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 | 233 | 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 | 119 | 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 | 114 | 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 | 94 | 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 | 64 | 2019 |
Moments-based spillovers across gold and oil markets M Bonato, R Gupta, CKM Lau, S Wang Energy Economics 89, 104799, 2020 | 58 | 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 | 50 | 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 | 31 | 2021 |
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 | 31 | 2020 |
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 | 30 | 2020 |
Decoding Chinese stock market returns: Three-state hidden semi-Markov model Z Liu, S Wang Pacific-Basin Finance Journal 44, 127-149, 2017 | 28 | 2017 |
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 | 25 | 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 | 23 | 2021 |
Measuring Economic Uncertainty in China WF Pan, X Wang, S Wang Emerging Markets Finance and Trade, 2021 | 21 | 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 | 21 | 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 | 20 | 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 | 18 | 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 | 17 | 2018 |
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 | 15 | 2016 |
Local media sentiment towards pollution and its effect on corporate green innovation Y He, S Lu, R Wei, S Wang International Review of Financial Analysis 94, 103332, 2024 | 14 | 2024 |