Yizhi Wang

Trinity College (Dublin) - Trinity Business School

Aras an Phiarsaigh

College Green

Dublin, Leinster D2

Ireland

SCHOLARLY PAPERS

8

DOWNLOADS

3,313

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

The Cryptocurrency Uncertainty Index

Number of pages: 24 Posted: 18 Mar 2021
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School, University of Southampton - Southampton Business School and Trinity College (Dublin) - Trinity Business School
Downloads 903 (36,650)

Abstract:

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Cryprocurrencies, policy and price uncertainty,uncertainty index, Cryptocurrency Uncertainty Index,

2.

An Index of Cryptocurrency Environmental Attention (ICEA)

Number of pages: 44 Posted: 16 Jun 2021 Last Revised: 29 Dec 2021
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 679 (53,858)
Citation 1

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Cryprocurrencies, environmental impact, energy consumption, climate change

Bubbles All the Way Down? Detecting and Date-Stamping Bubble Behaviour in DeFi and NFT Markets

Number of pages: 21 Posted: 06 Apr 2022
Yizhi Wang, Brian M. Lucey and Samuel Vigne
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin and Trinity College (Dublin) - Trinity Business School
Downloads 306 (138,398)

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NFT, DeFi, Price bubbles, SADF and GSADF, Explosiveness

Bubbles All the Way Down? Detecting and Date-Stamping Bubble Behaviour in Defi and Nft Markets

Number of pages: 22 Posted: 28 Feb 2022
Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and Luiss Guido Carli University - Luiss Business School
Downloads 254 (167,657)

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NFT, DeFi, Price bubbles, SADF and GSADF, Explosiveness

4.

Financial Econometrics - R Tutorial Guidance

Number of pages: 521 Posted: 10 Jun 2021
Yizhi Wang and Samuel Vigne
Trinity College (Dublin) - Trinity Business School and Trinity College (Dublin) - Trinity Business School
Downloads 559 (68,965)

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R Tutorial; Financial Econometrics

5.

The Effect of Central Bank Digital Currencies News on Financial Markets

Number of pages: 63 Posted: 18 Nov 2021
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton - Southampton Business School
Downloads 434 (93,614)

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

6.

The Effects of Central Bank Digital Currencies News on Financial Markets

Number of pages: 65 Posted: 16 Nov 2021 Last Revised: 17 Jun 2022
Trinity College (Dublin) - Trinity Business School, Trinity Business School, Trinity College Dublin, Trinity College (Dublin) - Trinity Business School and University of Southampton
Downloads 83 (402,230)

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CBDC, Uncertainty and attention index, Market effect, SVAR, DCC-GJR-GARCH

7.

Can Uncertainties Predict the Long-term Volatility of Gold Markets? New Evidence From Cryptocurrency Uncertainties

Number of pages: 14 Posted: 13 Jun 2022
Southwest Jiaotong University - School of Economics & Management, Trinity Business School, Trinity College Dublin, Luiss Guido Carli University - Luiss Business School and Trinity College (Dublin) - Trinity Business School
Downloads 53 (506,108)

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Gold market; Volatility forecasting, Uncertainty measures, Cryptocurrency uncertainty, Mixed data sampling

8.

Extreme Price Spillovers Among Crude Oil, Carbon Emission Allowance and Agriculture Futures Markets: New Evidence from Quantile-Frequency Spillover Analysis

Number of pages: 44 Posted: 06 Jun 2022
Yu Wei, Yizhi Wang and Ma Zhenyu
Southwest Jiaotong University - School of Economics & Management, Trinity College (Dublin) - Trinity Business School and World Resources Institute
Downloads 42 (556,390)

Abstract:

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Normal and extreme spillover, crude oil, carbon emission allowance, agriculture commodities