Search Results - "Keung Wong, Wing"

Point and density forecasts of oil returns: The role of geopolitical risks by Plakandaras, Vasilios, Gupta, Rangan, Wong, Wing-Keung

“…We examine the dynamic relationship between oil prices and news-based indices of global geopolitical risks (GPRs), as well as a composite measure of the same…”
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Editorial Statement and Research Ideas on Using Behavioral Models in Environmental Research and Public Health with Applications by Wong, Wing-Keung

“…Behavioral models are very important in the development of both environmental research and public health because much of the evidence of empirical findings…”
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Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks? by Esmaeil, Jabir, Rjoub, Husam, Wong, Wing-Keung

“…The main aim of this study is to empirically examine and compares the impacts of oil price shocks, Arab revolutions, some macroeconomics, and bank-specific…”
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Review on behavioral economics and behavioral finance by Wong, Wing-Keung

“…Purpose This paper aims to give a brief review on behavioral economics and behavioral finance and discusses some of the previous research on agents' utility…”
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Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality by Lv, Zhihui, Chu, Amanda M Y, McAleer, Michael, Wong, Wing-Keung

“…Most authors apply the Granger causality-VECM (vector error correction model), and Toda-Yamamoto procedures to investigate the relationships among fossil fuel…”
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What Makes GO-JEK Go in Indonesia? The Influences of Social Media Marketing Activities on Purchase Intention by Moslehpour, Massoud, Ismail, Taufiq, Purba, Bey, Wong, Wing-Keung

“…This research examines the relationship between social media marketing activities and purchase intention mediated by trust and brand image to confirm the…”
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Which Factors Determine CO2 Emissions in China? Trade Openness, Financial Development, Coal Consumption, Economic Growth or Urbanization: Quantile Granger Causality Test by Yang, Zhenkai, Wang, Mei-Chih, Chang, Tsangyao, Wong, Wing-Keung, Li, Fangjhy

“…The current study employs a Granger causality test within a Quantile approach investigating CO2 emission determinants in China. Results show urbanization,…”
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Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness by Valenzuela, Maria Rebecca, Wong, Wing‐Keung, Zhu, Zhen Zhen

“…New stochastic dominance (SD) tests of richness and poorness are applied to income and expenditure distributions in the Philippines to measure relative welfare…”
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Stochastic dominance and mean–variance measures of profit and loss for business planning and investment by Wong, Wing-Keung

“…In this paper, we first extend the stochastic dominance (SD) theory by introducing the first three orders of both ascending SD (ASD) and descending SD (DSD) to…”
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Empirical Study on CO2 Emissions, Financial Development and Economic Growth of the BRICS Countries by Li, Fangjhy, Wu, Yang-Che, Wang, Mei-Chih, Wong, Wing-Keung, Xing, Zhijie

“…This paper empirically examined relevant data on BRICS CO2 emissions, financial development, and economic growth in the past 40 years, and analyzed the…”
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THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS by Clark, Ephraim, Qiao, Zhuo, Wong, Wing-Keung

“…This article considers four utility functions—concave, convex, S‐shaped, and reverse S‐shaped—to analyze the behavior of different types of investors on the…”
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A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios by Gupta, Rangan, Pierdzioch, Christian, Wong, Wing-Keung

“…We examine the predictive value of gold-to-silver and gold-to-platinum price ratios, as proxies for global risks affecting the realized variance (RV) of…”
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Topological Characteristics of the Hong Kong Stock Market: A Test-based P-threshold Approach to Understanding Network Complexity by Xu, Ronghua, Wong, Wing-Keung, Chen, Guanrong, Huang, Shuo

“…In this paper, we analyze the relationship among stock networks by focusing on the statistically reliable connectivity between financial time series, which…”
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A new test of multivariate nonlinear causality by Bai, Zhidong, Hui, Yongchang, Jiang, Dandan, Lv, Zhihui, Wong, Wing-Keung, Zheng, Shurong

“…The multivariate nonlinear Granger causality developed by Bai et al. (2010) (Mathematics and Computers in simulation. 2010; 81: 5-17) plays an important role…”
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Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk by Guo, Xu, Chan, Raymond H., Wong, Wing-Keung, Zhu, Lixing

“…This paper extends (Jiang et al. in J Bank Finance 34:3055–3060, 2010; Guo in Risk Manag 20(1):77–94, 2018) and others by investigating the impact of…”
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An investigation on the natural rate of crime rates with Fourier panel unit root test in selected emerging economies by Uzuner, Gizem, Yıldız, Bünyamin Fuat, Mercan, Murat Anıl, Wong, Wing-Keung

“…PurposeThe specific objective of the study is to investigate the presence of natural rate of crime rates in selected emerging economies by using panel unit…”
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The seasonality of gold prices in China does the risk‐aversion level matter? by Hoang, Thi Hong Van, Zhu, Zhenzhen, Xiao, Bing, Wong, Wing‐Keung

“…This article aims to investigate the seasonality of gold prices at the Shanghai Gold Exchange over the 2002–2016 period. Our contributions rely in the…”
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY by Bai, Zhidong, Liu, Huixia, Wong, Wing-Keung

“…The traditional estimated return for the Markowitz mean‐variance optimization has been demonstrated to seriously depart from its theoretic optimal return. We…”
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How Well Does a Sequential Minimal Optimization Model Perform in Predicting Medicine Prices for Procurement System? by Pentrakan, Amarawan, Yang, Cheng-Chia, Wong, Wing-Keung

“…The lack of an efficient approach in managing pharmaceutical prices in the procurement system led to a substantial burden on government budgets. In Thailand,…”
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Sustainability of Household Food Waste Reduction: A Fresh Insight on Youth's Emotional and Cognitive Behaviors by Attiq, Saman, Chau, Ka Yin, Bashir, Shahid, Habib, Muhammad Danish, Azam, Rauf I, Wong, Wing-Keung

“…The sustainability of food waste is one of the most important contemporary economic, social, and environmental issues that encompasses useful academic,…”
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