Sung Y. Park : Citation Profile


Are you Sung Y. Park?

Chung-Ang University

9

H index

9

i10 index

220

Citations

RESEARCH PRODUCTION:

31

Articles

5

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 22
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 12 (5.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1014
   Updated: 2019-10-15    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Fang, Ying (3)

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:

Lin, Boqiang (7)

Hou, Yang (5)

GUPTA, RANGAN (5)

Allen, David (5)

Gaglianone, Wagner (5)

McAleer, Michael (5)

Miller, J. (4)

Chang, Yoosoon (4)

Dovern, Jonas (4)

NETO, David (4)

Bahmani-Oskooee, Mohsen (3)

Cites to:

Engle, Robert (21)

Narayan, Paresh (10)

Hamilton, James (10)

Bollerslev, Tim (10)

Jagannathan, Ravi (9)

Taylor, Mark (8)

Granger, Clive (8)

Andrews, Donald (8)

Chernozhukov, Victor (7)

Kilian, Lutz (7)

Bassett, Gilbert (7)

Main data


Where Sung Y. Park has published?


Journals with more than one article published# docs
Economics Letters3
Economic Modelling3
Energy Economics3
Econometric Reviews2
Applied Economics Letters2
Physica A: Statistical Mechanics and its Applications2
International Review of Finance2
Journal of Futures Markets2
China Economic Review2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, City University London2
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2

Recent works citing Sung Y. Park (2018 and 2017)


YearTitle of citing document
2019Learning to Coordinate: A Study in Retail Gasoline. (2019). de Roos, Nicolas ; Byrne, David P. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:2:p:591-619.

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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.

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2017Economic value of portfolio diversification: Evidence from international multi-asset portfolios. (2017). Sharma, Prateek. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:33-42.

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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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2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

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2018Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain. (2018). Jiang, Yong ; Zhou, Zhongbao. In: Papers. RePEc:arx:papers:1803.02962.

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2018Which portfolio is better? A discussion of several possible comparison criteria. (2018). Gzyl, Henryk ; Rios, Alfredo . In: Papers. RePEc:arx:papers:1805.06345.

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2019Modern Asset Theory: A Framework for Successful Active Management. (2019). Guttridge, Ryan ; Bedwell, Corry. In: Papers. RePEc:arx:papers:1903.09683.

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2018The impact of exogenous shocks on house prices: The case of the Volkswagen-emission scandal. (2018). Zietz, Joachim ; Kirchhain, Heiko . In: ERES. RePEc:arz:wpaper:eres2018_204.

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2018Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp101.

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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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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Luger, Richard ; Liu, Xiaochun ; Richard, LUGER ; Xiaochun, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2018Versatile Forward Guidance: Escaping or Switching?. (2018). Liu, Yulin ; Gersbach, Hans ; Tischhauser, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12559.

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2017Revisiting Crude Oil Price and Chinas Stock Market. (2017). Ding, Haoyuan ; Xie, Wenjing ; Wang, Huanhuan ; Fan, Haichao. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:dingfan.

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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.

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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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2018Non-tracking East-West XCPC solar thermal collector for 200 celsius applications. (2018). Widyolar, Bennett ; Winston, Roland ; Ferry, Jonathan ; Jiang, Lun. In: Applied Energy. RePEc:eee:appene:v:216:y:2018:i:c:p:521-533.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). di Gangi, Domenico ; Pirino, Davide ; Lillo, Fabrizio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:117-141.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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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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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Estimating inflation persistence by quantile autoregression with quantile-specific unit roots. (2018). Rodrigues Figueiredo, Francisco ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:407-430.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2018Lowering consumer search costs can lead to higher prices. (2018). Remer, Marc ; Nishida, Mitsukuni. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:1-4.

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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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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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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2018To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:97-107.

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2018Relationship-specificity, incomplete contracts, and the pattern of trade: A comment on the role of natural resources. (2018). Bajo-Buenestado, Raúl. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:410-422.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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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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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). Lin, Boqiang ; Fei, Rilong . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:865-875.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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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). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2018Unit root quantile autoregression testing with smooth structural changes. (2018). Li, Haiqi ; Zheng, Chaowen . In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:83-89.

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2019Improving futures hedging performance using option information: Evidence from the S&P 500 index. (2019). Liu, LI ; Pan, Zhiyuan ; Bai, Yujuan. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:112-117.

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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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2018Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies. (2018). Misund, Brd. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:12:y:2018:i:c:p:19-30.

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2018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets. (2018). Conlon, Thomas ; Bredin, Don ; Spencer, Simon. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:1-20.

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2018Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Arize, Augustine C ; Magazzino, Cosimo ; Vidra, Aristea ; Ghosh, Dilip K ; Brady, Gordon L ; Sidiropoulos, Moise ; Christofidou, Georgia ; Kumar, Abhishek ; Papadamou, Stephanos ; Madlener, Reinhard ; Goyal, Ashima ; Kostakis, Hara ; Dergiades, Theologos ; Stavrakoudis, Athanassios ; Pavlatos, Odysseas ; Tabak, Benjamin M ; Panagiotou, Dimitrios ; Karadam, Duygu Yolcu ; Pragidis, Ioannis ; Chrysanthopoulou, Xakousti ; Ghodsi, Seyed Hesam ; Xanthopoulos, Michail ; Gogas, Periklis ; Gupta, Rangan ; Bahmani-Oskooee, Mohsen ; Chortareas, Georgios ; Karfaki, Eftychia ; Demirer, Riza ; Tsounis, Nicholas ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Balcilar
2017Quantile causality between gold commodity and gold stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:56-63.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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

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2018Information measure for financial time series: Quantifying short-term market heterogeneity. (2018). Ponta, Linda ; Carbone, Anna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:132-144.

