Shixuan Wang
Cited by
Cited by
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
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
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
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
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
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
Moments-based spillovers across gold and oil markets
M Bonato, R Gupta, CKM Lau, S Wang
Energy Economics 89, 104799, 2020
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
Decoding Chinese stock market returns: Three-state hidden semi-Markov model
Z Liu, S Wang
Pacific-Basin Finance Journal 44, 127-149, 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
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
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
Monitoring for a change point in a sequence of distributions
L Horváth, P Kokoszka, S Wang
The Annals of Statistics 49 (4), 2271-2291, 2021
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
An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting
X Han, Z Liu, S Wang
Journal of Commodity Markets 25, 100188, 2022
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
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
Measuring Economic Uncertainty in China
WF Pan, X Wang, S Wang
Emerging Markets Finance and Trade, 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
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
The system can't perform the operation now. Try again later.
Articles 1–20