11
H index
13
i10 index
445
Citations
Chung-Ang University | 11 H index 13 i10 index 445 Citations RESEARCH PRODUCTION: 40 Articles 3 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY:
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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: | Cites to: |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 2 |
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2022 | Which 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 | |
2022 | Estimation 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. Full description at Econpapers || Download paper | |
2022 | An Intrinsic Entropy Model for Exchange-Traded Securities. (2022). Ausloos, Marcel ; Furtuna, Titus-Felix ; Smeureanu, Ion ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2205.01386. Full description at Econpapers || Download paper | |
2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2022 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper | |
2021 | Popularity of Unit Root Tests - A Review. (2021). Akram, Vaseem ; Rath, Badri Narayan. In: Asian Economics Letters. RePEc:ayb:jrnael:46. Full description at Econpapers || Download paper | |
2022 | Popularity of Unit Root Tests - A Review. (2022). Akram, Vaseem ; Rath, Badri Narayan. In: Asian Economics Letters. RePEc:ayb:jrnael:72. Full description at Econpapers || Download paper | |
2021 | Resource 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. Full description at Econpapers || Download paper | |
2022 | Analyzing 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. Full description at Econpapers || Download paper | |
2021 | The asymmetric pattern of fuel demand in Brazil. (2021). , Leonardo ; de Jesus, Cleiton S ; Frederico, Carlos. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00490. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | Chinas 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. Full description at Econpapers || Download paper | |
2021 | Cryptocurrencies 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. Full description at Econpapers || Download paper | |
2022 | COVID-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. Full description at Econpapers || Download paper | |
2021 | Identifying 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Diversified 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2021 | Maximum 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. Full description at Econpapers || Download paper | |
2022 | Copula-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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Volatility 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. Full description at Econpapers || Download paper | |
2021 | Global 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | Dynamics 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities. (2022). Gong, XU ; Wen, Fenghua ; Wu, Nan. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005151. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | Modelling 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. Full description at Econpapers || Download paper | |
2021 | An 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2022 | How 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. Full description at Econpapers || Download paper | |
2021 | Regime-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. Full description at Econpapers || Download paper | |
2022 | Structural 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. Full description at Econpapers || Download paper | |
2022 | Improving 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Hong 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. Full description at Econpapers || Download paper | |
2021 | Energy 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. Full description at Econpapers || Download paper | |
2021 | More 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. Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Understanding 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. Full description at Econpapers || Download paper | |
2021 | Investigating 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. Full description at Econpapers || Download paper | |
2021 | Price-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. Full description at Econpapers || Download paper | |
2021 | Resource 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. Full description at Econpapers || Download paper | |
2021 | Energy 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. Full description at Econpapers || Download paper | |
2021 | Tail 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Time-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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Non-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. Full description at Econpapers || Download paper | |
2021 | Does 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Information 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. Full description at Econpapers || Download paper | |
2021 | Entropy 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Predictive 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. Full description at Econpapers || Download paper | |
2021 | Network 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. Full description at Econpapers || Download paper | |
2022 | Role 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. Full description at Econpapers || Download paper | |
2022 | Extreme 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. Full description at Econpapers || Download paper | |
2022 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | Trader 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Exact 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. Full description at Econpapers || Download paper | |
2022 | Financial 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. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2021 | Oil 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. Full description at Econpapers || Download paper | |
2022 | Impact 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. Full description at Econpapers || Download paper | |
2022 | ICT, 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. Full description at Econpapers || Download paper | |
2022 | Will 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Estimation 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2021 | Evaluating 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. Full description at Econpapers || Download paper | |
2022 | Volatility 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. Full description at Econpapers || Download paper | |
2022 | Testing 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. Full description at Econpapers || Download paper | |
2022 | On decrease in oil price elasticity of GDP and investment in Russia. (2022). Skrobotov, Anton ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0443. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2022 | Dependence 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. Full description at Econpapers || Download paper | |
2021 | Modelling 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. Full description at Econpapers || Download paper | |
2021 | Minimum 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. Full description at Econpapers || Download paper | |
2022 | Information 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. Full description at Econpapers || Download paper | |
2022 | Resource Curse Hypothesis in GCC Member Countries: Evidence from Seemingly Unrelated Regression. (2022). Inuwa, Nasiru ; Adamu, Sagir ; Sani, Mohammed Bello ; Saidu, Abubakar Muhammad. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:7:y:2022:i:4:d:10.1007_s41247-022-00108-y. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download 2021 | 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. Full description at Econpapers || Download paper |
2022 | Investor 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. Full description at Econpapers || Download paper | |
2022 | Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors. (2022). Koley, Malabika ; Bera, Anil K. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-022-00026-7. Full description at Econpapers || Download paper | |
2021 | Density Forecast of Financial Returns Using Decomposition and Maximum Entropy. (2021). Zhang, RU ; Wang, HE ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202115. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Year | Title | Type | Cited |
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2017 | Asymmetric Relationship between Investors Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 10 |
2018 | Time?Varying Investor Herding in Chinese Stock Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 21 |
2019 | Do gender and age impact the time?varying Okuns law? Evidence from South Korea In: Pacific Economic Review. [Full Text][Citation analysis] | article | 0 |
2016 | Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 9 |
2011 | Money demand in China and time-varying cointegration In: China Economic Review. [Full Text][Citation analysis] | article | 17 |
2012 | Resource abundance and economic growth in China In: China Economic Review. [Full Text][Citation analysis] | article | 22 |
2013 | Resource Abundance and Economic Growth in China.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2014 | Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2015 | The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2016 | Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2014 | A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2013 | A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
2014 | Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2018 | Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
2016 | Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2010 | An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics. [Full Text][Citation analysis] | article | 61 |
2016 | Crude oil and stock markets: Causal relationships in tails? In: Energy Economics. [Full Text][Citation analysis] | article | 53 |
2017 | Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics. [Full Text][Citation analysis] | article | 36 |
2016 | Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2021 | Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2021 | Optimal portfolio selection using a simple double-shrinkage selection rule In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2017 | The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2018 | Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2017 | Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Information theoretic approaches to income density estimation with an application to the U.S. income data In: The Journal of Economic Inequality. [Full Text][Citation analysis] | article | 0 |
2018 | Information theoretic approaches to income density estimation with an application to the U.S. income data.(2018) In: The Journal of Economic Inequality. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Determinants 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] | article | 7 |
2010 | Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics. [Full Text][Citation analysis] | article | 6 |
2011 | Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Determinants of systematic risk in the US Restaurant industry In: Tourism Economics. [Full Text][Citation analysis] | article | 0 |
2021 | On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | An 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] | article | 1 |
2022 | Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2008 | Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews. [Full Text][Citation analysis] | article | 41 |
2018 | Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
2010 | Estimation and hedging effectiveness of time?varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 29 |
2016 | Estimation and Hedging Effectiveness of Time?Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
2014 | Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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