Yuki Toyoshima : Citation Profile

Are you Yuki Toyoshima?

Kobe University

8

H index

5

i10 index

117

Citations

RESEARCH PRODUCTION:

14

Articles

1

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 13
   Journals where Yuki Toyoshima has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 5 (4.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pto257
   Updated: 2023-05-27    RAS profile: 2022-12-23    
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Relations with other researchers

Works with:

Nakajima, Tadahiro (2)

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

Is cited by:

Hamori, Shigeyuki (15)

Nakajima, Tadahiro (5)

Reboredo, Juan (5)

Selmi, Refk (4)

Goutte, Stéphane (4)

Ben Amar, Amine (4)

bouoiyour, jamal (4)

Chkili, Walid (3)

Tiwari, Aviral (3)

Wohar, Mark (3)

Yang, Lu (2)

Cites to:

Hamori, Shigeyuki (17)

Engle, Robert (11)

Nakajima, Tadahiro (9)

Tiwari, Aviral (8)

Ho, Wai-Yip Alex (8)

Hafner, Christian (6)

Yilmaz, Kamil (5)

GUPTA, RANGAN (5)

Chang, Chia-Lin (5)

Balcilar, Mehmet (5)

Diebold, Francis (5)

Main data

Where Yuki Toyoshima has published?

Journals with more than one article published# docs
Economics Bulletin3
Energies3
Applied Economics Letters2

Recent works citing Yuki Toyoshima (2022 and 2021)

YearTitle of citing document
2021Asymmetric Correlations in Predicting Portfolio Returns. (2021). Huang, Zhuo ; Zhang, Lijie ; Wang, Nianling ; Li, Yong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:97-120.

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2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2022The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261.

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2021Region-wide connectedness of Asian equity and currency markets. (2021). Kinkyo, Takuji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001339.

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2021Are there spillovers among Chinas pilots for carbon emission allowances trading?. (2021). Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100445x.

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2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. (2021). Hamori, Shigeyuki ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000454.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2022Are European natural gas markets connected? A time-varying spillovers analysis. (2022). Rubaszek, Michał ; Śmiech, Sławomir ; Szafranek, Karol ; Papie, Monika. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x.

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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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2023Exchange rate pass-through: A comparative analysis of inflation targeting & non-targeting ASEAN-5 countries. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Thi, Thu Anh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:158-167.

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2021Modeling Dynamic Multifractal Efficiency of US Electricity Market. (2021). Ferreira, Paulo ; Ali, Haider ; Aslam, Faheem. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6145-:d:644089.

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2023On Asymmetric Correlations and Their Applications in Financial Markets. (2023). Liu, Conan ; Ma, Tiefeng ; Sun, Ruili ; Cao, Linyu. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:187-:d:1092699.

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2022.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Benkraiem, Ramzi ; Isleimeyyeh, Mohammad ; Goutte, Stephane ; Amar, Amine. In: Working Papers. RePEc:hal:wpaper:halshs-03672476.

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2022Connectedness in International Crude Oil Markets. (2022). Tiwari, Aviral ; Dar, Arif ; Nasreen, Samia ; Bhanja, Niyati. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10068-4.

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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). Miri, Mahsa ; Mohammadi, Arman ; Ebrahimi, Seyed Babak ; Bagheri, Ehsan ; Bekiros, Stelios. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10120-x.

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2021Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800.

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2022Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. (2022). Ftiti, Zied ; Madani, Mohamed Arbi. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04288-6.

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2022The impact of economic uncertainty caused by COVID-19 on renewable energy stocks. (2022). Hamori, Shigeyuki ; Liu, Tiantian ; Nakajima, Tadahiro. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02087-3.

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2021A wavelet approach of investing behaviors and their effects on risk exposures. (2021). MESTRE, Roman. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00239-z.

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2022Multifrequency network for SADC exchange rate markets using EEMD-based DCCA. (2022). Gill, Ryan ; Moyo, Simiso ; Kyei, Kwabena ; Adam, Anokye M ; Gyamfi, Emmanuel N. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09560-w.

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2021Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374.

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2021Quantile causality and dependence between crude oil and precious metal prices. (2021). Shahbaz, Muhammad ; Reboredo, Juan C ; Chaudhry, Sajid M ; Shafiullah, Muhammad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:6264-6280.

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Works by Yuki Toyoshima:

YearTitleTypeCited
2011Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article8
2012A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis In: Economics Bulletin.
[Full Text][Citation analysis]		article12
2012Exploring the dynamic interdependence between gold and other financial markets In: Economics Bulletin.
[Full Text][Citation analysis]		article22
2013Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore In: Journal of Asian Economics.
[Full Text][Citation analysis]		article10
2012Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets In: Energies.
[Full Text][Citation analysis]		article19
2019Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets In: Energies.
[Full Text][Citation analysis]		article2
2020Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices In: Energies.
[Full Text][Citation analysis]		article6
2018Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets In: JRFM.
[Full Text][Citation analysis]		article1
2012Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impact on business cycle synchronization between each country and the world In: IDE Discussion Papers.
[Full Text][Citation analysis]		paper8
2012Panel cointegration analysis of co-movement between interest rate swap and treasury markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2013The causal relationships between sovereign CDS premiums for Japan and selected EU countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2012Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2012Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2013Crude oil hedging strategy: new evidence from the data of the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article11
2013INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter5

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