)
by Hemei Li & Zhenya Liu & Shixuan Wang - A functional time series analysis of forward curves derived from commodity futures (RePEc:hal:journl:hal-03513421)
by Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang - Market Integration between Turkey and Eurozone Countries (RePEc:mes:emfitr:v:57:y:2021:i:9:p:2674-2686)
by Nicholas Apergis & Chi Keung Marco Lau & Fatma Öğücü Şen & Shixuan Wang - Measuring Economic Uncertainty in China† (RePEc:mes:emfitr:v:58:y:2022:i:5:p:1359-1389)
by Wei-Fong Pan & Xinjie Wang & Shixuan Wang - Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles (RePEc:pre:wpaper:201750)
by Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud & Shixuan Wang - Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach (RePEc:pre:wpaper:201917)
by Elie Bouri & Rangan Gupta & Shixuan Wang - Oil Price Uncertainty and Movements in the US Government Bond Risk Premia (RePEc:pre:wpaper:201919)
by Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar - Moments-Based Spillovers across Gold and Oil Markets (RePEc:pre:wpaper:201966)
by Matteo Bonato & Rangan Gupta & Chi Keung Marco Lau & Shixuan Wang - Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data (RePEc:pre:wpaper:202097)
by Shixuan Wang & Rangan Gupta & Yue-Jun Zhang - The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks (RePEc:pre:wpaper:202219)
by Shixuan Wang & Rangan Gupta & Matteo Bonato & Oguzhan Cepni - Do Professional Forecasters' Phillips Curves Incorporate the Beliefs of Others? (RePEc:rdg:emxxdp:em-dp2023-05)
by Michael P. Clements & Shixuan Wang - Structural breaks in panel data: Large number of panels and short length time series (RePEc:taf:emetrv:v:38:y:2019:i:7:p:828-855)
by Jaromír Antoch & Jan Hanousek & Lajos Horváth & Marie Hušková & Shixuan Wang - Understanding the Chinese stock market: international comparison and policy implications (RePEc:taf:repsxx:v:5:y:2017:i:4:p:441-455)
by Zhenya Liu & Shixuan Wang - The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems (RePEc:taf:tprsxx:v:57:y:2019:i:23:p:7361-7394)
by Thanos E. Goltsos & Borja Ponte & Shixuan Wang & Ying Liu & Mohamed M. Naim & Aris A. Syntetos - Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2089-2109)
by Elie Bouri & Rangan Gupta & Shixuan Wang - Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach (RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2438-2457)
by Hemei Li & Zhenya Liu & Shixuan Wang