Shiu-Sheng Chen : Citation Profile


Are you Shiu-Sheng Chen?

National Taiwan University

13

H index

14

i10 index

778

Citations

RESEARCH PRODUCTION:

35

Articles

10

Papers

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 45
   Journals where Shiu-Sheng Chen has often published
   Relations with other researchers
   Recent citing documents: 206.    Total self citations: 4 (0.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch275
   Updated: 2020-07-04    RAS profile: 2020-01-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chou, Yu-Hsi (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shiu-Sheng Chen.

Is cited by:

Filis, George (18)

Tiwari, Aviral (18)

GUPTA, RANGAN (13)

Wang, Yudong (11)

Degiannakis, Stavros (11)

Kilian, Lutz (8)

Nusair, Salah (8)

Balcilar, Mehmet (8)

Nguyen, Duc Khuong (8)

Basher, Syed (8)

Haug, Alfred (8)

Cites to:

Gertler, Mark (16)

Kilian, Lutz (16)

Rogoff, Kenneth (15)

West, Kenneth (15)

Perez Quiros, Gabriel (15)

Hamilton, James (14)

Gali, Jordi (14)

Engel, Charles (14)

Campbell, John (12)

Andrews, Donald (12)

Mark, Nelson (11)

Main data


Where Shiu-Sheng Chen has published?


Journals with more than one article published# docs
Energy Economics4
Journal of Banking & Finance3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Macroeconomics / University Library of Munich, Germany2

Recent works citing Shiu-Sheng Chen (2019 and 2018)


YearTitle of citing document
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

Full description at Econpapers || Download paper

2018A Firm-Level Reappraisal of Real Exchange Rate Undervaluation in China s Agricultural Exports and Growth. (2018). Mao, R. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276987.

Full description at Econpapers || Download paper

2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). , Oral ; Arunanondchai, Panit ; Senia, Mark C. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

Full description at Econpapers || Download paper

2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719.

Full description at Econpapers || Download paper

2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

Full description at Econpapers || Download paper

2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

Full description at Econpapers || Download paper

2019Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

Full description at Econpapers || Download paper

2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

Full description at Econpapers || Download paper

2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

Full description at Econpapers || Download paper

2019Investor Pessimism and the German Stock Market: Exploring Google Search Queries. (2019). Kleiman, Vladislav ; Dimpfl, Thomas. In: German Economic Review. RePEc:bla:germec:v:20:y:2019:i:1:p:1-28.

Full description at Econpapers || Download paper

2018OIL PRICE VOLATILITY AND BUSINESS CYCLES IN NIGERIA. (2018). Scott, Aigheyisi Oziengbe. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:2:p:31-40.

Full description at Econpapers || Download paper

2019Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

Full description at Econpapers || Download paper

2020On the Exchange Rate and Economic Policy Uncertainty Nexus: A Panel VAR Approach for Emerging Markets. (2020). Rault, Christophe ; Abid, Abir. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8189.

Full description at Econpapers || Download paper

2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

Full description at Econpapers || Download paper

2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

Full description at Econpapers || Download paper

2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

Full description at Econpapers || Download paper

2018The role of exchange rate undervaluations on the inflation-growth nexus. (2018). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-15.

Full description at Econpapers || Download paper

2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

Full description at Econpapers || Download paper

2019Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220.

Full description at Econpapers || Download paper

2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

Full description at Econpapers || Download paper

2018Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-7.

Full description at Econpapers || Download paper

2018The Impact of Oil Price Volatility to Oil and Gas Company Stock Returns and Emerging Economies. (2018). Ulusoy, Veysel ; Ozdurak, Caner . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-18.

Full description at Econpapers || Download paper

2018Do the Global Oil Price Shocks Affect Somalia’s Unregulated Exchange Rate Volatility?. (2018). Nor, Mohamed Ibrahim ; Masron, Tajul Ariffin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-02-20.

