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Tianyang Wang
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Influential factors in crude oil price forecasting
H Miao, S Ramchander, T Wang, D Yang
Energy Economics 68, 77-88, 2017
1682017
The combined effect of enterprise risk management and diversification on property and casualty insurer performance
J Ai, V Bajtelsmit, T Wang
Journal of Risk and Insurance 85 (2), 513-543, 2018
762018
Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
H Miao, S Ramchander, T Wang, D Yang
Pacific-Basin Finance Journal 44, 13-26, 2017
692017
A Copulas-based Approach to Modeling Dependence in Decision Trees
T Wang, JS Dyer
Operations Research 60 (1), 225-242, 2012
512012
Robust Multi-Period Portfolio Model Based on Prospect Theory and ALMV-PSO Algorithm
J Liu, X Jin, T Wang, Y Yuan
Expert Systems With Applications 42 (20), 7252–7262, 2015
472015
Optimal enterprise risk management and decision making with shared and dependent risks
J Ai, PL Brockett, T Wang
Journal of Risk and Insurance 84 (4), 1127-1169, 2017
402017
The impact of crude oil inventory announcements on prices: Evidence from derivatives markets
H Miao, S Ramchander, T Wang, J Yang
Journal of Futures Markets 38 (1), 38-65, 2018
302018
An examination of the flow characteristics of crude oil: Evidence from risk-neutral moments
A Chatrath, H Miao, S Ramchander, T Wang
Energy Economics 54, 213-223, 2016
252016
The forecasting efficacy of risk‐neutral moments for crude oil volatility
A Chatrath, H Miao, S Ramchander, T Wang
Journal of Forecasting 34 (3), 177-190, 2015
252015
Valuing Multifactor Real Options Using an Implied Binomial Tree
T Wang, JS Dyer
Decision Analysis 7 (2), 185-195, 2010
242010
Dynamic hedging using the realized minimum-variance hedge ratio approach–Examination of the CSI 300 index futures
H Qu, T Wang, Y Zhang, P Sun
Pacific-Basin Finance Journal 57, 101048, 2019
182019
Default prediction models: The role of forward-looking measures of returns and volatility
H Miao, S Ramchander, P Ryan, T Wang
Journal of Empirical Finance 46, 146-162, 2018
162018
Valuing real options in the volatile real world
S Harikae, JS Dyer, T Wang
Production and Operations Management 30 (1), 171-189, 2021
152021
Modeling Correlated Discrete Uncertainties in Event Trees with Copulas
T Wang, J Dyer, James, Butler
Risk Analysis, 2015
152015
Exchange options under clustered jump dynamics
Y Ma, D Pan, T Wang
Quantitative Finance 20 (6), 949-967, 2020
142020
The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets
H Wang, Y Yuan, T Wang
Journal of Futures Markets 41 (10), 1655-1673, 2021
102021
Sensitivity analysis of decision making under dependent uncertainties using copulas
T Wang, JS Dyer, WJ Hahn
EURO Journal on Decision Processes 5 (1-4), 117-139, 2017
82017
The Response of Bond Prices to Insurer Ratings Changes
A Chatrath, H Miao, S Ramchander, T Wang
The Geneva Papers 39, 389-413, 2014
8*2014
Ice sheet expansion in the Cretaceous greenhouse world
T Wang, S He, Q Zhang, L Ding, A Farnsworth, F Cai, C Wang, J Xie, G Li, ...
Fundamental Research, 2023
42023
Life Insurer Cost of Equity with Asymmetric Risk Factors
VL Bajtelsmit, SV Villupuram, T Wang
The Financial Review 50 (3), 435–457, 2015
42015
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Artikelen 1–20