Shuping Shi : Citation Profile

Are you Shuping Shi?

Macquarie University

13

H index

14

i10 index

491

Citations

RESEARCH PRODUCTION:

22

Articles

37

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 40
   Journals where Shuping Shi has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 27 (5.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh404
   Updated: 2022-05-14    RAS profile: 2022-02-21    
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Relations with other researchers

Works with:

Phillips, Peter (8)

Laurent, Sébastien (6)

Hurn, Stan (5)

girardin, eric (3)

Joyeux, Roselyne (2)

Deng, Yongheng (2)

Yu, Jun (2)

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

Is cited by:

GUPTA, RANGAN (22)

Yu, Jun (13)

Oxley, Les (12)

Phillips, Peter (10)

Balcilar, Mehmet (9)

Gomez-Gonzalez, Jose (8)

Gomez-Gonzalez, Jose (8)

Prats, Maria (7)

Shahbaz, Muhammad (7)

Caspi, Itamar (7)

De Pace, Pierangelo (7)

Cites to:

Phillips, Peter (75)

Yu, Jun (40)

Shiller, Robert (18)

Campbell, John (18)

Sola, Martin (16)

Wu, Yangru (14)

Psaradakis, Zacharias (13)

Grossman, Herschel (11)

Diba, Behzad (11)

Hall, Stephen (10)

Caspi, Itamar (8)

Main data

Where Shuping Shi has published?

Journals with more than one article published# docs
Econometric Theory2
International Economic Review2
Empirical Economics2
Economic Modelling2
The Economic Record2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University10
Working Papers / Singapore Management University, School of Economics7
Post-Print / HAL4
NCER Working Paper Series / National Centre for Econometric Research2
MPRA Paper / University Library of Munich, Germany2
Economics and Statistics Working Papers / Singapore Management University, School of Economics2

Recent works citing Shuping Shi (2022 and 2021)

YearTitle of citing document
2021Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:079.

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2021Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior. (2021). Aydin, Omer ; Augan, Bucsra. In: Papers. RePEc:arx:papers:2104.00763.

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2022On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2020Childrens Toy Safety Standards in Malaysia and ASEAN: Towards Single Regional Regulation of Lead-Based Paints and Children Toys. (2020). Mohamed, Nurina Awanis ; Hassan, Hakimi ; Talib, Kartini Aboo ; Alsagoff, Syed Sagoff ; Fadzil, Rozlinda Mohamed ; Isa, Suzanna Mohamed ; Ismail, Rahmah ; Azlan, Wan Amir. In: International Journal of Asian Social Science. RePEc:asi:ijoass:2020:p:483-495.

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2021Dynamics of Energy Consumption and Economic Growth: A Panel Estimation of Net Oil Importing Countries. (2021). Venkatraja, B. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:6:p:63-89.

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2021Accounting for Longer?Run Changes in Australian House Prices. (2021). Otto, Glenn. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:3:p:362-374.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2021Asymptotic Behavior of Delay Times of Bubble Monitoring Tests. (2021). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:314-337.

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2021Mildly Explosive Autoregression with Anti?persistent Errors. (2021). Yu, Jun ; Xiao, Weilin ; Lui, Yiu Lim. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:518-539.

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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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2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

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2021Financial bubbles and sustainability of public debt: The case of Spain. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2111.

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2021Testing for rational bubbles in Australian housing market from a long-term perspective. (2021). Prats, Maria A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2113.

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2022Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2021Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach. (2021). Santi, Caterina ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000361.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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

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2021The origins of influence. (2021). Goldbaum, David. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:380-396.

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2021A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x.

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2022The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584.

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2020Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root. (2020). Tu, Yundong ; Lin, Yingqian. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:1:p:52-65.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2021Simple tests for stock return predictability with good size and power properties. (2021). Taylor, Robert ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:198-214.

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2022A time-varying parameter model for local explosions. (2022). Koopman, Siem Jan ; Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:65-84.

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2021Diversification benefits in the cryptocurrency market under mild explosivity. (2021). Arvanitis, Stelios ; Anyfantaki, Sofia ; Topaloglou, Nikolas. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:1:p:378-393.

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2021Measuring alternative asset prices in an emerging market: The case of the South African art market. (2021). Boshoff, Willem ; Binge, Laurie. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014120305975.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246.

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2021Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201.

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2021Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863.

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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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2020Mild 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.

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2020Relationship between green bonds and financial and environmental variables: A novel time-varying causality. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302814.

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2021Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x.

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2022The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268.

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2020Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Koser, Christoph ; Chulia, Helena. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301101.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions. (2021). Donadelli, Michael ; Tzouvanas, Panagiotis ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000053.

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2021The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497.

