Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles E Bouri, R Gupta, CKM Lau, D Roubaud, S Wang The Quarterly Review of Economics and Finance, 2018 | 124 | 2018 |
Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity MCK Lau, SA Vigne, S Wang, L Yarovaya International Review of Financial Analysis 52, 316-332, 2017 | 86 | 2017 |
The boomerang returns? Accounting for the impact of uncertainties on the dynamics of remanufacturing systems TE Goltsos, B Ponte, S Wang, Y Liu, MM Naim, AA Syntetos International Journal of Production Research, 2018 | 51 | 2018 |
Structural breaks in panel data: Large number of panels and short length time series J Antoch, J Hanousek, L Horváth, M Hušková, S Wang Econometric Reviews 38 (7), 828-855, 2019 | 29 | 2019 |
Predictive maintenance using cox proportional hazard deep learning C Chen, Y Liu, S Wang, X Sun, C Di Cairano-Gilfedder, S Titmus, ... Advanced Engineering Informatics 44, 101054, 2020 | 26 | 2020 |
Oil price uncertainty and movements in the US government bond risk premia M Balcilar, R Gupta, S Wang, ME Wohar The North American Journal of Economics and Finance 52, 101147, 2020 | 24 | 2020 |
Moments-based spillovers across gold and oil markets M Bonato, R Gupta, CKM Lau, S Wang Energy Economics 89, 104799, 2020 | 19 | 2020 |
Decoding Chinese stock market returns: Three-state hidden semi-Markov model Z Liu, S Wang Pacific-Basin Finance Journal 44, 127-149, 2017 | 19 | 2017 |
Dependence structure in the Australian electricity markets: New evidence from regular vine copulae N Apergis, G Gozgor, CKM Lau, S Wang Energy Economics 90, 104834, 2020 | 14 | 2020 |
Reliability Analysis for Automobile Engines: Conditional Inference Trees S Wang, Y Liu, C Di Cairano-Gilfedder, S Titmus, M Naim, A Syntetos Procedia CIRP 72, 1392-1397, 2018 | 13 | 2018 |
Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model N Apergis, G Gozgor, CKM Lau, S Wang Energy Economics 78, 129-142, 2019 | 12 | 2019 |
On the intraday return curves of Bitcoin: Predictability and trading opportunities E Bouri, CKM Lau, T Saeed, S Wang, Y Zhao International Review of Financial Analysis 76, 101784, 2021 | 10 | 2021 |
Testing Bubbles: Exuberance and collapse in the Shanghai A-share stock market Z Liu, D Han, S Wang China's New Sources of Economic Growth 1, 247-270, 2016 | 9 | 2016 |
A functional time series analysis of forward curves derived from commodity futures L Horváth, Z Liu, G Rice, S Wang International Journal of Forecasting, 2019 | 8 | 2019 |
Detecting at‐most‐m changes in linear regression models L Horvath, W Pouliot, S Wang Journal of Time Series Analysis 38 (4), 552-590, 2017 | 8 | 2017 |
Sequential monitoring for changes from stationarity to mild non-stationarity L Horváth, Z Liu, G Rice, S Wang Journal of Econometrics 215 (1), 209-238, 2020 | 7 | 2020 |
Testing normality of data on a multivariate grid L Horváth, P Kokoszka, S Wang Journal of Multivariate Analysis 179, 104640, 2020 | 5 | 2020 |
Reliability analysis using deep learning C Chen, Y Liu, X Sun, S Wang, C Di Cairano-Gilfedder, S Titmus, ... International Design Engineering Technical Conferences and Computers and …, 2018 | 5 | 2018 |
Understanding the Chinese stock market: international comparison and policy implications Z Liu, S Wang Economic and Political Studies 5 (4), 441-455, 2017 | 5 | 2017 |
Nonlinear contagion between stock and real estate markets: International evidence from a local Gaussian correlation approach E Bouri, R Gupta, S Wang International Journal of Finance and Economics, 2020 | 4 | 2020 |