Susan Sunila Sharma : Citation Profile


Are you Susan Sunila Sharma?

Deakin University

20

H index

26

i10 index

1527

Citations

RESEARCH PRODUCTION:

43

Articles

17

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 152
   Journals where Susan Sunila Sharma has often published
   Relations with other researchers
   Recent citing documents: 295.    Total self citations: 24 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh609
   Updated: 2020-10-17    RAS profile: 2019-09-21    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Narayan, Paresh (11)

Phan, Dinh (10)

Westerlund, Joakim (4)

Thuraisamy, Kannan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Susan Sunila Sharma.

Is cited by:

Salisu, Afees (74)

Shahbaz, Muhammad (68)

Narayan, Paresh (53)

Smyth, Russell (36)

Tiwari, Aviral (28)

Lean, Hooi Hooi (25)

Westerlund, Joakim (23)

Narayan, Seema (23)

OMRI, Anis (23)

Ndako, Umar (21)

Raheem, Ibrahim (21)

Cites to:

Narayan, Paresh (122)

Westerlund, Joakim (40)

Campbell, John (38)

Narayan, Seema (27)

Phan, Dinh (22)

Smyth, Russell (20)

Pesaran, M (19)

GUPTA, RANGAN (16)

Lee, Chien-Chiang (14)

Pedroni, Peter (13)

Thuraisamy, Kannan (11)

Main data


Where Susan Sunila Sharma has published?


Journals with more than one article published# docs
Economic Modelling6
Journal of International Financial Markets, Institutions and Money5
Pacific-Basin Finance Journal5
International Review of Financial Analysis4
Energy Economics3
Bulletin of Monetary Economics and Banking3
Journal of Banking & Finance3
Applied Energy2
Energy Policy2
Journal of Asian Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Deakin University, Department of Economics16

Recent works citing Susan Sunila Sharma (2020 and 2019)


YearTitle of citing document
2019Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19.

Full description at Econpapers || Download paper

2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

Full description at Econpapers || Download paper

2019Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios. (2019). Ekananda, Mahjus ; Handika, Rangga. In: Asian Business Research Journal. RePEc:ajn:abrjou:2019:p:17-28.

Full description at Econpapers || Download paper

2019HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction. (2019). Kang, Jaewoo ; Kim, Jinkyu ; Lee, Sanghoon ; Jeong, Minbyul ; Ho, Chan. In: Papers. RePEc:arx:papers:1908.07999.

Full description at Econpapers || Download paper

2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

Full description at Econpapers || Download paper

2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

Full description at Econpapers || Download paper

2020Can 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

2019Machine Learning and Expert Judgement: Analyzing Emerging Topics in Accounting and Finance Research in the Asia–Pacific. (2019). Singh, Abhay K ; Marrone, Mauricio ; Linnenluecke, Martina K ; Cai, Cynthia W. In: Abacus. RePEc:bla:abacus:v:55:y:2019:i:4:p:709-733.

Full description at Econpapers || Download paper

2020Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137.

Full description at Econpapers || Download paper

2019Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214.

Full description at Econpapers || Download paper

2020The Effect of Industrial Structure Change on Carbon Dioxide Emissions: A Cross-Country Panel Analysis. (2020). Zhi, Dong ; Xindi, Mou ; Xiuting, LI ; Jing, HE ; Jichang, Dong. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:1:p:1-16:n:1.

Full description at Econpapers || Download paper

2020Indonesian Household Payment Choice: A Nested Logit Analysis. (2020). Hutabarat, Akhis R ; Lase, Eva R ; Hasniawati, Nur Annisa. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:291-313.

Full description at Econpapers || Download paper

2020Power infrastructure and income inequality: evidence from Brazilian state-level data using dynamic panel data models. (2020). Ribeiro, Rafael ; Medeiros, Victor. In: Textos para Discussão Cedeplar-UFMG. RePEc:cdp:texdis:td617.

Full description at Econpapers || Download paper

2019Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470.

