7
H index
6
i10 index
734
Citations
Korea University | 7 H index 6 i10 index 734 Citations RESEARCH PRODUCTION: 24 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cheolbeom Park. | Is cited by: | Cites to: |
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Journal of Money, Credit and Banking | 2 |
Finance Research Letters | 2 |
Working Papers Series with more than one paper published | # docs |
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Discussion Paper Series / Institute of Economic Research, Korea University | 11 |
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2020 | The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan. In: Papers. RePEc:arx:papers:2001.11275. Full description at Econpapers || Download paper |
2020 | Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21. Full description at Econpapers || Download paper |
2020 | Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119. Full description at Econpapers || Download paper |
2020 | Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690. Full description at Econpapers || Download paper |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153. Full description at Econpapers || Download paper |
2020 | The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460. Full description at Econpapers || Download paper |
2020 | Global financial markets and oil price shocks in real time. (2020). Veronese, Giovanni ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202472. Full description at Econpapers || Download paper |
2020 | Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-30. Full description at Econpapers || Download paper |
2020 | Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market. (2020). Sarea, Adel M ; Lokesha, Lokesha ; Rajesha, T M ; Hawaldar, Iqbal Thonse. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-29. Full description at Econpapers || Download paper |
2020 | Regional trade agreements and income inequality: Are there any differences between bilateral and plurilateral agreements?. (2020). Kakinaka, Makoto ; Yi, YI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:136-153. Full description at Econpapers || Download paper |
2020 | Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper |
2020 | Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68. Full description at Econpapers || Download paper |
2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456. Full description at Econpapers || Download paper |
2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper |
2020 | Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335. Full description at Econpapers || Download paper |
2020 | Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499. Full description at Econpapers || Download paper |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper |
2020 | Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589. Full description at Econpapers || Download paper |
2020 | The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759. Full description at Econpapers || Download paper |
2020 | A mixed frequency approach for stock returns and valuation ratios. (2020). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304355. Full description at Econpapers || Download paper |
2020 | Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805. Full description at Econpapers || Download paper |
2020 | Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846. Full description at Econpapers || Download paper |
2020 | Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models. (2020). Ma, Feng ; Mei, Dexiang ; Wang, LU ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304219. Full description at Econpapers || Download paper |
2020 | Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530. Full description at Econpapers || Download paper |
2020 | Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220. Full description at Econpapers || Download paper |
2020 | Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471. Full description at Econpapers || Download paper |
2020 | How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761. Full description at Econpapers || Download paper |
2020 | Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110. Full description at Econpapers || Download paper |
2020 | Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301870. Full description at Econpapers || Download paper |
2020 | Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302723. Full description at Econpapers || Download paper |
2020 | Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867. Full description at Econpapers || Download paper |
2020 | The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302061. Full description at Econpapers || Download paper |
2020 | Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261. Full description at Econpapers || Download paper |
2020 | The time-frequency impacts of natural gas prices on US economic activity. (2020). Ji, Qiang ; Xu, Xiao-Yue ; Geng, Jiang-Bo. In: Energy. RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311129. Full description at Econpapers || Download paper |
2020 | Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. (2020). Fan, Ying ; Zhao, Wan-Li ; Liu, Bing-Yue ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304605. Full description at Econpapers || Download paper |
2020 | Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964. Full description at Econpapers || Download paper |
2020 | Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605. Full description at Econpapers || Download paper |
2020 | Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654. Full description at Econpapers || Download paper |
2020 | Regime switching in the present value models: A backward-solving method. (2020). Chung, Keunsuk ; Kim, Jan R. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830881x. Full description at Econpapers || Download paper |
