Gang‐Jin Wang

5.2k total citations · 3 hit papers
97 papers, 4.0k citations indexed

About

Gang‐Jin Wang is a scholar working on Economics and Econometrics, Finance and Statistical and Nonlinear Physics. According to data from OpenAlex, Gang‐Jin Wang has authored 97 papers receiving a total of 4.0k indexed citations (citations by other indexed papers that have themselves been cited), including 81 papers in Economics and Econometrics, 49 papers in Finance and 14 papers in Statistical and Nonlinear Physics. Recurrent topics in Gang‐Jin Wang's work include Market Dynamics and Volatility (61 papers), Complex Systems and Time Series Analysis (47 papers) and Financial Risk and Volatility Modeling (33 papers). Gang‐Jin Wang is often cited by papers focused on Market Dynamics and Volatility (61 papers), Complex Systems and Time Series Analysis (47 papers) and Financial Risk and Volatility Modeling (33 papers). Gang‐Jin Wang collaborates with scholars based in China, United States and Sweden. Gang‐Jin Wang's co-authors include Chi Xie, H. Eugene Stanley, You Zhu, Shuyue Yi, Zhi‐Qiang Jiang, Shou Chen, Longfeng Zhao, Danyan Wen, Xin-Guo Yan and Kaijian He and has published in prestigious journals such as Expert Systems with Applications, Energy Economics and International Journal of Production Economics.

In The Last Decade

Gang‐Jin Wang

95 papers receiving 3.9k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

2018 338 citations Shuyue Yi, Gang‐Jin Wang et al. International Review of Financial Analysis profile →
Forecasting SMEs' credit risk in supply chain finance with an enhanced hybrid ensemble machine learning approach

2019 255 citations You Zhu, Chi Xie et al. profile →
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

2018 205 citations Gang‐Jin Wang, Chi Xie et al. Finance research letters profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Gang‐Jin Wang China	33	3.2k	1.5k	692	569	390	97	4.0k
Chi Xie China	30	2.3k 0.7×	1.2k 0.8×	336 0.5×	496 0.9×	340 0.9×	90	3.1k
Benjamin Miranda Tabak Brazil	42	4.7k 1.5×	3.6k 2.4×	189 0.3×	1.0k 1.8×	1.0k 2.6×	252	6.3k
Alireza Tahbaz-Salehi United States	25	2.7k 0.8×	1.5k 1.0×	94 0.1×	717 1.3×	512 1.3×	57	5.2k
Seong‐Min Yoon South Korea	39	4.5k 1.4×	1.8k 1.2×	445 0.6×	173 0.3×	337 0.9×	182	4.9k
Yu Wei China	51	5.3k 1.7×	2.1k 1.4×	298 0.4×	297 0.5×	2.9k 7.5×	153	8.1k
Daniel O. Cajueiro Brazil	29	2.5k 0.8×	2.0k 1.3×	68 0.1×	683 1.2×	430 1.1×	114	3.3k
Walid Mensi Oman	54	8.7k 2.7×	2.9k 2.0×	1.4k 2.0×	127 0.2×	403 1.0×	206	9.2k
Apostolos Serletis Canada	39	4.9k 1.5×	1.4k 0.9×	142 0.2×	260 0.5×	331 0.8×	291	5.6k
Blake LeBaron United States	30	6.7k 2.1×	4.6k 3.1×	187 0.3×	665 1.2×	2.2k 5.6×	70	8.6k
Kamil Yılmaz Türkiye	22	10.7k 3.3×	4.6k 3.1×	976 1.4×	134 0.2×	327 0.8×	65	11.5k

Countries citing papers authored by Gang‐Jin Wang

Since Specialization

Citations

This map shows the geographic impact of Gang‐Jin Wang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Gang‐Jin Wang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Gang‐Jin Wang more than expected).

Fields of papers citing papers by Gang‐Jin Wang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Gang‐Jin Wang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Gang‐Jin Wang. The network helps show where Gang‐Jin Wang may publish in the future.

Co-authorship network of co-authors of Gang‐Jin Wang

This figure shows the co-authorship network connecting the top 25 collaborators of Gang‐Jin Wang. A scholar is included among the top collaborators of Gang‐Jin Wang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Gang‐Jin Wang. Gang‐Jin Wang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Wang, Gang‐Jin, et al.. (2025). Forecasting carbon price: A novel multi-factor spatial-temporal GNN framework integrating Graph WaveNet and self-attention mechanism. Energy Economics. 144. 108318–108318. 4 indexed citations

Xie, Chi, et al.. (2025). Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis. Finance research letters. 74. 106778–106778. 3 indexed citations

Zhu, You, et al.. (2025). SCF credit risk assessment with limited labeled data using label propagation algorithm and complex network approaches. International Review of Financial Analysis. 107. 104619–104619. 1 indexed citations

Wang, Gang‐Jin, et al.. (2025). Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. Journal of Empirical Finance. 83. 101639–101639.

Li, Jing, Chi Xie, Gang‐Jin Wang, & Matteo Foglia. (2025). Predicting credit risk in SCF: A novel framework with explainable GraphSAGE based on network integration. International Review of Financial Analysis. 104. 104305–104305. 1 indexed citations

Xie, Chi, et al.. (2025). The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events. International Review of Financial Analysis. 103. 104225–104225. 1 indexed citations

Xie, Chi, et al.. (2024). Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach. International Review of Economics & Finance. 93. 329–358. 5 indexed citations

Xie, Chi, et al.. (2024). Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. International Review of Economics & Finance. 93. 673–711. 2 indexed citations

Foglia, Matteo, Caterina Di Tommaso, Gang‐Jin Wang, & Vincenzo Pacelli. (2024). Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. Journal of International Financial Markets Institutions and Money. 91. 101942–101942. 8 indexed citations

10.

Foglia, Matteo, et al.. (2024). Crossroads of volatility spillover: Interactions between Islamic and conventional financial systems. Research in International Business and Finance. 74. 102700–102700. 1 indexed citations

11.

Wang, Gang‐Jin, et al.. (2024). Corporate ESG performance and systemic risk: a network perspective. Annals of Operations Research. 357(1). 739–777. 9 indexed citations

12.

Wang, Gang‐Jin, et al.. (2024). How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options. International Review of Financial Analysis. 95. 103440–103440. 7 indexed citations

13.

Xie, Chi, et al.. (2024). Can stock market always act as a ‘barometer’ for industrial system? An analysis on the connectedness between production and return spillover networks. Applied Economics. 57(59). 10594–10610.

14.

Wang, Gang‐Jin, et al.. (2023). Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. Emerging Markets Review. 55. 101020–101020. 29 indexed citations

15.

Wang, Gang‐Jin, et al.. (2023). Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. International Review of Financial Analysis. 86. 102518–102518. 62 indexed citations

16.

Zhu, You, et al.. (2023). Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system. Finance research letters. 59. 104765–104765. 5 indexed citations

17.

Wang, Gang‐Jin, et al.. (2023). Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. Journal of International Financial Markets Institutions and Money. 83. 101733–101733. 38 indexed citations

18.

Zhao, Longfeng, et al.. (2023). Spillovers from the Russia-Ukraine conflict. Research in International Business and Finance. 66. 102006–102006. 26 indexed citations

19.

Wang, Gang‐Jin, Shuyue Yi, Chi Xie, & H. Eugene Stanley. (2020). Multilayer information spillover networks: measuring interconnectedness of financial institutions. Quantitative Finance. 21(7). 1163–1185. 63 indexed citations

20.

Yi, Shuyue, et al.. (2018). Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. International Review of Financial Analysis. 60. 98–114. 338 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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