Full description at Econpapers || Download paper

2019The Jolly Ride of International Reserves and Commodity Prices: Evidence from Predictive Models. (2019). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0063.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment. (2019). Rath, Badri N ; Bal, Debi P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00220.

Full description at Econpapers || Download paper

2019Are Oil Shocks Permanent or Temporary? Panel Data Evidence from Crude Oil Production in 15 Countries. (2019). Burakov, Dmitry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-35.

Full description at Econpapers || Download paper

2019Sources of Economic Growth and Changes in Energy Consumption: Empirical Evidence for Taiwan (2004-2016). (2019). Chien, Ping-Chieh ; Yen, Yu-Shuang ; Hong, Cheng-Yih. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-38.

Full description at Econpapers || Download paper

2019Oil Price Predictors: Machine Learning Approach. (2019). Moiseev, Nikita ; Mikhaylov, Alexey ; An, Jaehyung. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-05-1.

Full description at Econpapers || Download paper

2020The Relationship among GDP, Carbon Dioxide Emissions, Energy Consumption, and Energy Production from Oil and Gas in Saudi Arabia. (2020). Algarini, Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-39.

Full description at Econpapers || Download paper

2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

Full description at Econpapers || Download paper

2020Interaction Between Environmental Kuznet Curve and Urban Environment Transition Hypotheses in Malaysia. (2020). Yasmin, Tahira ; Othman, Nor Salwati ; Bekhet, Hussain Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-51.

Full description at Econpapers || Download paper

2020Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51.

Full description at Econpapers || Download paper

2020Do Electricity Consumption and International Trade Openness Boost Economic Growth in Sudan? Empirical Analysis from Bounds Test to Cointegration Approach. (2020). Arintoko, Arintoko ; Anwar, Nurul ; Elfaki, Khalid Eltayeb. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-04-2.

Full description at Econpapers || Download paper

2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

Full description at Econpapers || Download paper

2019Integrated supply- and demand-side energy management for expeditionary environmental control. (2019). Craparo, E M ; Sprague, J G. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:352-366.

Full description at Econpapers || Download paper

2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

Full description at Econpapers || Download paper

2019Role of porous metal foam on the heat transfer enhancement for a thermal energy storage tube. (2019). Jin, Liwen ; Guo, Zengxu ; Yu, Jiabang ; Yang, Xiaohu ; He, Ya-Ling. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:142-156.

Full description at Econpapers || Download paper

2019Improved thermal performance of annular fin-shell tube storage system using magnetic fluid. (2019). Wang, XU ; Kumar, Prashant ; Jain, Komal ; Pathak, Saurabh ; Pant, R P. In: Applied Energy. RePEc:eee:appene:v:239:y:2019:i:c:p:1524-1535.

Full description at Econpapers || Download paper

2019Meeting 2030 primary energy and economic growth goals: Mission impossible?. (2019). Brockway, Paul E ; Heun, Matthew Kuperus. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:55.

Full description at Econpapers || Download paper

2020Proposal and assessment of a novel carbon dioxide energy storage system with electrical thermal storage and ejector condensing cycle: Energy and exergy analysis. (2020). Yang, Xiaohu ; Xin, Xuan ; Liu, Zihui. In: Applied Energy. RePEc:eee:appene:v:269:y:2020:i:c:s0306261920305791.

Full description at Econpapers || Download paper

2020Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition. (2020). Olson, Josephine E ; Kristjanpoller, Werner ; Saldivia, Mauricio. In: Applied Energy. RePEc:eee:appene:v:272:y:2020:i:c:s0306261920307194.

Full description at Econpapers || Download paper

2019Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6.

Full description at Econpapers || Download paper

2020Does urbanization increase residential energy use? Evidence from the Chinese residential energy consumption survey 2012. (2020). Wei, Chu ; Zhang, Shuhan ; Yan, Haosheng ; Xie, Lunyu. In: China Economic Review. RePEc:eee:chieco:v:59:y:2020:i:c:s1043951x1930135x.