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2021When does the stock market recover from a crisis?. (2021). Zhao, Qing ; Wang, Shaoping ; Li, Yanglin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

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2021The international spread of COVID-19 stock market collapses. (2021). De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317086.

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2021Determinants of industry herding in the US stock market. (2021). Yarovaya, Larisa ; Tan, Handy ; Ukpong, Idibekeabasi. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000349.

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

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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2021Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323.

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2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

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2022The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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2020House price index based on online listing information: The case of China. (2020). Li, Keyang ; Wang, Xiaodan ; Wu, Jing. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300516.

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2020Heterogeneity in households’ expectations of housing prices – evidence from micro data. (2020). Österholm, Pär ; Hjalmarsson, Erik ; Osterholm, Par. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s105113772030067x.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2021SKU performance and distribution: A large-scale analysis of the role of product characteristics with store scanner data. (2021). Lockshin, Larry ; Loose, Simone ; Nenycz-Thiel, Magda ; Greenacre, Luke ; Hirche, Martin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921000990.

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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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2021Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855.

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2021Do crude oil price bubbles occur?. (2021). Yue, Xiao-Guang ; Umar, Muhammad ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309661.

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2021The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test. (2021). yilanci, Veli ; Kilci, Esra N. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000568.

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2021Do multiple bubbles exist in coal price?. (2021). Rehman, Ashfaq U ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002439.

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2021Analysis of major properties of metal prices using new methods: Structural breaks, non-linearity, stationarity and bubbles. (2021). Adewuyi, Adeolu O ; Wahab, Bashir A. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002956.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Detecting speculative bubbles in metal prices: Evidence from GSADF test and machine learning approaches. (2021). yilanci, Veli ; Ozbugday, Fatih Cemil ; Özgür, Önder ; Ozgur, Onder. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003160.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2021Time varying causal relationship between renewable energy consumption, oil prices and economic activity: New evidence from the United States. (2021). Raggad, Bechir . In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004311.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2020The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Ekin, Semih Emre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:70-87.

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2022Detecting periodically collapsing bubbles in the S&P 500. (2022). Waters, George A ; Nguyen, Quynh Nhu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:83-91.

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2021Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States. (2021). Topcu, Mert ; Emirmahmutoglu, Furkan ; Denaux, Zulal. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:149:y:2021:i:c:s1364032121006122.

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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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2021Stock price bubbles, leverage and systemic risk. (2021). Qu, Yuxuan ; Liu, Yanzhen ; Chen, Lingling. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:405-417.

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2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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2021Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures. (2021). Gözgör, Giray ; Leping, Huang ; Gozgor, Giray ; Tiwari, Aviral Kumar ; Wu, Wanshan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000994.

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2021The entry and exit dynamics of the cryptocurrency market. (2021). Vidal-Tomas, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001252.

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2022Twitter-Based uncertainty and cryptocurrency returns. (2022). Zaremba, Adam ; Demir, Ender ; Marco, Chi Keung ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001677.

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2020Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001.

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2021Understanding the Transmission of COVID-19 News to French Financial Markets. (2021). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:21037.

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2020Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:89008.

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2021Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2021). Wagner, Martin ; Grupe, Maximilian ; Knorre, Fabian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:12-:d:516201.

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2020Investor Sentiment, Portfolio Returns, and Macroeconomic Variables. (2020). Lim, Sophyafadeth ; Abidin, Sazali ; Banchit, Azilawati ; Morni, Fareiny. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:259-:d:436968.

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2020Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016.

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2021The Exposure of French and South Korean Firm Stock Returns to Exchange Rates and the COVID-19 Pandemic. (2021). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:154-:d:528131.

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2021Volatility Spillover and International Contagion of Housing Bubbles. (2021). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:287-:d:580531.

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2021Testing Housing Markets for Episodes of Exuberance: Evidence from Different Polish Cities. (2021). Metelski, Dominik ; Sobieraj, Janusz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:412-:d:627347.

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2021House Price Forecasting from Investment Perspectives. (2021). Ouysse, Rachida ; Rabhi, Fethi ; Herath, Shanaka ; Ge, Xin Janet ; Mangioni, Vince ; Shi, Song . In: Land. RePEc:gam:jlands:v:10:y:2021:i:10:p:1009-:d:643593.

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2021Buying vs. Renting a Home in View of Young Adults in Poland. (2021). Bryx, Marek ; Rudzka, Izabela ; Metelski, Dominik ; Sobieraj, Janusz. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1183-:d:671491.

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2022.

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2021.

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2021COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. (2021). Vuković, Darko ; Maiti, Moinak ; Frömmel, Michael ; Frommel, Michael ; Grigorieva, Elena M ; Grubisic, Zoran ; Vukovic, Darko. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8578-:d:606381.

