Shigeyuki Hamori : Citation Profile


Are you Shigeyuki Hamori?

Kobe University

19

H index

51

i10 index

1360

Citations

RESEARCH PRODUCTION:

196

Articles

27

Papers

4

Books

12

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 48
   Journals where Shigeyuki Hamori has often published
   Relations with other researchers
   Recent citing documents: 160.    Total self citations: 78 (5.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha320
   Updated: 2021-03-01    RAS profile: 2021-02-14    
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Relations with other researchers


Works with:

Yang, Lu (12)

Fang, Zheng (4)

Chang, Youngho (4)

inoue, takeshi (3)

Chen, Wang (3)

inoue, takeshi (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shigeyuki Hamori.

Is cited by:

Asongu, Simplice (49)

Tiwari, Aviral (25)

Miller, Stephen (19)

Shahbaz, Muhammad (12)

Toyoshima, Yuki (11)

GUPTA, RANGAN (11)

Reboredo, Juan (8)

Albulescu, Claudiu (8)

Aiello, Francesco (7)

Shahzad, Syed Jawad Hussain (7)

Zhang, Wei-Bin (7)

Cites to:

Engle, Robert (62)

Nguyen, Duc Khuong (36)

Pesaran, M (32)

Rose, Andrew (32)

Hammoudeh, Shawkat (31)

Frankel, Jeffrey (31)

Johansen, Soren (29)

Bollerslev, Tim (29)

Clarida, Richard (26)

Yang, Lu (25)

Reboredo, Juan (24)

Main data


Where Shigeyuki Hamori has published?


Journals with more than one article published# docs
Economics Bulletin28
Applied Economics Letters23
Energies12
Applied Economics11
Applied Financial Economics10
Journal of Risk and Financial Management9
The North American Journal of Economics and Finance8
Japan and the World Economy7
Economics Letters6
Journal of Reviews on Global Economics6
Journal of Asian Economics5
Economic Modelling4
Emerging Markets Finance and Trade4
Journal of International Financial Markets, Institutions and Money4
Sustainability4
The Singapore Economic Review (SER)3
Empirical Economics3
Energy Policy3
International Journal of Financial Research3
Journal of Multivariate Analysis2
International Journal of Business and Economics2
Journal of Economics and Finance2
Research in International Business and Finance2
Journal of Futures Markets2
Applied Economics and Finance2
Applied Econometrics and International Development2
Economic Systems2
Annals of Financial Economics (AFE)2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
IDE Discussion Papers / Institute of Developing Economies, Japan External Trade Organization(JETRO)8
Discussion Papers / Graduate School of Economics, Kobe University8

Recent works citing Shigeyuki Hamori (2021 and 2020)


YearTitle of citing document
2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Fagbemi, Fisayo ; Oladejo, Babafemi ; Adeosun, Opeoluwa A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/099.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/099.

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2021The role of finance in inclusive human development in Africa revisited. (2021). Asongu, Simplice ; Nting, Rexon T. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/006.

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2020Financial development and income inequality: An empirical analysis on the emerging market economies. (2020). Ozcan, Gunay. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:85-96.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020Turn-of-the Year Affect in Gold Prices: Decomposition Analysis. (2020). Gulseven, Osman. In: Papers. RePEc:arx:papers:2003.11027.

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2020Stock Market Sensitivity to Macroeconomic Factors: Evidence from China and India. (2020). Faniband, Muhammadriyaj ; Chellaswamy, Karthigai Prakasam. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:146-159.

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2020FINANCE‐INEQUALITY NEXUS: THE LONG AND THE SHORT OF IT. (2020). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:4:p:1977-1994.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020The Relationship between Inflation and Interest Rates in the UK: The Nonlinear ARDL Approach. (2020). Gocer, Ismet ; Ongan, Serdar. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:77-86.

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2020Financial Vulnerability and Economic Dynamics in Malaysia. (2020). Puah, Chin-Hong ; Arip, Affendy M ; Kuek, Tai-Hock. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:55-73.

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2020Analysis of the Time-frequency Connectedness between Gold Prices, Oil Prices and Hungarian Financial Markets. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-8.

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2020Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange. (2020). Hanif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-19.

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2020Identifying the Dynamic Connectedness between Propane and Oil Prices: Evidence from Wavelet Analysis. (2020). Hung, Ngo Thai. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-37.

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2020Financial literacy, financial inclusion, and savings behavior in Laos. (2020). Long, Trinh Quang ; Morgan, Peter J. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300415.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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2020Returns to military service in off-farm wage employment: Evidence from rural China. (2020). Liu, Hong ; Wang, Sophie Xuefei ; Hou, Benyufang. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x19301221.

