6
H index
6
i10 index
477
Citations
| 6 H index 6 i10 index 477 Citations RESEARCH PRODUCTION: 4 Articles 10 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 5 |
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2024 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117. Full description at Econpapers || Download paper |
2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper |
2025 | Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x. Full description at Econpapers || Download paper |
2024 | Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001535. Full description at Econpapers || Download paper |
2024 | Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530. Full description at Econpapers || Download paper |
2024 | Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641. Full description at Econpapers || Download paper |
2024 | African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk. (2024). Teplova, Tamara ; Huang, Shoujun ; Gubareva, Mariya ; Bossman, Ahmed. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003876. Full description at Econpapers || Download paper |
2024 | The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377. Full description at Econpapers || Download paper |
2024 | COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Qi, Haozhi ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049. Full description at Econpapers || Download paper |
2024 | Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x. Full description at Econpapers || Download paper |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
2024 | Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819. Full description at Econpapers || Download paper |
2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
2024 | Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666. Full description at Econpapers || Download paper |
2024 | Eco-tech fusion: Unraveling the nonparametric causal effects of fintech, natural resources, digital infrastructure, and economic growth on environmental sustainability from a quantile perspective. (2024). Khaskheli, Asadullah ; Raza, Syed Ali ; Hassan, Kabir M ; Ahmed, Mansoora. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006913. Full description at Econpapers || Download paper |
2024 | Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906. Full description at Econpapers || Download paper |
2024 | Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014. Full description at Econpapers || Download paper |
2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647. Full description at Econpapers || Download paper |
2025 | Influence of green ICT and socioeconomic factors on sustainable development: Evidence from Chinese provinces. (2025). Chishti, Muhammad Zubair ; Du, Anna Min ; Xaisongkham, Sorphasith ; Salam, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004173. Full description at Econpapers || Download paper |
2024 | A question for sustainable development goal 10: How relevant is innovation patenting receipts to income distributions?. (2024). Odhiambo, Nicholas ; Zaman, Umer ; Ngepah, Nicholas ; Onwe, Joshua Chukwuma ; Uche, Emmanuel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003020. Full description at Econpapers || Download paper |
2024 | The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers || Download paper |
2024 | Cycles-specific benefits of smart transport for sustainable investing: Global and regional perspectives with different ethical paradigms. (2024). Nie, Pu-yan ; Charkh, Cyrus ; Asl, Mahdi Ghaemi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005055. Full description at Econpapers || Download paper |
2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers || Download paper |
2024 | Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Ji, Qiang ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202415. Full description at Econpapers || Download paper |
2024 | Geothermal energy and carbon emissions nexus in leading geothermal-consuming nations: Evidence from nonparametric analysis. (2024). Adegboye, Oluwatayomi Rereloluwa ; Umar, Muhammad ; Awosusi, Abraham Ayobamiji ; Ojekemi, Opeoluwa Seun. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:5:p:2726-2752. Full description at Econpapers || Download paper |
2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
2024 | Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2011 | Large Vector Auto Regressions In: Papers. [Full Text][Citation analysis] | paper | 78 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 78 | paper | ||
2012 | A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE In: Econometric Theory. [Full Text][Citation analysis] | article | 282 |
2016 | Group-wise semiparametric modeling: A SCSE approach In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
2010 | Partial Linear Quantile Regression and Bootstrap Confidence Bands In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2010 | High Dimensional Nonstationary Time Series Modelling with Generalized Dynamic Semiparametric Factor Model In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2011 | Large Vector Auto Regressions In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 67 |
2011 | Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Risk Patterns and Correlated Brain Activities. Multidimensional Statistical Analysis of fMRI Data in Economic Decision Making Study In: Psychometrika. [Full Text][Citation analysis] | article | 14 |
2014 | Generalized dynamic semi‐parametric factor models for high‐dimensional non‐stationary time series In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
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