2020 | Oil price dynamics and airline earnings predictability. (2020). Gao, Xiang ; Wang, Huabing . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:87:y:2020:i:c:s0969699720300302. Full description at Econpapers || Download paper |
2020 | Money stock versus monetary base in time–frequency exchange rate determination. (2020). Funashima, Yoshito. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619304395. Full description at Econpapers || Download paper |
2020 | Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074. Full description at Econpapers || Download paper |
2020 | Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614. Full description at Econpapers || Download paper |
2020 | The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751. Full description at Econpapers || Download paper |
2020 | How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402. Full description at Econpapers || Download paper |
2020 | Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377. Full description at Econpapers || Download paper |
2020 | Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Owusu Junior, Peterson ; Alagidede, Imhotep. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300878. Full description at Econpapers || Download paper |
2020 | Predicting stock returns using crude oil prices: A firm level analysis of Nigerias oil and gas sector. (2020). Adekunle, Wasiu ; Inuolaji, Suraj B ; Odumosu, Monsuru ; Bagudo, Abubakar M. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301057. Full description at Econpapers || Download paper |
2020 | Do sharp movements in oil prices matter for stock markets?. (2020). Huang, Paoyu ; Day, Min-Yuh ; Wu, Manhwa ; Ni, Yensen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316280. Full description at Econpapers || Download paper |
2020 | The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874. Full description at Econpapers || Download paper |
2020 | Multifractal analysis of the WTI crude oil market, US stock market and EPU. (2020). Ju, Wei-Jia ; Liu, Cheng ; Yao, Can-Zhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322629. Full description at Econpapers || Download paper |
2020 | Forecasting oil price volatility using high-frequency data: New evidence. (2020). Liu, Jing ; Wei, YU ; Ma, Feng ; Chen, Wang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:1-12. Full description at Econpapers || Download paper |
2020 | Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153. Full description at Econpapers || Download paper |
2020 | Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147. Full description at Econpapers || Download paper |
2020 | The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919302028. Full description at Econpapers || Download paper |
2020 | Performance of Canadian banks and oil price movements. (2020). Mollick, Andre V ; Killins, Robert N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919309638. Full description at Econpapers || Download paper |
2020 | Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x. Full description at Econpapers || Download paper |
2020 | Mothballing in a Duopoly: Evidence from a (Shale) Oil Market. (2020). Miniaci, Raffaele ; Kort, Peter M ; Hagspiel, Verena ; Comincioli, Nicola ; Vergalli, Sergio ; Menoncin, Francesco. In: Working Papers. RePEc:fem:femwpa:2020.18. Full description at Econpapers || Download paper |
2020 | The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas. (2020). Hamori, Shigeyuki ; Shang, Jin. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2603-:d:360883. Full description at Econpapers || Download paper |
2020 | Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3705-:d:386412. Full description at Econpapers || Download paper |
2020 | A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index. (2020). McAleer, Michael ; Allen, David. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147. Full description at Econpapers || Download paper |
2020 | Using Artificial Neural Networks to Find Buy Signals for WTI Crude Oil Call Options. (2020). Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4359-:d:403221. Full description at Econpapers || Download paper |
2020 | Energy Prices and COVID-Immunity: The Case of Crude Oil and Natural Gas Prices in the US and Japan. (2020). Aruga, Kentaka ; Nyga-Ukaszewska, Honorata. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:23:p:6300-:d:453267. Full description at Econpapers || Download paper |
2020 | Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:70-:d:344446. Full description at Econpapers || Download paper |
2020 | Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132. Full description at Econpapers || Download paper |
2020 | Unveiling the Effect of Mean and Volatility Spillover between the United States Economic Policy Uncertainty and WTI Crude Oil Price. (2020). Long, Xingle ; Shahzad, Fakhar ; Du, Jianguo ; Su, Ruixin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6662-:d:400388. Full description at Econpapers || Download paper |
2020 | The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). , Hernane ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1620-:d:323484. Full description at Econpapers || Download paper |
2020 | The effects of oil prices on equity market returns in BRICS grouping: A quantile-on-quantile approach. (2020). Bonga-Bonga, Lumengo ; Mabanga, Chris. In: MPRA Paper. RePEc:pra:mprapa:101403. Full description at Econpapers || Download paper |
2020 | Do Oil-Price Shocks Predict the Realized Variance of U.S. REITs?. (2020). GUPTA, RANGAN ; Bonato, Matteo ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020100. Full description at Econpapers || Download paper |
2020 | House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076. Full description at Econpapers || Download paper |
2020 | Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Mo, Bin ; Tian, Gengyu ; Jiang, Yonghong. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y. Full description at Econpapers || Download paper |
