Sung Y. Park : Citation Profile


Are you Sung Y. Park?

Chung-Ang University

7

H index

5

i10 index

128

Citations

RESEARCH PRODUCTION:

25

Articles

4

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 14
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 11 (7.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1014
   Updated: 2017-11-18    RAS profile: 2017-08-18    
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Relations with other researchers


Works with:

Fang, Ying (4)

CHONG, Terence Tai Leung (2)

Montes Rojas, Gabriel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sung Y. Park.

Is cited by:

McAleer, Michael (5)

Allen, David (5)

GUPTA, RANGAN (5)

Miller, J. (4)

Chang, Yoosoon (4)

Hou, Yang (4)

Gaglianone, Wagner (4)

NETO, David (4)

Balcilar, Mehmet (3)

Miller, Stephen (2)

Billio, Monica (2)

Cites to:

Engle, Robert (18)

Bollerslev, Tim (10)

Hamilton, James (10)

Narayan, Paresh (10)

Taylor, Mark (9)

Granger, Clive (8)

Andrews, Donald (8)

Kilian, Lutz (7)

Phillips, Peter (7)

Chernozhukov, Victor (7)

Bassett, Gilbert (7)

Main data


Where Sung Y. Park has published?


Journals with more than one article published# docs
Energy Economics3
Economic Modelling3
Applied Economics Letters2
China Economic Review2
Journal of Futures Markets2
Economics Letters2

Working Papers Series with more than one paper published# docs
WISE Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2

Recent works citing Sung Y. Park (2017 and 2016)


YearTitle of citing document
2016State and federal fuel taxes: The road ahead for U.S. infrastructure funding. (2016). Zhang, Fengxiu ; Dumortier, Jerome ; Marron, John . In: IU SPEA AgEcon Papers. RePEc:ags:iuspea:233758.

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2017Modelling and forecasting money demand: divide and conquer. (2017). Carrera, Cesar ; Flores, Jairo . In: Working Papers. RePEc:apc:wpaper:2017-091.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2016Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Working Papers. RePEc:awi:wpaper:0608.

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2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2016The Paradox of Plenty: A Meta-Analysis. (2016). Guerreiro, David ; Dauvin, Magali. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-14.

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2016Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model. (2016). HAMDI, Helmi ; Mgadmi, Nidhal ; Rachdi, Houssem . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00659.

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2017Design and analysis of a medium-temperature, concentrated solar thermal collector for air-conditioning applications. (2017). Li, Qiyuan ; Taylor, Robert A ; Scott, Jason A ; Moscia, Fabio ; Mousa, Osama Bany ; Shirazi, Ali ; Zheng, Cheng . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:1159-1173.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2017A more human-like portfolio optimization approach. (2017). Silva, Thuener ; Poggi, Marcus ; Pinheiro, Placido Rogerio . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:252-260.

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2016The dynamics of fuel demand and illegal fuel activity in Turkey. (2016). Yalta, Ayse. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:144-158.

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2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand. (2016). Miller, J. ; Chang, Yoosoon ; Kim, Chang Sik ; Park, Sungkeun . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:206-216.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2017Promoting energy conservation in Chinas metallurgy industry. (2017). Lin, Boqiang ; Du, Zhili . In: Energy Policy. RePEc:eee:enepol:v:104:y:2017:i:c:p:285-294.

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2016Determinants of import demand for non-renewable energy (petroleum) products: Empirical evidence from Nigeria. (2016). Adewuyi, Adeolu O. In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:73-93.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach. (2016). Ozturk, Ilhan ; Arisoy, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:99:y:2016:i:c:p:174-179.

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2017Techno-economic analysis of a concentrating solar collector with built-in shell and tube latent heat thermal energy storage. (2017). Li, Qiyuan ; Taylor, Robert A ; Mostafavi, Saeed S. In: Energy. RePEc:eee:energy:v:121:y:2017:i:c:p:220-237.

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2017Estimates of energy demand and energy saving potential in Chinas agricultural sector. (2017). Fei, Rilong ; Lin, Boqiang . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:865-875.

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2016Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Return distribution, leverage effect and spot-futures spread on the hedging effectiveness. (2017). Kao, Wei-Shun ; Wu, Chien-Hui ; Changchien, Chang-Cheng ; Lin, Chu-Hsiung . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:158-162.

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2017Time-varying causality between stock and housing markets in China. (2017). Shi, Guangping ; Zhang, XU ; Liu, Xiaoxing . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:227-232.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). GUPTA, RANGAN ; Kollias, Christos ; Papadamou, Stephanos ; Antonakakis, Nikolaos . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2016An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Pasqualini, Andrea ; Costola, Michele ; Casarin, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mensi, Walid ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:258-279.

