| Influential factors in crude oil price forecasting H Miao, S Ramchander, T Wang, D Yang Energy Economics 68, 77-88, 2017 | 190 | 2017 |
| 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 | 81 | 2018 |
| 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 | 73 | 2017 |
| A Copulas-based Approach to Modeling Dependence in Decision Trees T Wang, JS Dyer Operations Research 60 (1), 225-242, 2012 | 50 | 2012 |
| 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 | 49 | 2015 |
| 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 | 44 | 2017 |
| 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 | 33 | 2018 |
| 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 | 27 | 2015 |
| 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 | 25 | 2016 |
| Valuing Multifactor Real Options Using an Implied Binomial Tree T Wang, JS Dyer Decision Analysis 7 (2), 185-195, 2010 | 25 | 2010 |
| 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 | 19 | 2019 |
| Exchange options under clustered jump dynamics Y Ma, D Pan, T Wang Quantitative Finance 20 (6), 949-967, 2020 | 17 | 2020 |
| Modeling Correlated Discrete Uncertainties in Event Trees with Copulas T Wang, J Dyer, James, Butler Risk Analysis, 2015 | 17 | 2015 |
| Valuing real options in the volatile real world S Harikae, JS Dyer, T Wang Production and Operations Management 30 (1), 171-189, 2021 | 15 | 2021 |
| 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 | 15 | 2018 |
| 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 | 11 | 2021 |
| 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 | 8 | 2017 |
| 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 |
| International stock market volatility: A data-rich environment based on oil shocks X Lu, F Ma, T Wang, F Wen Journal of Economic Behavior & Organization 214, 184-215, 2023 | 6 | 2023 |
| Investigating the dynamics of crisis transmission channels: A comparative analysis Y Yuan, H Wang, T Wang Journal of International Money and Finance 135, 102857, 2023 | 5* | 2023 |
Hong MiaoDepartment of Finance and Real Estate, Colorado State UniversityVerified email at colostate.edu
