Sung Y. Park : Citation Profile


Are you Sung Y. Park?

Chung-Ang University

11

H index

13

i10 index

445

Citations

RESEARCH PRODUCTION:

40

Articles

5

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 31
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 17 (3.68 %)

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   Permalink: http://citec.repec.org/ppa1014
   Updated: 2022-11-19    RAS profile: 2022-09-25    
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Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (8)

Lin, Boqiang (7)

Balcilar, Mehmet (6)

Oxley, Les (6)

Kim, Tae-Hwan (6)

HU, YANG (6)

Roubaud, David (6)

Bahmani-Oskooee, Mohsen (6)

Hou, Yang (5)

Gomez-Gonzalez, Jose (5)

Hirs-Garzon, Jorge (5)

Cites to:

Engle, Robert (24)

Bollerslev, Tim (14)

Jagannathan, Ravi (14)

Narayan, Paresh (14)

Hamilton, James (11)

Bassett, Gilbert (10)

Chernozhukov, Victor (10)

Ratti, Ronald (9)

Andrews, Donald (9)

Kilian, Lutz (9)

Granger, Clive (9)

Main data


Where Sung Y. Park has published?


Journals with more than one article published# docs
Energy Economics4
Economic Modelling3
Applied Economics Letters3
Tourism Economics3
Economics Letters3
International Review of Finance2
Physica A: Statistical Mechanics and its Applications2
Econometric Reviews2
China Economic Review2
Journal of Futures Markets2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
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 (2022 and 2021)


YearTitle of citing document
2022Which 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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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2022An Intrinsic Entropy Model for Exchange-Traded Securities. (2022). Ausloos, Marcel ; Furtuna, Titus-Felix ; Smeureanu, Ion ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2205.01386.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2021Popularity of Unit Root Tests - A Review. (2021). Akram, Vaseem ; Rath, Badri Narayan. In: Asian Economics Letters. RePEc:ayb:jrnael:46.

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2022Popularity of Unit Root Tests - A Review. (2022). Akram, Vaseem ; Rath, Badri Narayan. In: Asian Economics Letters. RePEc:ayb:jrnael:72.

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2021Resource dependence and the causes of local economic growth: An empirical investigation. (2021). Clark, Jeremy ; Hilmawan, Rian. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:596-626.

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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2021The asymmetric pattern of fuel demand in Brazil. (2021). , Leonardo ; de Jesus, Cleiton S ; Frederico, Carlos. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00490.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021The Nexus between Economic Growth and Natural Resource Abundance in Selected ASEAN countries before Pandemic Covid-19. (2021). Shaari, Mohd Shahidan ; Ridzuan, Abdul Rahim ; Zakaria, Shahsuzan ; Lestari, Arsiyanti ; Siswantini, Siswantini ; Rahim, Abdul ; Rosli, Anita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-35.

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2021Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India. (2021). Ramesh, K G ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-60.

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2021Chinas money demand in a cointegrating vector error correction model. (2021). Wohlfarth, Paul ; Smith, Ron P ; Chen, Xiaohong. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000671.

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2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021The US debt–growth nexus along the business cycle. (2021). Martins, Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000863.

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2021Diversified behavioral portfolio as an alternative to Modern Portfolio Theory. (2021). Contreras, Javier ; Gomez, Juan M ; Rodriguez, Yeny E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001273.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2021Maximum entropy distributions with quantile information. (2021). Soofi, Ehsan S ; Mardikoraem, Mahsa ; Bajgiran, Amirsaman H. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:1:p:196-209.

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2022Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070.

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2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

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2021The sectorally heterogeneous and time-varying price elasticities of energy demand in China. (2021). Su, Bin ; Tan, Xiujie ; Wei, Jie ; Wang, Banban. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003728.

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2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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2021Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

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2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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2022Dynamics of fuel demand elasticity: Evidence from Iranian subsidy reforms. (2022). Rafizadeh, Nima ; Morovati, Mohammad ; Ghoddusi, Hamed. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001815.