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2017Reduced form vector directional quantiles. (2017). Montes-Rojas, Gabriel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:20-30.

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2017Quantile causality between gold commodity and gold stock prices. (2017). Reboredo, Juan C ; Ugolini, Andrea . In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:56-63.

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2016Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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2016The advantage of inhomogeneity — Lessons from a noise driven linearized dynamical system. (2016). Neda, Zoltan ; Mate, Gabriell . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:445:y:2016:i:c:p:310-317.

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2017A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios. (2017). Yue, Wei ; Wang, Yuping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:124-140.

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2016Hedging bank market risk with futures and forwards. (2016). Mun, Kyung-Chun . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:112-125.

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2016Modeling energy demand: Some emerging issues. (2016). Salisu, Afees ; Ayinde, Taofeek O. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:54:y:2016:i:c:p:1470-1480.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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2017Risky weighting in discrete choice. (2017). Hensher, David ; Li, Baibing . In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:102:y:2017:i:c:p:1-21.

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2017State and federal fuel taxes: The road ahead for U.S. infrastructure funding. (2017). Dumortier, Jerome ; Marron, John ; Zhang, Fengxiu . In: Transport Policy. RePEc:eee:trapol:v:53:y:2017:i:c:p:39-49.

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2016An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:80108.

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2016Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing Companies. (2016). Misund, BÃ¥rd. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_017.

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2016A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices. (2016). Naifar, Nader ; Almeshal, Khalid . In: Afro-Asian Journal of Finance and Accounting. RePEc:ids:afasfa:v:6:y:2016:i:4:p:374-395.

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2017Escape from Third-Best: Rating Emissions for Intensity Standards. (2017). Lemoine, Derek. In: Environmental & Resource Economics. RePEc:kap:enreec:v:67:y:2017:i:4:d:10.1007_s10640-016-0006-6.

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2016High Frequency Evidence on the Demand for Gasoline. (2016). Lewis, Matthew ; Levin, Laurence ; Wolak, Frank A. In: NBER Working Papers. RePEc:nbr:nberwo:22345.

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2016Currency demand stability in the presence of seasonality and endogenous financial innovation: Evidence from India. (2016). SINGH, SUNNY. In: MPRA Paper. RePEc:pra:mprapa:71552.

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2016Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. (2016). EFFIONG, EKPENO. In: MPRA Paper. RePEc:pra:mprapa:74336.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark. In: MPRA Paper. RePEc:pra:mprapa:82000.

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2017Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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2017Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1114-4.

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2017Stock market prediction and Portfolio selection models: a survey. (2017). Rather, Akhter Mohiuddin ; Agarwal, Arun ; Sastry, V N. In: OPSEARCH. RePEc:spr:opsear:v:54:y:2017:i:3:d:10.1007_s12597-016-0289-y.

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2016An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160026.

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2016An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1701.

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2017THE RELATIONSHIP BETWEEN MACROECONOMY AND ASSET PRICES: LONGRUN CAUSALITY EVIDENCE FROM LITHUANIA. (2017). Jurksas, Linas ; Paskevicius, Arvydas . In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:8:y:2017:i:1:id:217.

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2016Robust Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145547.

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Sung Y. Park is editor of


Journal
Journal of Economic Development

Works by Sung Y. Park:


YearTitleTypeCited
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
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article10
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
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article1
2010Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression In: Working Papers.
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paper1
2016Design and optical analyses of an arrayed microfluidic tunable prism panel for enhancing solar energy collection In: Applied Energy.
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article2
2011Money demand in China and time-varying cointegration In: China Economic Review.
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article12
2012Resource abundance and economic growth in China In: China Economic Review.
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article6
2013Resource Abundance and Economic Growth in China.(2013) In: WISE Working Papers.
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This paper has another version. Agregated cites: 6
paper
2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
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article2
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
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article1
2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
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article1
2014A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters.
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article0
2013A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: WISE Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
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article4
2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 4
paper
2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
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article9
2016Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance.
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article1
2010An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics.
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article35
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
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article7
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
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article2
2016Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis.
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article1
2013Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting.
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article5
2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
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article1
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
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article0
2015Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach In: The Journal of Real Estate Finance and Economics.
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article0
2010Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters.
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article0
2015An empirical test for Okuns law using a smooth time-varying parameter approach: evidence from East Asian countries In: Applied Economics Letters.
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article0
2008Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews.
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article16
2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
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article11
2016Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
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article0

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