Sung Y. Park : Citation Profile

Are you Sung Y. Park?

Chung-Ang University

10

H index

10

i10 index

242

Citations

RESEARCH PRODUCTION:

32

Articles

5

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 24
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 12 (4.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1014
   Updated: 2020-02-08    RAS profile: 2020-01-19    
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Relations with other researchers

Works with:

Ding, Haoyuan (4)

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:

Lin, Boqiang (7)

Allen, David (5)

Gaglianone, Wagner (5)

GUPTA, RANGAN (5)

Hou, Yang (5)

McAleer, Michael (5)

Bahmani-Oskooee, Mohsen (4)

NETO, David (4)

Miller, J. (4)

Dovern, Jonas (4)

Chang, Yoosoon (4)

Cites to:

Engle, Robert (21)

Hamilton, James (10)

Bollerslev, Tim (10)

Narayan, Paresh (10)

Jagannathan, Ravi (9)

Andrews, Donald (8)

Taylor, Mark (8)

Granger, Clive (8)

Papell, David (7)

Chernozhukov, Victor (7)

Bassett, Gilbert (7)

Main data

Where Sung Y. Park has published?

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

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

Recent works citing Sung Y. Park (2019 and 2018)

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

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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

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

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

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

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2019Machine Learning Optimization Algorithms & Portfolio Allocation. (2019). Roncalli, Thierry ; Perrin, Sarah. In: Papers. RePEc:arx:papers:1909.10233.

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

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

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

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

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

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

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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

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

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2019Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4.

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

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

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

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

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

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

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

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

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2019Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968.

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

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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

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

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

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

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

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2019On dynamic linkages of the state natural gas markets in the USA: Evidence from an empirical spatio-temporal network quantile analysis. (2019). Lu, Zudi ; Ren, Xiaohang ; Shen, Jian ; Shi, Yukun ; Cheng, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:234-252.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019Causality in quantiles and dynamic relations in energy markets: (De)tails matter. (2019). Andersson, Jonas ; Kyritsis, Evangelos. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519305208.

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2020Impacts of mineral resources: Evidence from county economies in China. (2020). Mou, Dunguo ; He, Xiaoping. In: Energy Policy. RePEc:eee:enepol:v:136:y:2020:i:c:s0301421519306755.

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

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

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

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

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

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

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2018Monetary policy with asymmetries in the asset markets participation, counter-cyclical fiscal policy and «non-atomistic» wage setters. (2018). Arize, Augustine C ; Magazzino, Cosimo ; Vidra, Aristea ; Ghosh, Dilip K ; Brady, Gordon L ; Sidiropoulos, Moise ; Christofidou, Georgia ; Kumar, Abhishek ; Papadamou, Stephanos ; Madlener, Reinhard ; Goyal, Ashima ; Kostakis, Hara ; Dergiades, Theologos ; Stavrakoudis, Athanassios ; Pavlatos, Odysseas ; Tabak, Benjamin M ; Panagiotou, Dimitrios ; Karadam, Duygu Yolcu ; Pragidis, Ioannis ; Chrysanthopoulou, Xakousti ; Ghodsi, Seyed Hesam ; Xanthopoulos, Michail ; Gogas, Periklis ; Gupta, Rangan ; Bahmani-Oskooee, Mohsen ; Chortareas, Georgios ; Karfaki, Eftychia ; Demirer, Riza ; Tsounis, Nicholas ; Asimakopoulos, Grigorios ; Karfakis, Costas ; Balcilar
2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Resource curse hypothesis and role of oil prices in USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Ahmed, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718306846.

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2019An investigation of the resource curse in Indonesia. (2019). Clark, Jeremy ; Hilmawan, Rian. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303411.

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2018Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects. (2018). Pan, Zhiyuan ; Liu, LI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:168-180.

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

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

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

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

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

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

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

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

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

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

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

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

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2020Consumer confidence: Causality links with subjective and objective information sources. (2020). Merello, Paloma ; Zorio-Grima, Ana. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162519310583.

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

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

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

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

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

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

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

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2019On the Link between Value of the Dollar and Housing Production in the U.S.: Evidence from State Level Data. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam. In: International Real Estate Review. RePEc:ire:issued:v:22:n:02:2019:p:231-274.

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

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

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

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

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: MPRA Paper. RePEc:pra:mprapa:96270.

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2019Resource Curse Hypothesis and Role of Oil Prices in USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Ahmed, Khalid ; Jiao, Zhilun. In: MPRA Paper. RePEc:pra:mprapa:96633.

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

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

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

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

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2018The ASEAN experience of the purchasing power parity theory. (2018). Murad, S. M. Woahid ; Hossain, Mohammad Amzad ; Woahid, S M. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0113-1.

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2019Are the stock and real estate markets integrated in China?. (2019). Chang, Hsu-Ling ; Yin, Xiao-Cui ; Su, Chi-Wei ; Zhou, Hai-Gang. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-018-0215-x.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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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.

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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.

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2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

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2018Improving portfolio diversification: Identifying the right baskets for putting your eggs. (2018). , Vipul ; Vipul, ; Sharma, Prateek. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:39:y:2018:i:6:p:698-711.

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2018Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868.

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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.
[Full Text][Citation analysis]		article2
2018Time‐Varying Investor Herding in Chinese Stock Markets In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article14
2009Quantile autoregressive distributed lag model with an application to house price returns.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 14		paper
2019Do gender and age impact the time‐varying Okuns law? Evidence from South Korea In: Pacific Economic Review.
[Full Text][Citation analysis]		article0
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article4
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]		article10
2013Resource Abundance and Economic Growth in China.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
[Full Text][Citation analysis]		article4
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
[Full Text][Citation analysis]		article3
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: 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.
[Full Text][Citation analysis]		article14
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: 14		paper
2018Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters.
[Full Text][Citation analysis]		article0
2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
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]		article41
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
[Full Text][Citation analysis]		article27
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
[Full Text][Citation analysis]		article15
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]		article6
2018Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2018Information 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]		article0
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]		article3
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]		article25
2018Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]		article20
2016Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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