Shuping Shi : Citation Profile


Are you Shuping Shi?

Macquarie University

10

H index

11

i10 index

448

Citations

RESEARCH PRODUCTION:

16

Articles

30

Papers

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 49
   Journals where Shuping Shi has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 20 (4.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh404
   Updated: 2020-08-09    RAS profile: 2020-06-03    
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Relations with other researchers


Works with:

Phillips, Peter (11)

Hurn, Stan (7)

girardin, eric (3)

Arora, Vipin (2)

Joyeux, Roselyne (2)

Laurent, Sébastien (2)

Deng, Yongheng (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shuping Shi.

Is cited by:

Phillips, Peter (23)

GUPTA, RANGAN (21)

Yu, Jun (18)

Oxley, Les (15)

Balcilar, Mehmet (11)

Leung, Charles (9)

Gomez-Gonzalez, Jose (8)

Caspi, Itamar (8)

Shahbaz, Muhammad (7)

Fantazzini, Dean (6)

Kruse, Robinson (6)

Cites to:

Phillips, Peter (53)

Yu, Jun (31)

Sola, Martin (15)

Psaradakis, Zacharias (12)

Campbell, John (12)

Wu, Yangru (11)

Shiller, Robert (10)

Hall, Stephen (9)

Grossman, Herschel (9)

Diba, Behzad (9)

Leung, Charles (7)

Main data


Where Shuping Shi has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics2
Empirical Economics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University8
Working Papers / Singapore Management University, School of Economics7
Post-Print / HAL2
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Shuping Shi (2020 and 2019)


YearTitle of citing document
2019Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2018An Economic Bubble Model and Its First Passage Time. (2018). Li, Luting ; Dassios, Angelos. In: Papers. RePEc:arx:papers:1803.08160.

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2018Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610.

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2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076.

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2020Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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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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2018Fundamentals and Oil Price Behaviour: New Evidence from Co†integration Tests with Structural Breaks and Granger Causality Tests. (2018). Yousef, Nourah Ala. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:1:p:1-18.

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2018CRYPTO‐CURRENCIES – AN INTRODUCTION TO NOT‐SO‐FUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559.

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2018Real‐Time Monitoring for Explosive Financial Bubbles. (2018). Taylor, Robert ; Harvey, David ; Robert, A M ; Sollis, Robert ; Leybourne, Stephen J ; Astill, Sam. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:863-891.

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2018Dynamic Stochastic General EQUILIBRIUM ‐ BASED Assessment of Nonlinear Macroprudential Policies: Evidence from Hong Kong. (2018). Funke, Michael ; Paetz, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:23:y:2018:i:4:p:632-657.

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2019Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Tsang, Andrew ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018.

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2018Testing for Moderate Explosiveness in the Presence of Drift. (2018). Sun, Yixiao ; Wang, Shaoping ; Guo, Gangzheng. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2k26h10n.

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2019Business Cycle Narratives. (2019). Thorsrud, Leif ; Larsen, Vegard. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7468.

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2019Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8029.

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2019Zeitreihenanalyse zu den Target-Forderungen der Deutschen Bundesbank und mögliche Zusammenhänge mit der expansiven Geldpolitik der EZB. (2019). Kordsmeyer, Tobias ; Storp, Nicole. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:72:y:2019:i:06:p:26-28.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2020The International Spread of COVID-19 Stock Market Collapses. (2020). de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1013.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). Phillips, Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). , Peter ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

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2019Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660.

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2018Macro Aspects of Housing. (2018). Ng, Joe Cho Yiu ; Leung, Charles ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1030.

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2020Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081.

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2019The Causality Relationship between Economic Growth and Energy Consumption in The World’s top Energy Consumers. (2019). Almozaini, Majed S. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-6.