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2018Univariate dependence among sectors in Chinese stock market and systemic risk implication. (2018). Hao, Jing ; He, Feng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:355-364.

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2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

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2019Forecasting the KOSPI200 spot volatility using various volatility measures. (2019). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:156-166.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018Measuring contagion effects between crude oil and Chinese stock market sectors. (2018). Fang, Sheng ; Egan, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:31-38.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2018Forecasting methods in energy planning models. (2018). Debnath, Kumar Biswajit ; Mourshed, Monjur. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:88:y:2018:i:c:p:297-325.

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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 ; Jareño, Francisco ; 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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2018Dynamic hedging performance and downside risk: Evidence from Nikkei index futures. (2018). Ubukata, Masato. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:270-281.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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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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2018The zero lower bound and market spillovers: Evidence from the G7 and Norway. (2018). Serletis, Apostolos ; Kyritsis, Evangelos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:100-123.

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2018Financing renewable energy: Who is financing what and why it matters. (2018). Mazzucato, Mariana ; Semieniuk, Gregor. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:127:y:2018:i:c:p:8-22.

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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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2019Causality in Quantiles and Dynamic Relations in Energy Markets. (2019). Kyritsis, Evangelos ; Andersson, Jonas . In: Working Papers. RePEc:fer:wpaper:116.

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2018The Lead–Lag Relationship between Oil Futures and Spot Prices—A Literature Review. (2018). Zavadska, Miroslava ; Coughlan, Joseph ; Morales, Lucia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491.

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2019Modeling and Forecasting Realized Portfolio Diversification Benefits. (2019). Kohler, Steffen ; Hildebrandt, Benno ; Golosnoy, Vasyl. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:116-:d:247544.

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2018The Impacts of Non-Fossil Energy, Economic Growth, Energy Consumption, and Oil Price on Carbon Intensity: Evidence from a Panel Quantile Regression Analysis of EU 28. (2018). Cheng, Cheng ; Shi, Yukun ; Wang, Zhen ; Ren, Xiaohang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4067-:d:180966.

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2019Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Ryu, Doojin ; Park, Chanhi ; Cho, Hoon ; Ik, Sang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434.

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2017Energy Conservation in China’s Cement Industry. (2017). Lin, Boqiang ; Ge, Fei ; Zhang, Zihan . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:668-:d:96529.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2017The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway. (2017). Serletis, Apostolos ; Kyritsis, Evangelos. In: Discussion Papers. RePEc:hhs:nhhfms:2017_007.

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2019On Generalized Gamma Distribution and Its Application to Survival Data. (2019). Orwa, George ; Ngesa, Oscar . In: International Journal of Statistics and Probability. RePEc:ibn:ijspjl:v:8:y:2019:i:5:p:85.

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2018Evolutionary Frequency and Forecasting Accuracy: Simulations Based on an Agent-Based Artificial Stock Market. (2018). Huang, Ya-Chi ; Tsao, Chueh-Yung. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9662-z.

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2018Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

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2018Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

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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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2018Dynamic hedging with futures: a copula-based GARCH model with high-frequency data. (2018). Lai, Yu-Sheng . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:3:d:10.1007_s11147-018-9142-1.

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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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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven. In: MPRA Paper. RePEc:pra:mprapa:81999.

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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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2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

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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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2017PURCHASING POWER PARITY IN CHINA: AN EMPIRICAL INVESTIGATION BASED ON BOOTSTRAP ROLLINGWINDOW TEST. (2017). Wang, Kai-Hua ; Iovu, Cristina ; Ma, JI ; Chang, Hsu-Ling ; Su, Chi-Wei. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:166-181.

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2018Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis. (2018). Chun, Dohyun ; Ryu, Doojin ; Cho, Hoon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:22-42.

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2018Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:2:p:43-62.

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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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2018Revisiting income and price elasticity of gasoline demand in India: new evidence from cointegration tests. (2018). Kanjilal, Kakali ; Ghosh, Sajal . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1334-2.

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

Sung Y. Park is editor of


Journal
Journal of Economic Development

Works by Sung Y. Park:


YearTitleTypeCited
2017Asymmetric Relationship between Investors Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test In: International Review of Finance.
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article1
2018Time‐Varying Investor Herding in Chinese Stock Markets In: International Review of Finance.
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article0
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
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article14
2009Quantile autoregressive distributed lag model with an application to house price returns.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 14
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2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
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article3
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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article3
2011Money demand in China and time-varying cointegration In: China Economic Review.
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article14
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: 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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article4
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
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article3
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: 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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article10
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: 10
paper
2018Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters.
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article0
2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
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article14
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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article40
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
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article22
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
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article13
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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article7
2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
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article5
2018Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications.
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article5
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
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article3
2018Information theoretic approaches to income density estimation with an application to the U.S. income data In: The Journal of Economic Inequality.
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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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article3
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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article24
2018Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews.
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article1
2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
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article19
2016Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
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