Full description at Econpapers || Download paper

2018Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Hamdan, Allam ; Anasweh, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-36.

Full description at Econpapers || Download paper

2020The Effects of Oil Prices on Macroeconomic Variables: Evidence from Azerbaijan. (2020). Mukhtarov, Shahriyar ; Zeynalov, Javid ; Aliyev, Sannur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-11.

Full description at Econpapers || Download paper

2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

Full description at Econpapers || Download paper

2018Forecasting turning points in tourism growth. (2018). Ki, Shui ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:72:y:2018:i:c:p:156-167.

Full description at Econpapers || Download paper

2018A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560.

Full description at Econpapers || Download paper

2018Predicting US inflation: Evidence from a new approach. (2018). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:134-158.

Full description at Econpapers || Download paper

2018Asymmetric import cost pass-through in GCC countries: Evidence from nonlinear panel analysis. (2018). Al Samara, Mouyad ; Dombrecht, Michel ; Mrabet, Zouhair ; Alsamara, Mouyad. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:432-440.

Full description at Econpapers || Download paper

2019Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224.

Full description at Econpapers || Download paper

2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

Full description at Econpapers || Download paper

2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

Full description at Econpapers || Download paper

2019The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

Full description at Econpapers || Download paper

2020Do currency undervaluations affect the impact of inflation on growth?. (2020). Morvillier, Florian. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:275-292.

Full description at Econpapers || Download paper

2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

Full description at Econpapers || Download paper

2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

Full description at Econpapers || Download paper

2018Does the stock market really cause unemployment? A cross-country analysis. (2018). Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:34-43.

Full description at Econpapers || Download paper

2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

Full description at Econpapers || Download paper

2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

Full description at Econpapers || Download paper

2019Oil prices and real exchange rates in the NAFTA region. (2019). Toledo, Hugo ; Baghestani, Hamid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:253-264.

Full description at Econpapers || Download paper

2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

Full description at Econpapers || Download paper

2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

Full description at Econpapers || Download paper

2018Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85.

Full description at Econpapers || Download paper

2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

Full description at Econpapers || Download paper

2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

Full description at Econpapers || Download paper

2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

Full description at Econpapers || Download paper

2019The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221.

Full description at Econpapers || Download paper

2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

Full description at Econpapers || Download paper

2018Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:777-786.

Full description at Econpapers || Download paper

2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

Full description at Econpapers || Download paper

2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

Full description at Econpapers || Download paper

2018Forecasting the real price of oil - Time-variation and forecast combination. (2018). Funk, Christoph. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:288-302.

Full description at Econpapers || Download paper

2019Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model. (2019). Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:80-92.

Full description at Econpapers || Download paper

2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

Full description at Econpapers || Download paper

2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

Full description at Econpapers || Download paper

2019The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis. (2019). Nusair, Salah ; Olson, Dennis. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:44-63.

Full description at Econpapers || Download paper

2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

Full description at Econpapers || Download paper

2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

Full description at Econpapers || Download paper

2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

Full description at Econpapers || Download paper

2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

Full description at Econpapers || Download paper

2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

Full description at Econpapers || Download paper

2019Dynamic link between oil prices and exchange rates: A non-linear approach. (2019). Xu, Yang ; Yin, Libo ; Wan, LI ; Han, Liyan. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302695.

Full description at Econpapers || Download paper

2019Dynamic connectedness of oil price shocks and exchange rates. (2019). Malik, Farooq ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828.

Full description at Econpapers || Download paper

2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

Full description at Econpapers || Download paper

2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303597.

Full description at Econpapers || Download paper

2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; de Bruin, Anne ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

Full description at Econpapers || Download paper

2020How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

Full description at Econpapers || Download paper

2018Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

Full description at Econpapers || Download paper

2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

Full description at Econpapers || Download paper

2020Asymmetric oil prices and trade imbalances: Does the source of the oil shock matter?. (2020). Mohaddes, Kamiar ; Chaudhuri, Kausik ; Jibril, Halima. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306871.

