EconBase
← All authors

Tianyi Wang

Northeast Agricultural University (per OpenAlex) · ORCID · OpenAlex

13 papers in scope · 13 published · 1 on the econ.EM arXiv · 269 citations · h-index 8 (over the papers listed here)

Papers

(1 of 13)

Power enhancement of permutation-augmented partial-correlation tests via fixed-row permutations
published2025 · Statistics & Probability Letters
with Guanghui Wang, Zhaojun Wang, Changliang Zou
Statistics & Probability Letters
How do Workers Adjust to Robots? Evidence from China
published2024 · The Economic Journal · 39 citations · first circulated 2022
with Osea Giuntella, Yi Lu
The Economic Journal
Can Agricultural Productive Services Inhibit Carbon Emissions? Evidence from China
published2023 · Land · 12 citations
with Ziming Bai, Jiabin Xu, Cuixia Li
Land
Realized GARCH, CBOE VIX, and the Volatility Risk Premium
published2022 · Journal of Financial Econometrics · 26 citations · first circulated 2021
with Peter Reinhard Hansen, Zhuo Huang, Chen Tong, Tong Chen
Paper profile Journal of Financial Econometrics arXiv:2112.05302
Directly pricing VIX futures: the role of dynamic volatility and jump intensity
published2022 · Applied Economics · 15 citations
with Sicong Cheng, Fangsheng Yin, Mei Yu
Applied Economics
Water purification efforts and the black‐white infant mortality gap, 1906–1938
published2021 · Journal of Urban Economics · 21 citations
with D. Mark Anderson, Kerwin Kofi Charles, Daniel I. Rees
Journal of Urban Economics
Option pricing formulas with random interest rate under uncertainty theory
published2021 · Applied Mathematical Sciences
with Yeyu Wu
Applied Mathematical Sciences
Measuring investors’ risk aversion in China’s stock market
published2020 · Finance research letters · 6 citations
with Timothy Yang Bian, Zipeng Zhou
Finance research letters
Which volatility model for option valuation in China? Empirical evidence from SSE 50 ETF options
published2019 · Applied Economics · 24 citations
with Zhuo Huang, Chen Tong
Applied Economics
Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach
published2016 · Journal of Futures Markets · 59 citations
with Zhuo Huang, Peter Reinhard Hansen
Journal of Futures Markets
Pricing the CBOE VIX Futures with the Heston–Nandi GARCH Model
published2016 · Journal of Futures Markets · 57 citations
with Yiwen Shen, Yueting Jiang, Zhuo Huang
Journal of Futures Markets
Impact of exchange rate regime reform on asset returns in China
published2013 · European Journal of Finance · 8 citations
with Xiuping Hua, Laixiang Sun
European Journal of Finance
China's macroeconomic stability – an empirical study based on survey data
published2011 · China Economic Journal · 2 citations
with Chia-Shang James Chu, Huihui Li
China Economic Journal

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.