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2022Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

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2021The relation between petroleum product prices and crude oil prices. (2021). Linn, Scott ; Zhang, Huiming ; Lee, Thomas K ; Fernando, Chitru S ; Ederington, Louis H. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304199.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2021Modelling U.S. gasoline demand: A structural time series analysis with asymmetric price responses. (2021). Hunt, Lester ; Dilaver, Zafer . In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521002561.

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2021An effective rolling decomposition-ensemble model for gasoline consumption forecasting. (2021). Ma, Mengyao ; Yu, Lean. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001183.

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2021Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries. (2021). Balcilar, Mehmet ; Balli, Esra ; Atik, Abdurrahman Nazif ; Abu, Mohammed I. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009580.

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2022How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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2021Regime-switching herd behavior: Novel evidence from the Chinese A-share market. (2021). Wu, Lan ; Fu, Jingxue. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612318301090.

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2022Structural breaks, macroeconomic fundamentals and cross hedge ratio. (2022). Liu, LI ; Dong, Qingma ; Xiao, Dongli ; Pan, Zhiyuan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005699.

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2022Improving hedging performance by using high–low range. (2022). Lai, Yu-Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002240.

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2021Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2021). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:37-50.

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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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2021Hong Kongs aviation and tourism growth - An empirical investigation. (2021). Zhang, Huaxin ; Yin, Chuanzhong ; Fu, Xiaowen ; Kan, Wai Hong. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:93:y:2021:i:c:s0969699721000193.

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2021Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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2021More than the resource curse: Exploring the nexus of natural resource abundance and environmental quality in northwestern China. (2021). Su, Lijuan ; Yang, Su-Chang ; Chang, Wei-Yew ; Draz, Muhammad Umar ; Ahmad, Fayyaz. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309338.

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2021Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries. (2021). Bhutto, Niaz Ahmed ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309752.

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2021Understanding the dynamics of the resource curse and financial development in China? A novel evidence based on QARDL model. (2021). Zhang, Yadi ; Jiang, Chun ; Afshan, Sahar ; Kamran, Hafiz Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001069.

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2021Investigating the pollution haven hypothesis in oil and non-oil sub-Saharan Africa countries: Evidence from quantile regression technique. (2021). Bekun, Festus ; Udemba, Edmund Ntom ; Bein, Murad A ; Gyamfi, Bright Akwasi. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001331.

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2021Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Reboredo, Juan ; Ugolini, Andrea ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294.

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2021Resource curse and green economic growth. (2021). Wang, Meixiao ; Li, Xiang ; Cheng, Zhonghua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003354.

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2021Energy endowment, industrial structure upgrading, and CO2 emissions in China: Revisiting resource curse in the context of carbon emissions. (2021). Sun, Xiaoting ; Ren, Xiangwei ; Qi, Peixiao ; Wu, Linfei. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100338x.

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2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901.

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2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

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2022Volatility in natural resources, economic performance, and public administration quality: Evidence from COVID-19. (2022). Yang, Yuan ; Tian, Tian ; Wang, Qiao ; Zhang, Yichi. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000356.

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2022Time-varying characteristics of the simultaneous interactions between economic uncertainty, international oil prices and GDP: A novel approach for Germany. (2022). Aslan, Alper ; Kocoglu, Mustafa ; Tunc, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001076.

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2022The asymmetric effect of oil price, news-based uncertainty, and COVID-19 pandemic on equity market. (2022). Yaqoob, Tanzeela ; Afshan, Sahar ; Sun, Yihan ; Lin, Shiwei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200188x.

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2022Volatility in natural resources commodity prices: Evaluating volatility in oil and gas rents. (2022). Altunta, Mehmet ; Li, Haixia ; Wang, Yanlong. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002148.

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2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

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2022Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints. (2022). Geng, Fengting ; Wang, XU ; Chen, Jiaxing ; Deng, Xue. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:202:y:2022:i:c:p:59-78.