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2020The time-varying diversifiability of corporate foreign exchange exposure. (2020). Krapl, Alain A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119918300038.

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2020How does economic complexity influence income inequality? New evidence from international data. (2020). Hoang, Dung Phuong ; Chu, Lan Khanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:44-57.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). Krištoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:212-224.

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2020Price volatility spillovers between supply chain and innovation of financial pledges in China. (2020). Wang, Yinyin ; Zhang, Lang ; Sui, BO ; Chen, DI ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:397-413.

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2021Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2020Predicting stock market crises using daily stock market valuation and investor sentiment indicators. (2020). Wu, Xiang ; Liu, Yufang ; Zhou, Qingling ; Fu, Junhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304108.

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2020A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection. (2020). Tong, Yongbo ; Xu, Qifa ; Ding, Xiaoyi ; Jiang, Cuixia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300993.

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2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets. (2020). Zeng, Zhixiong ; Yan, Yuruo ; Wan, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s106294082030070x.

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2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

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2020Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302827.

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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020Volatility interdependence on foreign exchange markets: The contribution of cross-rates. (2020). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301807.

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2021Empirical analysis of associations between health expenditure and forest environments: A case of Japan. (2021). Kabaya, Kei. In: Ecological Economics. RePEc:eee:ecolec:v:181:y:2021:i:c:s0921800920322187.

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2020Flexible copula models with dynamic dependence and application to financial data. (2020). Joe, Harry ; Krupskii, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:148-167.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754.

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2020Does market-based electricity price affect Chinas energy efficiency?. (2020). Shu-Ran, HU ; Xin-Gang, Zhao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302498.

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2020Electricity restructuring and the relationship between fuel costs and electricity prices for industrial and residential customers. (2020). Mohammadi, Hassan ; Loomis, David G ; Ohler, Adrienne . In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520303013.

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2021Energy transition at local level: Analyzing the role of peer effects and socio-economic factors on UK solar photovoltaic deployment. (2021). Hart, Phil ; Truckell, Ian ; Connor, Peter M ; Yildirim, Julide ; Balta-Ozkan, Nazmiye. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pb:s0301421520307151.

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2020Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2020Impact of energy sector volatility on clean energy assets. (2020). Vo, Xuan Vinh ; Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220317655.

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2020Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

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2020Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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2020Forecasting VaR using realized EGARCH model with skewness and kurtosis. (2020). Zhang, Huanming ; Xia, Michelle ; Wu, Xinyu. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318308067.

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2020The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). Gözgör, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424.

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2020The long-run relationship between finance and income inequality: Evidence from panel data. (2020). di Tommaso, Caterina ; Thornton, John. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301576.

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2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x.

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2020The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028.

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2020Spillovers, integration and causality in LME non-ferrous metal markets. (2020). lucey, brian ; Yarovaya, Larisa ; Ciner, Cetin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2020What is the future policy for photovoltaic power applications in China? Lessons from the past. (2020). Chong, Zhaotian ; Zhou, Dequn ; Wang, Qunwei. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304635.

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2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153.

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2020Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory. (2020). Guesmi, Khaled ; Chevallier, Julien ; Majdoub, Najemeddine ; Bedoui, Rihab ; Nguyen, Quynh Nga. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719304921.

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2020The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. (2020). Bonga-Bonga, Lumengo ; Morema, Kgotso. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719305999.

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2020Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142072030266x.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020A critical review of Koreas long-term contract for renewable energy auctions: The relationship between the import price of liquefied natural gas and system marginal price. (2020). Jung, Tae Yong ; Moon, Jongwoo. In: Utilities Policy. RePEc:eee:juipol:v:67:y:2020:i:c:s0957178720301260.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2020Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis. (2020). Geng, Jiang-Bo ; Ji, Qiang ; Xia, Tongshui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313299.

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2020For evil news rides fast, while good news baits later?—A network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843.

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2020Analysis of economic growth fluctuations based on EEMD and causal decomposition. (2020). Shang, Pengjian ; Peng, Chung-Kang ; Yang, Albert C ; Mao, Xuegeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s037843712030323x.

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2020The asymmetric relationship between the oil price and the US-Canada exchange rate. (2020). McFarlane, Adian ; Das, Anupam ; Jung, Young Cheol. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:198-206.

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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2020House price premium associated with residential solar photovoltaics and the effect from feed-in tariffs: A case study of Southport in Queensland, Australia. (2020). Yang, Linchuan ; Gou, Zhonghua ; Lan, Haifeng. In: Renewable Energy. RePEc:eee:renene:v:161:y:2020:i:c:p:907-916.

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2021The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry. (2021). Hsiao, Cody Yu-Ling ; Sheng, NI ; Wei, Xinyang ; Ai, Dan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:74-86.

