Sung Y. Park : Citation Profile


Are you Sung Y. Park?

Chung-Ang University

7

H index

7

i10 index

160

Citations

RESEARCH PRODUCTION:

25

Articles

5

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 17
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 11 (6.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1014
   Updated: 2018-07-14    RAS profile: 2018-07-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Fang, Ying (3)

Montes Rojas, Gabriel (2)

CHONG, Terence Tai Leung (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:

qiang, lin (7)

Hou, Yang (5)

Allen, David (5)

GUPTA, RANGAN (5)

McAleer, Michael (5)

Gaglianone, Wagner (4)

Chang, Yoosoon (4)

Miller, J. (4)

NETO, David (4)

Serletis, Apostolos (3)

Balcilar, Mehmet (3)

Cites to:

Engle, Robert (19)

Narayan, Paresh (10)

Bollerslev, Tim (10)

Hamilton, James (10)

Taylor, Mark (9)

Granger, Clive (8)

Andrews, Donald (8)

Chernozhukov, Victor (7)

Phillips, Peter (7)

Kilian, Lutz (7)

Bassett, Gilbert (7)

Main data


Where Sung Y. Park has published?


Journals with more than one article published# docs
Energy Economics3
Economic Modelling3
Economics Letters2
Journal of Futures Markets2
China Economic Review2
Applied 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
Working Papers / Department of Economics, City University London2

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


YearTitle of citing document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Multi objective mean–variance–skewness model with Burg’s entropy and fuzzy return for portfolio optimization. (2018). Ray, Amritansu ; Majumder, Sanat Kumar . In: OPSEARCH. RePEc:spr:opsear:v:55:y:2018:i:1:d:10.1007_s12597-017-0311-z.

Full description at Econpapers || Download paper

2017THE RELATIONSHIP BETWEEN MACROECONOMY AND ASSET PRICES: LONG RUN 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.

Full description at Econpapers || Download paper

2017(Generalized) maximum cumulative direct, paired, and residual Φ entropy principle. (2017). Klein, Ingo. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:252017.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article12
2009Quantile autoregressive distributed lag model with an application to house price returns.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]
article1
2010Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression In: Working Papers.
[Full Text][Citation analysis]
paper1
2016Design and optical analyses of an arrayed microfluidic tunable prism panel for enhancing solar energy collection In: Applied Energy.
[Full Text][Citation analysis]
article3
2011Money demand in China and time-varying cointegration In: China Economic Review.
[Full Text][Citation analysis]
article14
2012Resource abundance and economic growth in China In: China Economic Review.
[Full Text][Citation analysis]
article6
2013Resource Abundance and Economic Growth in China.(2013) In: WISE Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article2
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
[Full Text][Citation analysis]
article2
2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
[Full Text][Citation analysis]
article1
2014A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters.
[Full Text][Citation analysis]
article0
2013A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: WISE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
[Full Text][Citation analysis]
article5
2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
2016Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2010An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics.
[Full Text][Citation analysis]
article38
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
[Full Text][Citation analysis]
article11
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
[Full Text][Citation analysis]
article6
2016Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2013Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article1
2015Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0
2010Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2015An empirical test for Okuns law using a smooth time-varying parameter approach: evidence from East Asian countries In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2008Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews.
[Full Text][Citation analysis]
article21
2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]
article13
2016Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team