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2021Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Umar, Muhammad ; Qin, Meng ; Huang, Shi-Wen ; Su, Chi-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000263.

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2021Information content of liquidity and volatility measures. (2021). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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2021Information measure for long-range correlated time series: Quantifying horizon dependence in financial markets. (2021). Carbone, Anna ; Murialdo, Pietro ; Ponta, Linda. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:570:y:2021:i:c:s0378437121000492.

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2021Entropy based robust portfolio. (2021). Wei, YU ; Li, Yuan-Fu ; Zhao, Gui-Yu ; Chen, Chen ; Tian, Jing-Song ; Kang, Yan-Li. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:583:y:2021:i:c:s0378437121005331.

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2021Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model. (2021). Wang, Gang-Jin ; Yang, Xiaoguang ; Ma, Chaoqun ; Jiang, Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:1-15.

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2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Hussain, Syed Jawad ; Mbarki, Imen ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514.

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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2022Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits. (2022). Paul, Justin ; Yadav, Surendra Singh ; Kashiramka, Smita ; Thomas, Nisha Mary. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:95-121.

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2022Extreme directional spillovers between investor attention and green bond markets. (2022). Cepni, Oguzhan ; Pham, Linh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:186-210.

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2022Oil price uncertainty, corporate governance and firm performance. (2022). Yang, Baochen ; Song, Xinyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:469-487.

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2022Economic policy uncertainty and industry return predictability – Evidence from the UK. (2022). Thuraisamy, Kannan ; Pham, Thach Ngoc ; Bannigidadmath, Deepa ; Golab, Anna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:433-447.

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2022Trader positions and the price of oil in the futures market. (2022). Mandilaras, Alex ; Dedi, Valentina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:448-460.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return. (2022). Hatemi-J, Abdulnasser ; El-Khatib, Youssef ; Hajji, Mohamed Ali. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001690.

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2022Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Altuntas, Mehmet ; Kilic, Emre ; Kucukkaplan, Ilhan ; Nazlioglu, Saban. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301.

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2022Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization. (2022). Lima, Gilberto Tadeu ; Marques, Andre M. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:62:y:2022:i:c:p:290-312.

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2021Oil price, exchange rate and stock price in Nigeria: Fresh insights based on quantile ARDL model. (2021). Effiom, Lionel ; Uche, Emmanuel. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2021-001004.

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2022Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Wang, Xiaolei ; Feng, Yanhong ; Liu, Yanqiong ; Chen, Shuanglian. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

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2022ICT, Energy Intensity, and CO 2 Emission Nexus. (2022). Kayiki, Fazil ; Castanho, Rui Alexandre ; Bildirici, Melike E ; Gen, Sema Yilmaz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4567-:d:845389.

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2022Will Oil Price Volatility Cause Market Panic?. (2022). Wang, Xiaolei ; Hong, Min ; Li, Zhenghui. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4629-:d:846893.

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2022Assessing the Contribution of Natural Gas Exploitation to the Local Economic Growth in China. (2022). Long, Hai ; Feng, Dianzhuang ; Peng, Cheng. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5853-:d:886508.

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2022.

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2022The Impact of COVID-19 on the Relationship between Non-Renewable Energy and Saudi Stock Market Sectors Using Wavelet Coherence Approach and Neural Networks. (2022). Elamer, Ahmed A ; Elbialy, Bassam A ; Alsaab, Kholoud A ; Khashan, Mohamed A. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14496-:d:963428.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Laaribi, Sana ; Klein, Jules ; Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-02901988.

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2021The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8.

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2021Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets. (2021). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00940-7.

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2021Evaluating risks-based communities of Mafia companies: a complex networks perspective. (2021). Franceschetti, Bruno Maria ; Cerqueti, Roy ; Castellano, Nicola Giuseppe. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00984-3.

