Xingchun Wang

659 total citations
39 papers, 526 citations indexed

About

Xingchun Wang is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Xingchun Wang has authored 39 papers receiving a total of 526 indexed citations (citations by other indexed papers that have themselves been cited), including 28 papers in Finance, 12 papers in Economics and Econometrics and 9 papers in Demography. Recurrent topics in Xingchun Wang's work include Stochastic processes and financial applications (28 papers), Credit Risk and Financial Regulations (11 papers) and Financial Risk and Volatility Modeling (10 papers). Xingchun Wang is often cited by papers focused on Stochastic processes and financial applications (28 papers), Credit Risk and Financial Regulations (11 papers) and Financial Risk and Volatility Modeling (10 papers). Xingchun Wang collaborates with scholars based in China, France and Taiwan. Xingchun Wang's co-authors include Adrien Pierre, Jonathan Ting, Richard Wilson, Nir Yaacobi‐Gross, Yasser Khan, Donggeon Han, Ana Claudia Arias, Yongjin Wang, Gechun Liang and Guanying Wang and has published in prestigious journals such as Proceedings of the National Academy of Sciences, ACS Applied Materials & Interfaces and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Xingchun Wang

38 papers receiving 510 citations

Peers

Xingchun Wang

FINAN

EEE

DEMOG

Alexander Dyck Germany

Jongchul Kim South Korea

Leon Wong Australia

Yong Wu China

Xuelin Zhang China

Christopher Coyle United States

Lin Hu China

Zhichao Zhang China

Wen Xu China

Alexander Dyck Germany

Xingchun Wang

39 ×0.2

FINAN

108 ×0.7

223 ×1.4

EEE

1 ×0.0

DEMOG

10 ×0.1

Citations per year, relative to Xingchun Wang Xingchun Wang (= 1×) peers Alexander Dyck

Countries citing papers authored by Xingchun Wang

Since Specialization

Citations

This map shows the geographic impact of Xingchun 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 Xingchun Wang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xingchun Wang more than expected).

Fields of papers citing papers by Xingchun Wang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xingchun 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 Xingchun Wang. The network helps show where Xingchun Wang may publish in the future.

Co-authorship network of co-authors of Xingchun Wang

This figure shows the co-authorship network connecting the top 25 collaborators of Xingchun Wang. A scholar is included among the top collaborators of Xingchun 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 Xingchun Wang. Xingchun Wang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Zhang, Hui, Yujing Wang, Juan Zhao, et al.. (2024). Genome-Wide Identification and Characterization of Alternative Oxidase (AOX) Genes in Foxtail Millet (Setaria italica): Insights into Their Abiotic Stress Response. Plants. 13(18). 2565–2565. 2 indexed citations

Wang, Xingchun, et al.. (2024). Pricing vulnerable spread options with liquidity risk under Lévy processes. The North American Journal of Economics and Finance. 72. 102124–102124. 5 indexed citations

Wang, Xingchun, et al.. (2024). Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models. Computational Economics. 66(3). 2439–2455. 2 indexed citations

Wang, Xingchun, et al.. (2023). Pricing Fade-in Options Under GARCH-Jump Processes. Computational Economics. 64(4). 2563–2584.

Ma, Bingwei, Xingchun Wang, Hui Ren, et al.. (2023). High glucose promotes the progression of colorectal cancer by activating the BMP4 signaling and inhibited by glucagon-like peptide-1 receptor agonist. BMC Cancer. 23(1). 594–594. 19 indexed citations

Wang, Xingchun, et al.. (2022). Valuing basket-spread options with default risk under Hawkes jump-diffusion processes. European Journal of Finance. 29(12). 1406–1431. 4 indexed citations

Wang, Guanying, et al.. (2021). Exchange options for catastrophe risk management. The North American Journal of Economics and Finance. 59. 101580–101580. 5 indexed citations

Liang, Gechun & Xingchun Wang. (2020). Pricing vulnerable options in a hybrid credit risk model driven by Heston–Nandi GARCH processes. Review of Derivatives Research. 24(1). 1–30. 14 indexed citations

Wang, Xingchun, et al.. (2019). Pricing executive stock options with averaging features under the Heston–Nandi GARCH model. Journal of Futures Markets. 39(9). 1056–1084. 7 indexed citations

10.

Wang, Fu‐Ming, Xingchun Wang, Chia‐Hao Liu, et al.. (2019). Interface Interaction Behavior of Self-Terminated Oligomer Electrode Additives for a Ni-Rich Layer Cathode in Lithium-Ion Batteries: Voltage and Temperature Effects. ACS Applied Materials & Interfaces. 11(43). 39827–39840. 17 indexed citations

11.

Wang, Xingchun. (2019). Analytical valuation of Asian options with counterparty risk under stochastic volatility models. Journal of Futures Markets. 40(3). 410–429. 19 indexed citations

12.

Wang, Xingchun, et al.. (2018). Valuation of catastrophe equity put options with correlated default risk and jump risk. Finance research letters. 29. 323–329. 9 indexed citations

13.

Wang, Guanying, Xingchun Wang, & Ke Zhou. (2018). Long time behavior for stochastic Burgers equations with jump noises. Statistics & Probability Letters. 141. 41–49. 1 indexed citations

14.

Khan, Yasser, Donggeon Han, Adrien Pierre, et al.. (2018). A flexible organic reflectance oximeter array. Proceedings of the National Academy of Sciences. 115(47). E11015–E11024. 226 indexed citations

15.

Wang, Xingchun. (2016). Pricing power exchange options with correlated jump risk. Finance research letters. 19. 90–97. 25 indexed citations

16.

Wang, Xingchun. (2016). Pricing vulnerable options with stochastic default barriers. Finance research letters. 19. 305–313. 16 indexed citations

17.

Wang, Guanying, Xingchun Wang, & Yongjin Wang. (2014). Long time behavior for nonlocal stochastic Kuramoto–Sivashinsky equations. Statistics & Probability Letters. 87. 54–60. 3 indexed citations

18.

Wang, Xingchun & Yongjin Wang. (2013). Variance-optimal hedging for target volatility options. Journal of Industrial and Management Optimization. 10(1). 207–218. 11 indexed citations

19.

Jiang, Yiming, Xingchun Wang, & Yongjin Wang. (2012). Stochastic wave equation of pure jumps: Existence, uniqueness and invariant measures. Nonlinear Analysis. 75(13). 5123–5138. 4 indexed citations

20.

Wang, Xingchun. (2007). Location of Aerial Targets Based on Particle Swarm Optimization. 1 indexed citations

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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