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Gang-Jin Wang

Gang-Jin Wang

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
5247
World Ranking
2445
National Ranking
62

Overview

Gang-Jin Wang is affiliated with Hunan University in China and specializes in the fields of Economics, Econometrics, and Finance with a focus on related subfields including Economics and Econometrics, Finance, Renewable Energy, Sustainability and the Environment, Accounting, and Management Science and Operations Research.

The main research topics covered by Gang-Jin Wang's work include:

  • Market Dynamics and Volatility
  • Financial Risk and Volatility Modeling
  • Complex Systems and Time Series Analysis
  • Energy, Environment, Economic Growth
  • Financial Markets and Investment Strategies
  • Energy, Environment, and Transportation Policies
  • Islamic Finance and Banking Studies

Frequent publication venues for Gang-Jin Wang include:

  • SSRN Electronic Journal
  • International Review of Economics & Finance
  • arXiv (Cornell University)
  • Research in International Business and Finance
  • Finance Research Letters

The scientist has authored numerous research papers, among the recent ones are:

  • Multilayer information spillover networks analysis of China's financial institutions based on variance decompositions, 2021, International Review of Economics & Finance
  • Time domain and frequency domain Granger causality networks: Application to China's financial institutions, 2020, Finance Research Letters

Frequent collaborators include Chi Xie, You Zhu, Longfeng Zhao, Wei-Xing Zhou, and Yajie Yang, with collaboration counts ranging from five to seven joint publications.

Gang-Jin Wang's work often centers on the quantitative analysis of financial institutions, volatility connectedness in markets, and the modeling of spillovers and risk. This expertise is reflected in topics such as financial risk modeling and market dynamics. The scientist has contributed to understanding the complex relationships within financial systems and how external shocks or conflicts impact markets and investment strategies.

Through publications in journals like the International Review of Economics & Finance and Research in International Business and Finance, the scientist engages with academic discussions on financial and economic relationships pertinent to China and broader global contexts. The involvement in subfields related to energy and environment also signals an interdisciplinary approach connecting finance with sustainability and policy issues.

Best Publications

  • Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

    Shuyue Yi;Zishuang Xu;Gang-Jin Wang

  • Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

    You Zhu;Li Zhou;Chi Xie;Chi Xie;Gang-Jin Wang;Gang-Jin Wang;Gang-Jin Wang

  • Extreme risk spillover network: application to financial institutions

    Gang-Jin Wang;Chi Xie;Kaijian He;H. Eugene Stanley

  • When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

    Gang-Jin Wang;Chi Xie;Danyan Wen;Longfeng Zhao

  • Interconnectedness and systemic risk of China's financial institutions

    Gang-Jin Wang;Gang-Jin Wang;Zhi-Qiang Jiang;Min Lin;Min Lin;Chi Xie

  • Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks

    Gang-Jin Wang;Chi Xie;H. Eugene Stanley

  • Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient

    Gang-Jin Wang;Chi Xie;Chi Xie;Shou Chen;Shou Chen;Jiao-Jiao Yang

  • Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?

    Gang-Jin Wang;Xin-yu Ma;Hao-yu Wu

  • Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree

    Gang-Jin Wang;Chi Xie;Chi Xie;Feng Han;Bo Sun;Bo Sun

  • Stock market contagion during the global financial crisis: A multiscale approach

    Gang-Jin Wang;Gang-Jin Wang;Chi Xie;Min Lin;Min Lin;H. Eugene Stanley

  • Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions

    Gang-Jin Wang;Yang-Yang Chen;Hui-Bin Si;Chi Xie

  • Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets

    Unknown

  • Comparison of individual, ensemble and integrated ensemble machine learning methods to predict China’s SME credit risk in supply chain finance

    You Zhu;Chi Xie;Gang-Jin Wang;Xin-Guo Yan

  • Risk spillovers between oil and stock markets: A VAR for VaR analysis

    Danyan Wen;Gang-Jin Wang;Chaoqun Ma;Yudong Wang

  • Statistical Properties of the Foreign Exchange Network at Different Time Scales: Evidence from Detrended Cross-Correlation Coefficient and Minimum Spanning Tree

    Gang-Jin Wang;Chi Xie;Yi-Jun Chen;Shou Chen

  • Volatility connectedness in global foreign exchange markets

    Tiange Wen;Gang-Jin Wang

  • Who are the net senders and recipients of volatility spillovers in China’s financial markets?

    Gang-Jin Wang;Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;Zhi-Qiang Jiang;H. Eugene Stanley

  • Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?

    Gang-Jin Wang;Chi Xie;Longfeng Zhao;Longfeng Zhao;Zhi-Qiang Jiang

  • Predicting China’s SME Credit Risk in Supply Chain Financing by Logistic Regression, Artificial Neural Network and Hybrid Models

    You Zhu;Chi Xie;Bo Sun;Gang-Jin Wang

  • Extreme risk spillover effects in world gold markets and the global financial crisis

    Gang-Jin Wang;Gang-Jin Wang;Chi Xie;Zhi-Qiang Jiang;Zhi-Qiang Jiang;H. Eugene Stanley

  • Is bitcoin a safe haven or a hedging asset? Evidence from China

    Gangjin Wang;Gangjin Wang;Yanping Tang;Yanping Tang;Chi Xie;Shou Chen

Frequent Co-Authors

H. Eugene Stanley
H. Eugene Stanley Boston University
Wei-Xing Zhou
Wei-Xing Zhou East China University of Science and Technology
Julien Chevallier
Julien Chevallier Paris 8 University
Yudong Wang
Yudong Wang Nanjing University of Science and Technology

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