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2022Volatility spillover among sector equity returns under structural breaks. (2022). Malik, Farooq. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01018-8.

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2022Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach. (2022). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:112915.

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2022On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443.

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2021Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory. (2021). Ryu, Doojin ; Park, Daehyeon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:22-34.

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2022Dependence between oil price changes and sectoral stock returns in Pakistan: Evidence from a quantile regression approach. (2022). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain. In: Energy & Environment. RePEc:sae:engenv:v:33:y:2022:i:2:p:315-331.

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2021Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries. (2021). Balcilar, Mehmet ; Ike, George N ; Aghazadeh, Sahar. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:5:p:971-990.

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2021Minimum Rényi entropy portfolios. (2021). Vrins, Frédéric ; Lassance, Nathan. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03364-2.

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2022Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS). (2022). GUPTA, RANGAN ; Mukherjee, Zinnia ; Antunes, Jorge ; Wanke, Peter. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04428-y.

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2022The estimation of influencing factors for carbon emissions based on EKC hypothesis and STIRPAT model: Evidence from top 10 countries. (2022). Zhu, Bangzhu ; Sun, Huaping ; Long, Xingle ; Salman, Muhammad ; Li, Liang ; Tan, Mei Xuen ; Thio, Ellen. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:9:d:10.1007_s10668-021-01905-z.

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The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). catik, nazif ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00224-y.

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2022Investor sentiments and stock markets during the COVID-19 pandemic. (2022). Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00375-0.

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2021Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202115.

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2021Forecasting volatility by integrating financial risk with environmental, social, and governance risk. (2021). Russo, Angeloantonio ; Ielasi, Federica ; Capelli, Paolo. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:5:p:1483-1495.

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2021Tail dependence between oil prices and Chinas A?shares: Evidence from firm?level data. (2021). Egan, Paul ; Fang, Sheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1469-1487.

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2022Oil price uncertainty and the risk?return relation in stock markets: Evidence from oil?importing and oil?exporting countries. (2022). Wen, Fenghua ; Zhang, Guoqing ; Zhou, Fangzhao ; Chen, Jiaqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1154-1172.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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2021Stock market reactions to different types of oil shocks: Evidence from China. (2021). Wong, Jin Boon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:179-193.

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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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article10
2018Time?Varying Investor Herding in Chinese Stock Markets In: International Review of Finance.
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article3
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
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article19
2019Do gender and age impact the time?varying Okuns law? Evidence from South Korea In: Pacific Economic Review.
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article0
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
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article9
2009Quantile autoregressive distributed lag model with an application to house price returns In: Working Papers.
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paper6
2010Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression In: Working Papers.
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paper1
2011Money demand in China and time-varying cointegration In: China Economic Review.
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article17
2012Resource abundance and economic growth in China In: China Economic Review.
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article21
2013Resource Abundance and Economic Growth in China.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
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article8
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
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article4
2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
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article3
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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article24
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: 24
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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article18
2016Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics.
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article8
2010An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics.
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article61
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
[Full Text][Citation analysis]
article53
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
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article36
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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article2
2021Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters.
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article0
2021Optimal portfolio selection using a simple double-shrinkage selection rule In: Finance Research Letters.
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article0
2013Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting.
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article10
2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
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article9
2018Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications.
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article11
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
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article6
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
2018Information theoretic approaches to income density estimation with an application to the U.S. income data.(2018) In: The Journal of Economic Inequality.
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This paper has another version. Agregated cites: 0
article
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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article7
2010Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics.
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article6
2011Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics.
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article1
2016Determinants of systematic risk in the US Restaurant industry In: Tourism Economics.
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article0
2021On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical 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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article2
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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article1
2022Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2008Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews.
[Full Text][Citation analysis]
article41
2018Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews.
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article8
2010Estimation and hedging effectiveness of time?varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
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article29
2016Estimation and Hedging Effectiveness of Time?Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
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article7
2014Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters.
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chapter0

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