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2020Drivers of solar deployment in India: A state-level econometric analysis. (2020). Donovan, Charles ; Agarwal, Navin ; Shrimali, Gireesh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120304287.

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2021Machine learning approach to understand regional disparity of residential solar adoption in Australia. (2021). Lu, YI ; Gou, Zhonghua ; Lan, Haifeng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:136:y:2021:i:c:s1364032120307449.

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2020Analyzing the elasticity and subsidy to reform the residential electricity tariffs in China. (2020). Lin, Boqiang ; Wang, Yao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:189-206.

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2020Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets. (2020). Mishra, Sibanjan ; Mohanty, Sunil K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918308109.

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2020Trading behaviour connectedness across commodity markets: Evidence from the hedgers’ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578.

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2020Time-frequency dynamics of exchange rates in East Asia. (2020). Kinkyo, Takuji. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919310049.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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2020Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115.

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2020Are there asymmetric linkages between African stocks and exchange rates?. (2020). Owusu Junior, Peterson ; Tweneboah, George. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311559.

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2020Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659.

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2020What do adoption patterns of solar panels observed so far tell about governments’ incentive? Insights from diffusion models. (2020). della Posta, Pompeo ; Bunea, Anita M ; Manfredi, Piero ; Guidolin, Mariangela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:160:y:2020:i:c:s0040162520310660.

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2020Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks. (2020). Wang, Shuang ; Gu, Yewen ; Lu, Jing ; Wallace, Stein W. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311883.

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2020The Effectiveness of Poverty Alleviation Policy: Why is the Quality of Institutions the Bane in Nigeria?. (2020). Oladejo, Babafemi ; Fagbemi, Fisayo ; Adeosun, Opeoluwa A. In: Working Papers. RePEc:exs:wpaper:20/099.

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2021The role of finance in inclusive human development in Africa revisited. (2021). Asongu, Simplice ; Nting, Rexon T. In: Working Papers. RePEc:exs:wpaper:21/006.

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2020Credit, Income and Inequality. (2020). Ongena, Steven ; Delis, Manthos ; Fringuellotti, Fulvia. In: Staff Reports. RePEc:fip:fednsr:88193.

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2020Do Oil Price Shocks and Other Factors Create Bigger Impacts on Islamic Banks than Conventional Banks?. (2020). Wong, Wing-Keung ; Rjoub, Husam ; Esmaeil, Jabir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3106-:d:372107.

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2020Can Crude Oil Serve as a Hedging Asset for Underlying Securities?—Research on the Heterogenous Correlation between Crude Oil and Stock Index. (2020). Zhang, Hai ; Du, Ziqing ; Xu, SA. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3139-:d:372639.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen ; Naeem, Muhammad Abubakr ; Liu, Changyu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2020Effect of Oil Prices on Exchange Rate Movements in Korea and Japan Using Markov Regime-Switching Models. (2020). Choi, Kyungmee ; Kim, So-Yeun. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4402-:d:404436.

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2020Multi-Time Scale Spillover Effect of International Oil Price Fluctuation on China’s Stock Markets. (2020). Streimikiene, Dalia ; Song, Qinghua ; Zhu, Jingran. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4641-:d:409933.

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

Shigeyuki Hamori has edited the books:


