Tianyang Wang

发表

Influential factors in crude oil price forecasting

Tianyang Wang, Hong Miao, Dongxiao Yang, 2017 .

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

P. Brockett, Tianyang Wang, Jing Ai, 2017 .

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

P. Brockett, Tianyang Wang, Jing Ai, 2013 .

Tianyang Wang, J. C. Butler, J. Dyer, 2016, Risk analysis : an official publication of the Society for Risk Analysis.

Sensitivity Analysis of Model Input Dependencies Using Copulas

J. Dyer, W. J. Hahn, Tianyang Wang, 2015 .

J. S. Butler, J. Dyer, Tianyang Wang, 2014 .

Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies

Tianyang Wang, V. Bajtelsmit, Jing Ai, 2014 .

Reference-Point Formation and Updating with Additional Market Information

Sriram V. Villupuram, Tianyang Wang, Sriram V Villupuram, 2015 .

Valuing Real Options in the Volatile Real World

J. Dyer, Tianyang Wang, S. Harikae, 2020 .

A copula-based approach for generating lattices

J. Dyer, W. J. Hahn, Tianyang Wang, 2015, Review of Derivatives Research.

Dynamic hedging using the realized minimum-variance hedge ratio approach – Examination of the CSI 300 index futures

Tianyang Wang, Pengfei Sun, H. Qu, 2019, Pacific-Basin Finance Journal.

An Examination of the Flow Characteristics of Crude Oil: Evidence from Risk-Neutral Moments

Hong Miao, A. Chatrath, Sanjay Ramchander, 2015 .

Examination on the Flow Characteristic of Crude Oil: Evidence from the Risk-Neutral Moments

Hong Miao, A. Chatrath, Sanjay Ramchander, 2015 .

The impact of crude oil inventory announcements on prices: Evidence from derivatives markets

Hong Miao, Jian Yang, Sanjay Ramchander, 2018 .

A copula-based approach for generating lattices

J. Dyer, Tianyang Wang, W. Hahn, 2015, Review of Derivatives Research.

The Response of Bond Prices to Insurer Ratings Changes

Hong Miao, Sanjay Ramchander, Tianyang Wang, 2014 .

The Combined Effect of Enterprise Risk Management and Diversification on Property and Casualty Insurer Performance

Tianyang Wang, V. Bajtelsmit, Jing Ai, 2018 .

Two "Once-in-100-Year" Crises in Twelve Years - Are Channels for Financial Contagion Still the Same?

Tianyang Wang, Haiying Wang, Ying Yuan, 2020 .

Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover

Hong Miao, Sanjay Ramchander, Tianyang Wang, 2017 .

Sensitivity analysis of decision making under dependent uncertainties using copulas

James S. Dyer, Tianyang Wang, Warren J. Hahn, 2017 .

Robust Multi-Period Portfolio Model Based on Prospect Theory and ALMV-PSO Algorithm

Ying Yuan, Jiahe Liu, Tianyang Wang, 2014, Expert Syst. Appl..

Investigating the Dynamics of Crisis Transmission Channels: A Comparative Analysis

Tianyang Wang, Haiying Wang, Ying Yuan, 2023, Journal of International Money and Finance.

The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets

Tianyang Wang, Haiying Wang, Ying Yuan, 2021 .

A Copulas-Based Approach to Modeling Dependence in Decision Trees

James S. Dyer, Tianyang Wang, J. Dyer, 2012, Oper. Res..

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Tianyang Wang, Hong Miao, Hong Miao, 2014 .

Life Insurer Cost of Equity with Asymmetric Risk Factors

Sriram V. Villupuram, Tianyang Wang, Sriram V Villupuram, 2014 .

Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach

Tianyang Wang, Seiji Harikae, James Dyer, 2018 .

Reference Point Formation - Does the Market Whisper in the Background?

Robert G. Schwebach, Tianyang Wang, Sriram V Villupuram, 2017 .

International Stock Volatility Predictability: New evidence from Uncertainties

Feng Ma, Tianyang Wang, Jiqian Wang, 2023, Journal of International Financial Markets, Institutions and Money.

Household financial planning strategies for managing longevity risk

Tianyang Wang, Vickie Bajtelsmit, 2018 .

International stock market volatility: A data-rich environment based on oil shocks

Fenghua Wen, Feng Ma, Tianyang Wang, 2023, Journal of Economic Behavior & Organization.

Dynamic Hedging Performance of the CSI 300 Index Futures - The Realized Minimum-Variance Hedge Ratio Approach

Tianyang Wang, Pengfei Sun, H. Qu, 2018 .

The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility

Tianyang Wang, Hong Miao, Hong Miao, 2015 .

Exchange options under clustered jump dynamics

Tianyang Wang, Yong Ma, Dongtao Pan, 2020 .

Attention constraint, public information, and strategic trading

Tianyang Wang, Hao Jiang, Yong Ma, 2021, SSRN Electronic Journal.