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2019Effect of Economic Growth, Industrialization, and Urbanization on Energy Consumption in Nigeria: A Vector Error Correction Model Analysis. (2019). JELILOV, GYLYCH ; Celik, Bilal ; Gylych, Jelilov ; Ayinde, Adedoyin Ramat. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-47.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2020Access and utilization of financial services among poor HIV-impacted children and families in Uganda. (2020). Sun, Sicong ; Ssewamala, Fred M ; Namuwonge, Flavia ; Guo, Shenyang ; Neilands, Torsten B ; Damulira, Christopher ; Bahar, Ozge Sensoy ; Byansi, William ; Nabunya, Proscovia. In: Children and Youth Services Review. RePEc:eee:cysrev:v:109:y:2020:i:c:s0190740919311788.

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2017Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies. (2017). Oxley, Les ; Hu, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:419-442.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2018Herding, social network and volatility. (2018). Wang, Guocheng. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:74-81.

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2018Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2020Are cyclical patterns of international housing markets interdependent?. (2020). Chang, Kuang-Liang. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:14-24.

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2019Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400.

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2019Driving factors of equity bubbles. (2019). Chen, Langnan ; Wang, Shengquan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:304-317.

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2019Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849.

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2020Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497.

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2018Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134.

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2018Limit theory for mildly integrated process with intercept. (2018). Fei, Yijie. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:98-101.

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2019Weak σ-convergence: Theory and applications. (2019). Sul, Donggyu ; Kong, Jianning. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:185-207.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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2019Combining p-values to test for multiple structural breaks in cointegrated regressions. (2019). Urga, Giovanni ; Bergamelli, Michele ; Khalaf, Lynda ; Bianchi, Annamaria. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:461-482.

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2020Sequential monitoring for changes from stationarity to mild non-stationarity. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:209-238.

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2020Asymptotic theory for near integrated processes driven by tempered linear processes. (2020). Phillips, Peter ; Sabzikar, Farzad ; Wang, Qiying. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:192-202.

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2019Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145.

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2018Dynamics of the Turkish paintings market: A comprehensive empirical study. (2018). Gözgör, Giray ; Demir, Ender ; Sari, Emre. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:180-194.

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2018Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

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2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Caspi, Itamar ; Katzke, Nico . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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2019Towards a worldwide integrated market? New evidence on the dynamics of U.S., European and Asian natural gas prices. (2019). Chiappini, Raphaël ; Raymond, Paul ; Jegourel, Yves. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:545-565.

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2020Time-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.

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2020Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S.. (2020). Czudaj, Robert ; Hoang, Thihongvan ; Hussain, Syed Jawad ; van Hoang, Thi Hong. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302051.

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2019The asymmetric role of shadow economy in the energy-growth nexus in Bolivia. (2019). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:405-417.

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2020Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure. (2020). Su, Chi-Wei ; Wang, Kai-Hua ; Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona. In: Energy Policy. RePEc:eee:enepol:v:138:y:2020:i:c:s0301421519307852.

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2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

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2018Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination. (2018). Zhang, Wenjie ; Srinivasan, Dipti ; Quan, Hao. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:810-819.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The finite sample power of long-horizon predictive tests in models with financial bubbles. (2019). Ren, Dongmeng ; Maynard, Alex. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:418-430.

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2018Sentiment and asset price bubble in the precious metals markets. (2018). Pan, Wei-Fong. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:106-111.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2018Testing for bubbles in stock markets with irregular dividend distribution. (2018). Caspi, Itamar ; Graham, Meital. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:89-94.

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2019Co-explosivity in the cryptocurrency market. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:178-183.

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2019Cryptocurrencies as financial bubbles: The case of Bitcoin. (2019). Wagner, Niklas ; Kinateder, Harald ; Geuder, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306846.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2020Multi-channel singular-spectrum analysis of financial cycles in ten developed economies for 1970–2018. (2020). Skare, Marinko ; Porada-Rocho, Magorzata. In: Journal of Business Research. RePEc:eee:jbrese:v:112:y:2020:i:c:p:567-575.

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2019The walking debt crisis. (2019). Basse, Tobias ; Kruse, Robinson ; Wegener, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:157:y:2019:i:c:p:382-402.