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2021Econometrics of Anthropogenic Emissions, Green Energy-Based Innovations, and Energy Intensity across OECD Countries. (2021). Sarkodie, Samuel Asumadu ; Owusu, Phebe Asantewaa ; Adedoyin, Festus Fatai ; Ajmi, Ahdi Noomen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4118-:d:531678.

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2020Monitoring Cointegrating Polynomial Regressions: Theory and Application to the Environmental Kuznets Curves for Carbon and Sulfur Dioxide Emissions. (2020). Grupe, Maximilian ; Wagner, Martin ; Knorre, Fabian. In: IHS Working Paper Series. RePEc:ihs:ihswps:27.

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2021Price Bubbles in Lithium Markets around the World.. (2021). Uribe, Jorge ; Guillen, Montserrat ; Restrepo, Natalia. In: IREA Working Papers. RePEc:ira:wpaper:202110.

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2021Price Rigidity and Vacancy Rates: The Framing Effect on Rental Housing Markets. (2021). Tsai, I-Chun ; I-Chun Tsai, . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:4:d:10.1007_s11146-020-09791-4.

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2020Volatility Spillover and International Contagion of Housing Bubbles. (2020). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:100098.

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2020Oil Price Dynamics and Currency-Hedging Behavior. (2020). Ibhagui, Oyakhilome ; Agudze, Komla. In: MPRA Paper. RePEc:pra:mprapa:100949.

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2021Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633.

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2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Ramabulana, Khuliso ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202002.

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2020Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data. (2020). GUPTA, RANGAN ; Rojas, Omar ; Nazlioglu, Saban ; Coronado, Semei. In: Working Papers. RePEc:pre:wpaper:202006.

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2020Time-Varying Influence of Household Debt on Inequality in United Kingdom. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gabauer, David ; Berisha, Edmond. In: Working Papers. RePEc:pre:wpaper:202017.

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2020Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom. (2020). GUPTA, RANGAN ; Gabauer, David ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202084.

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2022Herding in International REITs Markets around the COVID-19 Pandemic. (2022). Bouri, Elie ; Gupta, Rangan ; Ngene, Geoffrey ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202218.

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2021Testing for exuberance in house prices using data sampled at di?erent frequencies. (2021). Papapanagiotou, Georgios ; Panagiotidis, Theodore ; Otero, Jesus. In: Working Paper series. RePEc:rim:rimwps:21-13.

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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.
[Full Text][Citation analysis]		paper0
2018Volatility Estimation and Jump Detection for drift-diffusion Processes In: AMSE Working Papers.
[Full Text][Citation analysis]		paper2
2020Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Journal of Econometrics.
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2020Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2018Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 2		paper
2016Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record.
[Full Text][Citation analysis]		article21
2020Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record.
[Full Text][Citation analysis]		article0
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article35
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
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This paper has another version. Agregated cites: 35		paper
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article55
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2019Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article7
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? In: Pacific Economic Review.
[Full Text][Citation analysis]		article17
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
2018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article32
2022UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory.
[Full Text][Citation analysis]		article0
2022Unit Root Test with High-Frequency Data.(2022) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2012Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper58
2011Testing for Multiple Bubbles.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
2012Testing for Multiple Bubbles.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
2013Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper82
2013Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		paper
2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 82		article
2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper23
2013Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2015TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL?TIME DETECTORS.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2014Financial Bubble Implosion In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper3
2020Diagnosing Housing Fever with an Econometric Thermometer In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2020Common Bubble Detection in Large Dimensional Financial Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling.
[Full Text][Citation analysis]		article16
2016Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article13
2012An application of models of speculative behaviour to oil prices In: Economics Letters.
[Full Text][Citation analysis]		article37
2011AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2022Housing networks and driving forces In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2013The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article16
2011Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2013A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
[Full Text][Citation analysis]		article2
2018Stock Market Bubble Migration: From Shanghai to Hong Kong In: Post-Print.
[Citation analysis]		paper0
2018Stock Market Bubble Migration: From Shanghai to Hong Kong.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2011Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article9
2020Gold as a Financial Instrument In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2012Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2020Persistent and Rough Volatility In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2021Different Strokes for Different Folks: Long Memory and Roughness In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2013Specification sensitivities in the Markov-switching unit root test for bubbles In: Empirical Economics.
[Full Text][Citation analysis]		article15
2016Nonlinearities and tests of asset price bubbles In: Empirical Economics.
[Full Text][Citation analysis]		article2
2016Energy consumption and economic growth in the United States In: Applied Economics.
[Full Text][Citation analysis]		article17
2019Bubble detection and sector trading in real time In: Quantitative Finance.
[Full Text][Citation analysis]		article7

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