Full description at Econpapers || Download paper

2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

Full description at Econpapers || Download paper

2018Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

Full description at Econpapers || Download paper

2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

Full description at Econpapers || Download paper

2019Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:900-916.

Full description at Econpapers || Download paper

2019Oil price and inflation dynamics in the Gulf Cooperation Council countries. (2019). Nusair, Salah. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:997-1011.

Full description at Econpapers || Download paper

2019Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Liu, Siyao ; Wang, ZE ; Guo, Sui ; Gao, Xiangyun ; Sun, Qingru ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

Full description at Econpapers || Download paper

2018A top-down approach to identifying bull and bear market states. (2018). Hanna, Alan J. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:93-110.

Full description at Econpapers || Download paper

2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

Full description at Econpapers || Download paper

2018Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

Full description at Econpapers || Download paper

2018The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

Full description at Econpapers || Download paper

2019Assimilation of oil news into prices. (2019). McDonald, Bill ; Loughran, Tim ; Pragidis, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:105-118.

Full description at Econpapers || Download paper

2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12.

Full description at Econpapers || Download paper

2019Risk appetite, idiosyncratic volatility and expected returns. (2019). Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301760.

Full description at Econpapers || Download paper

2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

Full description at Econpapers || Download paper

2018Volatility of stock market returns and the naira exchange rate. (2018). Uzonwanne, Godfrey ; Dogo, Mela ; Tule, Moses. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:97-105.

Full description at Econpapers || Download paper

2019Information frictions and real exchange rate dynamics. (2019). Candian, Giacomo . In: Journal of International Economics. RePEc:eee:inecon:v:116:y:2019:i:c:p:189-205.

Full description at Econpapers || Download paper

2018Historical high and stock index returns: Application of the regression kink model. (2018). Chang, Shu-Lien ; Lin, Ching ; Lee, Hsiu-Chuan ; Chien, Cheng-Yi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:48-63.

Full description at Econpapers || Download paper

2019Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ). (2019). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:232-249.

Full description at Econpapers || Download paper

2019Text-based crude oil price forecasting: A deep learning approach. (2019). Wang, Shouyang ; Shang, Wei ; Li, Xuerong. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1548-1560.

Full description at Econpapers || Download paper

2018The impact of conventional and unconventional monetary policy on expectations and sentiment. (2018). Spyrou, Spyros ; Galariotis, Emilios ; Makrichoriti, Panagiota. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:1-20.

Full description at Econpapers || Download paper

2018Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK. (2018). Ellington, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:225-236.

Full description at Econpapers || Download paper

2020Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417.

Full description at Econpapers || Download paper

2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

Full description at Econpapers || Download paper

2018Oil prices and inflation dynamics: Evidence from advanced and developing economies. (2018). Poplawski-Ribeiro, Marcos ; Loungani, Prakash ; Furceri, Davide ; Choi, Sangyup ; Mishra, Saurabh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:71-96.

Full description at Econpapers || Download paper

2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Shiu-Sheng Chen:


YearTitleTypeCited
2009Revisiting the Inflationary Effects of Oil Prices In: The Energy Journal.
[Full Text][Citation analysis]
article7
2014DO POLITICS CAUSE REGIME SHIFTS IN MONETARY POLICY? In: Contemporary Economic Policy.
[Full Text][Citation analysis]
article1
2014FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS In: Economic Inquiry.
[Full Text][Citation analysis]
article17
2013Forecasting Crude Oil Price Movements with Oil-Sensitive Stocks.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2013USING DEMOGRAPHIC CHANGES TO REVISIT THE CONSUMPTION–REAL EXCHANGE RATE ANOMALY In: Manchester School.
[Full Text][Citation analysis]
article0
2010Exchange Rates and Fundamentals: Evidence from Long‐Horizon Regression Tests* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article6
2007ASSESSMENT OF WEYMARKS MEASURES OF EXCHANGE MARKET INTERVENTION: THE CASE OF JAPAN In: Pacific Economic Review.
[Full Text][Citation analysis]
article3
2019Do Exchange Rate Shocks Have Asymmetric Effects on Reserve Accumulation? Evidence from Emerging Markets In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]
article0
2016Predicting US recessions with stock market illiquidity In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]
article5
2016Commodity prices and related equity prices In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article1
2016DOES FEAR LEAD TO RECESSIONS? In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2006Perspectives on teaching international macroeconomics and finance: is there more consensus in the 2000s? In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2006Revisiting the interest rate-exchange rate nexus: a Markov-switching approach In: Journal of Development Economics.
[Full Text][Citation analysis]
article21
2003Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach.(2003) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2007A note on interest rate defense policy and exchange rate volatility In: Economic Modelling.
[Full Text][Citation analysis]
article3
2011Lack of consumer confidence and stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article13
2007Oil prices and real exchange rates In: Energy Economics.
[Full Text][Citation analysis]
article215
2009Oil price pass-through into inflation In: Energy Economics.
[Full Text][Citation analysis]
article87
2010Do higher oil prices push the stock market into bear territory? In: Energy Economics.
[Full Text][Citation analysis]
article93
2012Reverse globalization: Does high oil price volatility discourage international trade? In: Energy Economics.
[Full Text][Citation analysis]
article23
2012Reverse Globalization: Does High Oil Price Volatility Discourage International Trade?.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2009Predicting the bear stock market: Macroeconomic variables as leading indicators In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article97
2012Rational expectations, changing monetary policy rules, and real exchange rate dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2012Revisiting the empirical linkages between stock returns and trading volume In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article28
2012Revisiting the empirical linkages between stock returns and trading volume.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2010House prices, collateral constraint, and the asymmetric effect on consumption In: Journal of Housing Economics.
[Full Text][Citation analysis]
article17
2017Exchange rate undervaluation and R&D activity In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2015Revisiting the relationship between exchange rates and fundamentals In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article6
2003Macroeconomic fluctuations and welfare cost of stabilization policy In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article1
2017Further evidence on bear market predictability: The role of the external finance premium In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2013Further evidence on bear market predictability: The role of the external finance premium.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004Real exchange rate fluctuations and monetary shocks: a revisit In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article11
2005A note on in-sample and out-of-sample tests for Granger causality In: Journal of Forecasting.
[Full Text][Citation analysis]
article13
2007Does Monetary Policy Have Asymmetric Effects on Stock Returns? In: Journal of Money, Credit and Banking.
[Citation analysis]
article81
2005Does Monetary Policy Have Asymmetric Effects on Stock Returns?.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2004Does Aggregation Bias Explain the PPP Puzzle? In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
2008The liquidity effect in a flexible-price monetary model In: Oxford Economic Papers.
[Full Text][Citation analysis]
article0
2012Predicting swings in exchange rates with macro fundamentals In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Bernanke Was Right: Currency Manipulation Policy in Emerging Foreign Exchange Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Does extracting inflation from stock returns solve the purchasing power parity puzzle? In: Empirical Economics.
[Full Text][Citation analysis]
article0
2010Are Mathematics and Science Test Scores Good Indicators of Labor-Force Quality? In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]
article4
2012Consumer confidence and stock returns over market fluctuations In: Quantitative Finance.
[Full Text][Citation analysis]
article2
2019Do stock markets have predictive content for exchange rate movements? In: Journal of Forecasting.
[Full Text][Citation analysis]
article0
2002Macroeconomic Policy in a Real Business Cycle Model with Money In: Macroeconomics.
[Full Text][Citation analysis]
paper0
2010TAIWANS EXCHANGE RATE AND MACROECONOMIC POLICIES OVER THE BUSINESS CYCLE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team