Full description at Econpapers || Download paper

2019Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:165-174.

Full description at Econpapers || Download paper

2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

Full description at Econpapers || Download paper

2020The effect of import product diversification on carbon emissions: New evidence for sustainable economic policies. (2020). Paramati, Sudharshan Reddy ; Can, Muhlis ; Fang, Jianchun ; Doan, Buhari ; Hu, Guoheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:198-210.

Full description at Econpapers || Download paper

2020Stochastic conditional convergence in per capita energy consumption in India. (2020). RATH, BADRI ; Sahoo, Pradipta Kumar ; Akram, Vaseem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:224-240.

Full description at Econpapers || Download paper

2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

Full description at Econpapers || Download paper

2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329.

Full description at Econpapers || Download paper

2019Liquidity pull-back and predictability of government security yield volatility. (2019). Sasidharan, Subash ; Chundakkadan, Radeef. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:124-132.

Full description at Econpapers || Download paper

2019Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:108-117.

Full description at Econpapers || Download paper

2019Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures. (2019). Rannou, Yves. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:387-410.

Full description at Econpapers || Download paper

2019The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184.

Full description at Econpapers || Download paper

2019Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

Full description at Econpapers || Download paper

2019Evidence of price discovery on the Indonesian stock exchange. (2019). Laila, Nisful ; Madyan, Muhammad ; Thuraisamy, Kannan ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:2-7.

Full description at Econpapers || Download paper

2019Small business lending and credit risk: Granger causality evidence. (2019). Disli, Mustafa ; Aysan, Ahmet Faruk. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:245-255.

Full description at Econpapers || Download paper

2019Does religious faith affect household financial market participation? Evidence from China. (2019). Yan, YU ; Zhang, Cheng ; Yang, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:42-50.

Full description at Econpapers || Download paper

2019Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Gao, Ran ; Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16.

Full description at Econpapers || Download paper

2020Crude 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

2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

Full description at Econpapers || Download paper

2020What do we know about fiscal sustainability across Indian states?. (2020). RATH, BADRI ; Akram, Vaseem. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:307-321.

Full description at Econpapers || Download paper

2020Optimum government size and economic growth in case of Indian states: Evidence from panel threshold model. (2020). RATH, BADRI ; Akram, Vaseem. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:151-162.

Full description at Econpapers || Download paper

2020Consumer confidence and consumption expenditure in Indonesia. (2020). Juhro, Solikin ; Iyke, Bernard Njindan. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:367-377.

Full description at Econpapers || Download paper

2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

Full description at Econpapers || Download paper

2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

Full description at Econpapers || Download paper

2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

Full description at Econpapers || Download paper

2019Detecting exchange rate contagion using copula functions. (2019). Gomez-Gonzalez, Jose ; Cubillos-Rocha, Juan ; Melo-Velandia, Luis F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:13-22.

Full description at Econpapers || Download paper

2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

Full description at Econpapers || Download paper

2019Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

Full description at Econpapers || Download paper

2020Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302250.

Full description at Econpapers || Download paper

2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

Full description at Econpapers || Download paper

2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

Full description at Econpapers || Download paper

2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

Full description at Econpapers || Download paper

2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

Full description at Econpapers || Download paper

2020The 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

2020The 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

2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

Full description at Econpapers || Download paper

2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

Full description at Econpapers || Download paper

2019Economic growth and environmental degradation in Vietnam: Is the environmental Kuznets curve a complete picture?. (2019). Shahbaz, Muhammad ; van Hoang, Thi Hong ; Haouas, Ilham. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:197-218.

Full description at Econpapers || Download paper

2019Is Indonesias stock market different when it comes to predictability?. (2019). Laila, Nisful ; Thuraisamy, Kannan ; Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:8.

Full description at Econpapers || Download paper

2020Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504.

