Song Song : Citation Profile


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272

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2010 - 2016). See details.
   Cites by year: 45
   Journals where Song Song has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 3 (1.09 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pso178
   Updated: 2022-09-24    RAS profile: 2011-06-18    
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Relations with other researchers


Works with:

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

Is cited by:

GUPTA, RANGAN (76)

Balcilar, Mehmet (44)

Wohar, Mark (24)

Härdle, Wolfgang (19)

Demirer, Riza (16)

Pierdzioch, Christian (14)

Bouri, Elie (12)

Shahbaz, Muhammad (11)

Tiwari, Aviral (8)

Adekoya, Oluwasegun (7)

Schienle, Melanie (6)

Cites to:

Härdle, Wolfgang (18)

Reichlin, Lucrezia (14)

Giannone, Domenico (8)

Hautsch, Nikolaus (7)

Mammen, Enno (7)

Hallin, Marc (7)

Hafner, Christian (6)

Chudik, Alexander (6)

Lippi, Marco (6)

Sala, Luca (6)

Forni, Mario (6)

Main data


Where Song Song has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany4

Recent works citing Song Song (2022 and 2021)


YearTitle of citing document
2021A News-based Machine Learning Model for Adaptive Asset Pricing. (2021). Wells, Martin T ; Wu, Haoxuan ; Zhu, Liao. In: Papers. RePEc:arx:papers:2106.07103.

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2021Risk aversion and Bitcoin returns in extreme quantiles. (2021). GUPTA, RANGAN ; Roubaud, David ; Marco, Chi Keung ; Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00863.

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2021High dimensional regression for regenerative time-series: An application to road traffic modeling. (2021). Portier, Franois ; Bouchouia, Mohammed. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:158:y:2021:i:c:s0167947321000256.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

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2022Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2021Autoregressive models for matrix-valued time series. (2021). Yang, Dan ; Xiao, Han ; Chen, Rong. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:539-560.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?. (2021). Mokni, Khaled ; Ben Salha, Ousama ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321003947.

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2021How does low-carbon energy transition alleviate energy poverty in China? A nonparametric panel causality analysis. (2021). Dong, Kangyin ; Zhao, Jun ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004850.

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2021Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120.

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2022Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858.

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2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics. (2021). Wang, Lei ; Liu, Liang ; Wei, YU ; Yang, Kun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000542.

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2021Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

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2022Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments. (2022). Ogunbowale, Gideon O ; Akinseye, Ademola B ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002774.

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2022How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. (2022). Msolli, Badreddine ; Guesmi, Khaled ; Shah, Nida ; Raza, Syed Ali. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005225.

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2021A time–frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets. (2021). Kang, Sanghoon ; Ur, Mobeen. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302763.

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2021Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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2021Sparse estimation of dynamic principal components for forecasting high-dimensional time series. (2021). Yohai, Victor J ; Smucler, Ezequiel ; Pea, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1498-1508.

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2021Modeling high-dimensional unit-root time series. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1535-1555.

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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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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021Dynamics and causality of oil price shocks on commodities: Quantile-on-quantile and causality-in-quantiles methods. (2021). Tong, Jing-Yang ; Wu, Bi-Bo ; Yang, Dong-Xiao. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002579.

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2021The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Noman, Ambreen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002634.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Adam, Anokye M ; Boateng, Ebenezer. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986.

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2022Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?. (2022). Ren, Xiaohang ; Dong, Kangyin ; Li, Yiying ; Dou, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004633.

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2022Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2022Time-frequency coherence and quantile causality between trade policy uncertainty and rare earth prices: Evidence from China and the US. (2022). Yu, Dongwei ; Zhu, Huiming ; Hau, Liya. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005365.

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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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2021Uncertainty and daily predictability of housing returns and volatility of the United States: Evidence from a higher-order nonparametric causality-in-quantiles test. (2021). GUPTA, RANGAN ; Kyei, Clement Kweku ; Bouri, Elie ; Shivambu, Rinsuna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:200-206.

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2021LASSO estimation for spherical autoregressive processes. (2021). Durastanti, Claudio ; Caponera, Alessia ; Vidotto, Anna. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:137:y:2021:i:c:p:167-199.

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2021Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian ; Berisha, Edmond. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:57:y:2021:i:c:p:87-92.

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2022The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method. (2022). Lu, Zudi ; Wen, Fenghua ; Yan, Cheng ; Li, Yiying ; Ren, Xiaohang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:179:y:2022:i:c:s0040162522001433.

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2022Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. (2022). Oliyide, Johnson ; Adeoye, Habeeb A ; Saleem, Owais ; Adekoya, Oluwasegun B. In: Technology in Society. RePEc:eee:teinso:v:68:y:2022:i:c:s0160791x22000665.

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2021.

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2021Nonparanormal Structural VAR for Non-Gaussian Data. (2021). Dallakyan, Aramayis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10009-1.

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2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

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2022The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach. (2022). Bekiros, Stelios ; Miri, Mahsa ; Mohammadi, Arman ; Ebrahimi, Seyed Babak ; Bagheri, Ehsan. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10120-x.

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2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies. (2021). Plakandaras, Vasilios ; Balcilar, Mehmet ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202113.

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2021Human capital, energy and economic growth in China: evidence from multivariate nonlinear Granger causality tests. (2021). Wolski, Marcin ; Fang, Zheng. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01781-7.

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2022On the role of stablecoins in cryptoasset pricing dynamics. (2022). Krištoufek, Ladislav. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00343-8.

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2022Forecasting the Japanese macroeconomy using high-dimensional data. (2022). Sueishi, Naoya ; Nakajima, Yoshiki. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:2:d:10.1007_s42973-020-00041-z.

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2022Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data. (2022). Pipiras, Vladas ; Fredrickson, Barbara L ; Kim, Younghoon ; Fisher, Zachary F. In: Psychometrika. RePEc:spr:psycho:v:87:y:2022:i:2:d:10.1007_s11336-021-09825-7.

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2022Impacts of geopolitical risks and economic policy uncertainty on Chinese tourism?listed company stock. (2022). Mo, Bin ; Wu, Yiqi ; Tian, Gengyu ; Jiang, Yonghong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:320-333.

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Works by Song Song:


YearTitleTypeCited
2011Large Vector Auto Regressions In: Papers.
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paper67
2011Large Vector Auto Regressions.(2011) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 67
paper
2012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE In: Econometric Theory.
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article156
2016Group-wise semiparametric modeling: A SCSE approach In: Journal of Multivariate Analysis.
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article0
2010Partial Linear Quantile Regression and Bootstrap Confidence Bands In: SFB 649 Discussion Papers.
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paper17
2010High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model In: SFB 649 Discussion Papers.
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paper14
2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns In: SFB 649 Discussion Papers.
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paper1
2014Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study In: Psychometrika.
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article13
2014Generalized dynamic semi?parametric factor models for high?dimensional non?stationary time series In: Econometrics Journal.
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article4

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