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2020Expropriations, property confiscations and new offshore entities: Evidence from the Panama Papers. (2020). Strittmatter, Anthony ; Raschky, Paul ; Hodler, Roland ; Bayer, Ralph-C ; Bayer, Ralph-C., . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:132-152.

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2018The maple bubble: A history of migration among Canadian provinces. (2018). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:41:y:2018:i:c:p:57-71.

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2019Property heterogeneity and convergence club formation among local house prices. (2019). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Journal of Housing Economics. RePEc:eee:jhouse:v:43:y:2019:i:c:p:1-13.

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2020Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813.

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2018Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s. (2018). Hu, Yang ; Oxley, Les. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:89-95.

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2020Recurrent explosive public debts and the long-run fiscal sustainability. (2020). Bystrov, Victor ; Mackiewicz, Micha. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:437-450.

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2019Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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2020Testing for multiple bubbles in the copper price: Periodically collapsing behavior. (2020). Wang, Xiao-Qing ; Su, Chi-Wei ; Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Zhu, Haotian. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719301825.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2019Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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2019Is Bitcoin a bubble?. (2019). Laurini, Márcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232.

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2018Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes. (2018). Riedle, Thorsten. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:308-321.

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2019Exuberance and spillovers in housing markets: Evidence from first- and second-tier cities in China. (2019). Chiang, Shu-Hen ; Tsai, I-Chun ; I-Chun Tsai, . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:75-86.

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2019A revisited renewable consumption-growth nexus: A continuous wavelet approach through disaggregated data. (2019). Bilgili, Faik ; Tou, Nurhan ; Kukaya, Sevda ; Balita, Hilal H ; Bulut, Umit ; Koak, Emrah ; Mualolu, Erhan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:107:y:2019:i:c:p:1-19.

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2018Prevention and landing of bubble. (2018). Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:190-204.

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2018Non-performing loans and housing prices in China. (2018). Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:26-42.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2019An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335.

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More than 100 citations found, this list is not complete...

Works by Shuping Shi:


YearTitleTypeCited
2010Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance In: ANU Working Papers in Economics and Econometrics.
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2018Volatility Estimation and Jump Detection for drift-diffusion Processes In: AMSE Working Papers.
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2018Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
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2016Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record.
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article9
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
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article11
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
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paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
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paper
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
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article46
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 46
paper
2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
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paper
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 46
paper
2019Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics.
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article3
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? In: Pacific Economic Review.
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article11
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 11
paper
2018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory.
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article7
2012Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers.
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paper35
2011Testing for Multiple Bubbles.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 35
paper
2012Testing for Multiple Bubbles.(2012) In: Working Papers.
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paper
2013Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers.
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paper155
2013Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 155
paper
2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers.
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paper61
2013Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 61
paper
2014Financial Bubble Implosion In: Cowles Foundation Discussion Papers.
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paper5
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
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paper3
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
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This paper has another version. Agregated cites: 3
paper
2018Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers.
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paper1
2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling.
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article12
2016Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 12
paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
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article4
2012An application of models of speculative behaviour to oil prices In: Economics Letters.
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article30
2011AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 30
paper
2013The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics.
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article13
2011Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers.
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This paper has another version. Agregated cites: 13
paper
2013A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers.
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paper2
2020Diagnosing housing fever with an econometric thermometer In: CAMA Working Papers.
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paper0
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
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article0
2018Stock Market Bubble Migration: From Shanghai to Hong Kong In: Post-Print.
[Citation analysis]
paper0
2011Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers.
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paper2
2011Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2016Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: Journal of Financial Econometrics.
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article4
2012Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper.
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paper7
2012Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 7
paper
2013Specification sensitivities in the Markov-switching unit root test for bubbles In: Empirical Economics.
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article10
2016Nonlinearities and tests of asset price bubbles In: Empirical Economics.
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article2
2016Energy consumption and economic growth in the United States In: Applied Economics.
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article12
2019Bubble detection and sector trading in real time In: Quantitative Finance.
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article3

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