Torch

Dr Jian Wang

Lecturer

+44 (0)1482 463509 | J.Wang@hull.ac.uk

Faculty and Department

  • Faculty of Business, Law and Politics
  • Hull University Business School

Related groups

  • Accounting and Finance

Summary

Jian joined Hull University Business School in May 2012 following her previous academic appointment at the University of Bradford. Her PhD in Finance, funded by the Economic and Social Research Council, was awarded by the University of Essex. Jian also holds a first class BA (Honours) degree in Accounting and Finance and an MRes (with distinction) in Accounting, Finance and Management from Essex University's Business School.

Recent outputs

View more outputs

Journal Article

Commodity futures price behaviour following large one-day price changes

Mazouz, K., & Wang, J. (2014). Commodity futures price behaviour following large one-day price changes. Applied financial economics, 24(14), 939-948. https://doi.org/10.1080/09603107.2014.914140

Commodity futures returns: more memory than you might think!

Coakley, J., Kellard, N., & Wang, J. (2016). Commodity futures returns: more memory than you might think!. The European journal of finance, 22(14), 1457-1483. https://doi.org/10.1080/1351847X.2015.1025989

Long memory and structural breaks in commodity futures markets

Coakley, J., Dollery, J., & Kellard, N. (2011). Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31(11), 1076-1113. doi:10.1002/fut.20502

The role of long memory in hedging effectiveness

Coakley, J., Dollery, J., & Kellard, N. (2007). The role of long memory in hedging effectiveness. Computational Statistics and Data Analysis, 52(6), 3075 - 3082. https://doi.org/10.1016/j.csda.2007.10.019

Postgraduate supervision

Jian is interested in supervising in the area of commodity futures markets, hedge ratios and technique analysis.

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