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YearTitleTypeCited
2018ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH In: Advances in Decision Sciences.
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2009Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China In: China & World Economy.
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2019ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY In: Economic Inquiry.
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2008Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach In: Applied Econometrics and International Development.
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2009An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model In: Applied Econometrics and International Development.
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2005An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries In: Economics Bulletin.
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2007The information role of commodity prices in formulating monetary policy: some evidence from Japan In: Economics Bulletin.
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2007Sources of Real and Nominal Exchange Rate Movements for the Euro In: Economics Bulletin.
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2007An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan In: Economics Bulletin.
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2007International Capital Flows and the Frankel-Dooley-Mathieson Puzzle In: Economics Bulletin.
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2009An Empirical Analysis of the Money Demand Function in India In: Economics Bulletin.
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2008An empirical analysis of the money demand function in India.(2008) In: IDE Discussion Papers.
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2009On the Sustainability of Budget Deficits in the Euro Area In: Economics Bulletin.
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2008Empirical Analysis of the Money Demand Function in Sub-Saharan Africa In: Economics Bulletin.
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2009Empirical analysis of import demand behavior of least developed countries In: Economics Bulletin.
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2009Empirical Analysis of Import Demand Behavior of Least Developed Countries.(2009) In: MPRA Paper.
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2009Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 In: Economics Bulletin.
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2009Empirical analysis of export demand behavior of LDCs: Panel cointegration approach In: Economics Bulletin.
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2009Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach.(2009) In: MPRA Paper.
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2009Globalization, Financial Depth, and Inequality in Sub-Saharan Africa.(2009) In: Discussion Papers.
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2009What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India In: Economics Bulletin.
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2010The interdependence of Taiwanese and Japanese stock prices.(2010) In: MPRA Paper.
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2010Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis In: Economics Bulletin.
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2009Economic returns to schooling in urban China: OLS and the instrumental variables approach In: China Economic Review.
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1998Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan In: Economic Modelling.
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2008Information content of commodity futures prices for monetary policy In: Economic Modelling.
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2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
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2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States In: The North American Journal of Economics and Finance.
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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
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2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership In: The North American Journal of Economics and Finance.
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2020Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? In: The North American Journal of Economics and Finance.
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2016Random forests-based early warning system for bank failures In: Economics Letters.
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1992Test of C-CAPM for Japan: 1980-1988 In: Economics Letters.
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1992On the structural stability of preference parameters obtained from Japanese financial market data In: Economics Letters.
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1993Test of the international equity integration of Japan In: Economics Letters.
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1997Testing for a unit root in the presence of a variance shift1 In: Economics Letters.
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2004Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework In: Economics Letters.
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2007Co-movement in the price of risk of aggregate equity markets In: Economic Systems.
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2008Demand for money in the Euro area In: Economic Systems.
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2005Causality in variance and the type of traders in crude oil futures In: Energy Economics.
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2010Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States In: Energy Policy.
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2011Impact of subsidy policies on diffusion of photovoltaic power generation In: Energy Policy.
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2013Testing causal relationships between wholesale electricity prices and primary energy prices In: Energy Policy.
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2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
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2012Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market In: Journal of International Financial Markets, Institutions and Money.
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2014Macroeconomic impacts of oil prices and underlying financial shocks In: Journal of International Financial Markets, Institutions and Money.
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2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
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2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis In: Journal of International Financial Markets, Institutions and Money.
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2000An empirical analysis of economic fluctuations in Japan: 1885-1940 In: Japan and the World Economy.
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2000Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan In: Japan and the World Economy.
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2000A theory of quality signaling in the marriage market In: Japan and the World Economy.
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2001An empirical analysis on the stability of Japans aggregate import demand function In: Japan and the World Economy.
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2001Seasonality and stock returns: some evidence from Japan In: Japan and the World Economy.
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2003Alternative characterization of the volatility in the growth rate of real GDP In: Japan and the World Economy.
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1997Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan In: Japan and the World Economy.
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2015Modeling interest rate volatility: A Realized GARCH approach In: Journal of Banking & Finance.
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2019Calibration estimation of semiparametric copula models with data missing at random In: Journal of Multivariate Analysis.
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2020Copula-based regression models with data missing at random In: Journal of Multivariate Analysis.
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2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
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2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance.
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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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2014On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance.
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2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK In: Research in International Business and Finance.
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2019The long-run relationship between farm size and productivity: A re-examination based on Chinese household aggregate panel data In: China Agricultural Economic Review.
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2008A new approach to analysing comovement in European equity markets In: Studies in Economics and Finance.
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2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets In: Energies.
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2019Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains In: Energies.
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2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
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2020Forecasting Crude Oil Market Crashes Using Machine Learning Technologies In: Energies.
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2020The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas In: Energies.
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2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different? In: Energies.
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2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
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2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management In: Energies.
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2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe In: Energies.
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2020Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index? In: Energies.
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2020Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe In: Energies.
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2020Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises? In: Energies.
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2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis In: Journal of Risk and Financial Management.
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2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis.(2018) In: Discussion Papers.
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2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
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2017Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence In: International Journal of Economics and Finance.
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2009Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners In: The IUP Journal of Applied Economics.
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2002Some International Evidence on the Seasonality of Stock Prices In: International Journal of Business and Economics.
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2004Information Flow between Price Change and Trading Volume in Gold Futures Contracts In: International Journal of Business and Economics.
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2009An Empirical Analysis of the Monetary Policy Reaction Function in India In: IDE Discussion Papers.
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2010How has financial deepening affected poverty reduction in India? : empirical analysis using state-level panel data In: IDE Discussion Papers.
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2012How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data.(2012) In: Applied Financial Economics.
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2014Cointegration with Regime Shift between Gold and Financial Variables In: International Journal of Financial Research.
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2006Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange In: Asia-Pacific Financial Markets.
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2014Are government interventions effective in regulating China fs house prices? In: Discussion Papers.
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2014House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China In: Discussion Papers.
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2016Financial development and financial openness nexus: the precondition of banking competition.(2016) In: Applied Economics.
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2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH.(2018) In: Annals of Financial Economics (AFE).
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2012Economic Openness and Growth in China and India: A Comparative Study In: Journal of Reviews on Global Economics.
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