PUBLICATIONS

Journals

1. En Zhou, Xinyu Wang. Dynamics of systemic risk in European gas and oil markets under the Russia–Ukraine conflict: A quantile regression neural network approach. Energy Reports,2023,9:3956-3966,

2. Xinyu Wang, Zikang Qi and Jianglu Huang. How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. Economic Modelling, 2023,120, 106155.

3. Yan Li, Xinyu Wang. Game analysis of social capital violations and government regulation in public–private partnership risk sharing. Systems Engineering, 2023, Online, https://doi.org/10.1002/sys.21657.

4. Wang, Xinyu., & Ning, Cathy. A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles. Journal of Forecasting, 2022, 41(1): 118-133.

5. Zhuqing Wang, Xinyu Wang, Yan Xu, Qiuying Cheng. Are green IPOs priced differently? Evidence from China. Research in International Business and Finance, 2022, 61,101628, https://doi.org/10.1016/j.ribaf.2022.101628.

6. Xinyu Wang, Lele Zhang, Qiuying Cheng, Song Shi & Huawei Niu. What drives risk in China’s soybean futures market? Evidence from a flexible GARCH-MIDAS model, Journal of Applied Economics, 2022, 25:1, 454-475,

7. Tan, Yong Geng, Andrew Vivian, Xinyu Wang. Measuring risk spillovers between oil and clean energy stocks: Evidence from a systematic framework. Resources Policy, 2021, 74,102406, https://doi.org/10.1016/j.resourpol.2021.102406.

8. Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang. Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals. International Journal of Forecasting, 2021, https://doi.org/10.1016/j.ijforecast.2021.07.005.

9. Yan Xu, Xinyu Wang, Hening Liu, Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information, Finance Research Letters,2021,101965, https://doi.org/10.1016/j.frl.2021.101965.

10. Xinyu Wang, Yi Luo, Zhuqing Wang, Yan Xu, Congxin Wu, The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis, Finance Research Letters, 2021, 39, 101650, https://doi.org/10.1016/j.frl.2020.101650.

11. Kegui, Chen; Wang, Xinyu; Huang, Min; Ren, Liang Monitoring strategies of enterprise's emission reduction with asymmetric information. RAIRO Oper. Res. 55 (2021), suppl., S2455–S2470.

12. Kegui, Chen; Wang, Xinyu; Min, Huang; Xuefeng, Song Price strategies and salesforce compensation design with overconfident sales agent. RAIRO Oper. Res. 54 (2020), no. 5, 1347–1368.

13. Jin, Shijie, Wang, Xinyu, Wang, Zhuqing, Xu, Yan.  Bayesian piecewise stochastic frontier model to estimate initial public offering pricing efficiency under issuance policy reforms. Applied Stochastic Models Business and Industry.  2021; 37(3) : 545-559

14. Xueping Tan, Kavita Sirichand, Andrew Vivian, Xinyu Wang. How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics, Energy Economics, Volume 90, 2020, 104870, https://doi.org/10.1016/j.eneco.2020.104870

15. Xueping Tan, Xinyu Wang, Syed Haider Ali Zaidi, What drives public willingness to participate in the voluntary personal carbon-trading scheme? A case study of Guangzhou Pilot, China, Ecological Economics, Volume 165,2019,106389, https://doi.org/10.1016/j.ecolecon.2019.106389.

Books and Chapters

1. Wang X.Y.. Quantile regression theory and its application to financial risk measurement, Science Press, 2010.6.1.

2. Wang XY. Measurements of Financial Market Risk and Empirical Research, Economic Management Press, 2008.10.1.

Vertical Research Projects

1. National Natural Science Foundation of China (70601032): Bayesian quantile regression-based risk measurement model and risk evolution model for securities market, supervised

2. National Natural Science Foundation of China (71071153): Study on IPO issuance efficiency and volatility heterogeneity based on panel quantile regression model.

3. National Natural Science Foundation of China (71871215): Risk quantile measurement model and empirical study on complex volatility characteristics of financial market with structural mutation, regime shift and mixed frequency data.

4. Major Project of National Social Science Foundation of China (11&ZD163): Research on the mechanism of inter-period optimal allocation of mineral resources in China, sub-project leader

5. Ministry of Education New Century Talent Support Program (NCET-12-0955): Financial Engineering and Energy Economy, Chair

HONORS AND AWARDS

1. New Century Talents Program of Ministry of Education, Ministry of Education, 2012

2. Outstanding Young Backbone Teachers of Jiangsu Qinglan Project, 2007

3. Jiangsu 333 Project Young and Middle-aged Academic Leaders, 2011,2016

4. Wang, X.Y. (Independent). Measurement method and empirical research of financial market risk (book), Jiangsu Provincial Government, Jiangsu Province, Eleventh Outstanding Achievement in Philosophy and Social Science, Second Prize of Provincial and Ministerial Level, 2011.03.01

5. Wang Xinyu, Zhang Qiangyuan. Bayesian Analysis of CAViaR Model. The International Conference of Business Intelligence and Financial Engineering, Chinese Society of Systems Engineering, Chinese Society of Decision Sciences, First Prize for Outstanding Paper in International Conference, 2008.10.30.

6. Wang XY. Measurements of Financial Market Risk and Empirical Research, Jiangsu Excellent Doctoral Dissertation Award, Jiangsu Academic Degrees Committee, 2006.8.1.

7. Wang XY. Fractal Analysis of Chinese Securities Market. Third Prize of Excellent Achievements in Philosophy and Social Science of Jiangsu Province, The Ninth Session of Jiangsu Province (ranked first, 2006)