2020 | Do the stock returns of clean energy corporations respond to oil price shocks and policy uncertainty?. (2020). Zhao, Xiaohui. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00229-x. Full description at Econpapers || Download paper |
2020 | The Effects of Macroeconomic Variables and Company’s Financial Ratios on Stock Prices of Coal Mining Companies Listed in Indonesia Stock Exchange for the Period of 2013 - 2018. (2020). Hutahayan, Benny ; Saragih, Ferdinand D ; Manurung, Adler Haymans ; Prastivini, Nidia. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:10:y:2020:i:2:f:10_2_8. Full description at Econpapers || Download paper |
2020 | Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:34827. Full description at Econpapers || Download paper |
2020 | What matters for consumer sentiment? World oil price or retail gasoline price?. (2020). Clerides, Sofronis ; Tsouknidis, Dimitris ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:05-2020. Full description at Econpapers || Download paper |
2020 | Liner and nonliner sectoral response of stock markets to oil price movements: The case of Saudi Arabia. (2020). Hamdan, Reem Khamis. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:3:p:336-348. Full description at Econpapers || Download paper |
2020 | Impact of international energy prices on Chinas industries. (2020). Zhang, Qin ; Wong, Jin Boon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:722-748. Full description at Econpapers || Download paper |
2020 | The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Jin, Jianjian ; Ellwanger, Reinhard. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1212-1230. Full description at Econpapers || Download paper |
2020 | Oil jump risk. (2020). Ebrahimi, Nima ; Pirrong, Craig. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1282-1311. Full description at Econpapers || Download paper |
2020 | Pandemics and Oil Shocks. (2020). Mohammed, Mikidadu ; Barrales-Ruiz, Jose A. In: EconStor Preprints. RePEc:zbw:esprep:222268. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Real exchange rate dynamics: Relative importance of Taylorâ€rule fundamentals, monetary policy shocks, and riskâ€premium shocks In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | The Impact of Oil Price Shocks on the U.S. Stock Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 619 |
2009 | THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 619 | article | |
2004 | Precautionary Saving, Borrowing Constraints, and Fiscal Policy In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 2 |
2007 | Electricity market structure, electricity price, and its volatility In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2010 | When does the dividend-price ratio predict stock returns? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 19 |
2017 | Is the recent low oil price attributable to the shale revolution? In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2018 | Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2017 | Can monetary policy cause the uncovered interest parity puzzle? In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
2014 | Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Exchange rate predictability and a monetary model with time-varying cointegration coefficients In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2013 | Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients.(2013) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2012 | Do Free Trade Agreements Increase Economic Growth of the Member Countries? In: World Development. [Full Text][Citation analysis] | article | 9 |
2010 | Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | FTA and Economic Growth: A Nonparametric Approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2012 | Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
2013 | Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2013 | Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2014 | Stock Market Predictability: Global Evidence and an Explanation In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Exchange Rate Predictability, Risk Premiums, and Predictive System In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Reading a central bankers preference: A non parametric regression approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | How does changing age distribution impact stock prices? A nonparametric approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2011 | How does changing age distribution impact stock prices? a nonparametric approach.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2011 | ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX In: Journal of Economic Development. [Full Text][Citation analysis] | article | 0 |
2012 | Election Cycles and Stock Market Reaction: International Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data In: Southern Economic Journal. [Citation analysis] | article | 4 |
2004 | Excess sensitivity of consumption, liquidity constraints, and mandatory saving In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2003 | Dispersion of analysts expectations and the cross-section of stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2011 | Comments on ‘Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing’ by Takatoshi Ito In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
2015 | Soccer sentiment and investment opportunities in the Korean stock market In: Asia-Pacific Journal of Accounting & Economics. [Full Text][Citation analysis] | article | 1 |
2005 | Stock Return Predictability and the Dispersion in Earnings Forecasts In: The Journal of Business. [Full Text][Citation analysis] | article | 18 |
2017 | Regime Shifts in Priceâ€Dividend Ratios and Expected Stock Returns: A Presentâ€Value Approach In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 4 |
2013 | LIFE-CYCLE INCOME HYPOTHESIS AND DEMOGRAPHIC STRUCTURE: A SEMI-NONPARAMETRIC ANALYSIS USING A PANEL OF COUNTRIES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
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