Full description at Econpapers || Download paper

2020Intraday-of-the-week effects: What do the exchange rate data tell us?. (2020). Narayan, Paresh Kumar ; Khademalomoom, Siroos. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302031.

Full description at Econpapers || Download paper

2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

Full description at Econpapers || Download paper

2019Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

Full description at Econpapers || Download paper

2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

Full description at Econpapers || Download paper

2019Crude oil price uncertainty and corporate investment: New global evidence. (2019). Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:54-65.

Full description at Econpapers || Download paper

2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

Full description at Econpapers || Download paper

2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

Full description at Econpapers || Download paper

2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

Full description at Econpapers || Download paper

2019Fourier quantile unit root test for the integrational properties of clean energy consumption in emerging economies. (2019). Menegaki, Angeliki N ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:324-334.

Full description at Econpapers || Download paper

2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

Full description at Econpapers || Download paper

2019Pricing dynamics of natural gas futures. (2019). Li, Bingxin. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:91-108.

Full description at Econpapers || Download paper

2019Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309.

Full description at Econpapers || Download paper

2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

Full description at Econpapers || Download paper

2019Corruption, climate and the energy-environment-growth nexus. (2019). Menegaki, Angeliki N ; Arminen, Heli. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:621-634.

Full description at Econpapers || Download paper

2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela. (2019). Chuffart, Thomas ; Hooper, Emma. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916.

Full description at Econpapers || Download paper

2019How does the new-type urbanisation affect CO2 emissions in China? An empirical analysis from the perspective of technological progress. (2019). Wang, Zhao-Hua ; Sun, Yefei. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:917-927.

Full description at Econpapers || Download paper

2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

Full description at Econpapers || Download paper

2019The peak of CO2 emissions in China: A new approach using survival models. (2019). Huang, Wanjing ; Wang, Zhaohua ; Chen, Zhongfei. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1099-1108.

Full description at Econpapers || Download paper

2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

Full description at Econpapers || Download paper

2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Susan Sunila Sharma is editor of


Journal
Working Papers

Works by Susan Sunila Sharma:


YearTitleTypeCited
2019Higher Moments and Exchange Rate Behavior In: The Financial Review.
[Full Text][Citation analysis]
article2
2011The January and turn-of-the-month effect on firm returns and return volatility In: Working Papers.
[Citation analysis]
paper0
2011Firm heterogeneity and calendar anomalies In: Working Papers.
[Full Text][Citation analysis]
paper4
2012Firm heterogeneity and calendar anomalies.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2011Investment and oil price volatility In: Working Papers.
[Full Text][Citation analysis]
paper2
2012Investment and oil price volatility.(2012) In: Economics Bulletin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2012Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies In: Working Papers.
[Full Text][Citation analysis]
paper22
2013Oil price uncertainty and sovereign risk: Evidence from Asian economies.(2013) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2012The relationship between Asian equity and commodity futures markets In: Working Papers.
[Full Text][Citation analysis]
paper24
2013The relationship between Asian equity and commodity futures markets.(2013) In: Journal of Asian Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2013An analysis of commodity markets: what gain for investors? In: Working Papers.
[Full Text][Citation analysis]
paper84
2013An analysis of commodity markets: What gain for investors?.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
article
2013Does tourism predict macroeconomic performance in Pacific Island countries? In: Working Papers.
[Full Text][Citation analysis]
paper6
2013Does tourism predict macroeconomic performance in Pacific Island countries?.(2013) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2013Determinants of stock price bubbles In: Working Papers.
[Full Text][Citation analysis]
paper9
2013Determinants of stock price bubbles.(2013) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2014An analysis of price discovery from panel data models of CDS and equity returns In: Working Papers.
[Full Text][Citation analysis]
paper50
2014An analysis of price discovery from panel data models of CDS and equity returns.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
article
2014Do oil prices predict economic growth? New global evidence In: Working Papers.
[Full Text][Citation analysis]
paper48
2014Do oil prices predict economic growth? New global evidence.(2014) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
article
2014How profitable is the Indian stock market? In: Working Papers.
[Full Text][Citation analysis]
paper13
2014How profitable is the Indian stock market?.(2014) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2015Can governance quality predict stock market returns? New global evidence In: Working Papers.
[Full Text][Citation analysis]
paper22
2015Can governance quality predict stock market returns? New global evidence.(2015) In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2015Oil price and stock returns of consumers and producers of crude oil In: Working Papers.
[Full Text][Citation analysis]
paper96
2015Oil price and stock returns of consumers and producers of crude oil.(2015) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96
article
2015Stock return forecasting: some new evidence In: Working Papers.
[Full Text][Citation analysis]
paper73
2015Stock return forecasting: Some new evidence.(2015) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
2015Intraday volatility interaction between the crude oil and equity markets In: Working Papers.
[Full Text][Citation analysis]
paper44
2016Intraday volatility interaction between the crude oil and equity markets.(2016) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
article
2015The impact of the Lehman Brothers bankruptcy on the performance of Chinese sectors In: Working Papers.
[Full Text][Citation analysis]
paper0
2011An analysis of firm and market volatility In: Working Papers.
[Full Text][Citation analysis]
paper4
2014An analysis of firm and market volatility.(2014) In: Economic Systems.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2010The relationship between energy and economic growth: Empirical evidence from 66 countries In: Applied Energy.
[Full Text][Citation analysis]
article53
2011Determinants of carbon dioxide emissions: Empirical evidence from 69 countries In: Applied Energy.
[Full Text][Citation analysis]
article154
2014Firm return volatility and economic gains: The role of oil prices In: Economic Modelling.
[Full Text][Citation analysis]
article71
2015Is carbon emissions trading profitable? In: Economic Modelling.
[Full Text][Citation analysis]
article18
2016Can consumer price index predict gold price returns? In: Economic Modelling.
[Full Text][Citation analysis]
article16
2017Gold and inflation(s) – A time-varying relationship In: Economic Modelling.
[Full Text][Citation analysis]
article17
2016Intraday return predictability, portfolio maximisation, and hedging In: Emerging Markets Review.
[Full Text][Citation analysis]
article8
2015On the use of panel cointegration tests in energy economics In: Energy Economics.
[Full Text][Citation analysis]
article9
2019Panel evidence on the ability of oil returns to predict stock returns in the G7 area In: Energy Economics.
[Full Text][Citation analysis]
article1
2009Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries In: Energy Policy.
[Full Text][Citation analysis]
article84
2010Electricity consumption-growth nexus: The case of Malaysia In: Energy Policy.
[Full Text][Citation analysis]
article139
2015Does data frequency matter for the impact of forward premium on spot exchange rate? In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article58
2016Asset price bubbles and economic welfare In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2018An analysis of time-varying commodity market price discovery In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2014New evidence on turn-of-the-month effects In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article13
2018Is stock return predictability time-varying? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article28
2018Can economic policy uncertainty predict stock returns? Global evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article22
2011New evidence on oil price and firm returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article192
2016Are Islamic stock returns predictable? A global perspective In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article27
2018Some preliminary evidence of price discovery in Islamic banks In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article6
2019Does Islamic stock sensitivity to oil prices have economic significance? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]
article8
2009The energy-GDP nexus: Evidence from a panel of Pacific Island countries In: Resource and Energy Economics.
[Full Text][Citation analysis]
article77
2018UNDERSTANDING INDONESIA’S MACROECONOMIC DATA: WHAT DO WE KNOW AND WHAT ARE THE IMPLICATIONS? In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]
article6
2019DETERMINANTS OF INDONESIA’S INCOME VELOCITY OF MONEY In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]
article1
2019WHICH VARIABLES PREDICT INDONESIA’s INFLATION? In: Bulletin of Monetary Economics and Banking.
[Full Text][Citation analysis]
article10
2015The Effect of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article0
2015Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team