Cheolbeom Park : Citation Profile


Are you Cheolbeom Park?

Korea University

7

H index

7

i10 index

1151

Citations

RESEARCH PRODUCTION:

29

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 57
   Journals where Cheolbeom Park has often published
   Relations with other researchers
   Recent citing documents: 95.    Total self citations: 18 (1.54 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa43
   Updated: 2024-01-16    RAS profile: 2023-03-13    
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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 Cheolbeom Park.

Is cited by:

GUPTA, RANGAN (37)

Ratti, Ronald (31)

Filis, George (28)

Wang, Yudong (23)

Salisu, Afees (20)

Degiannakis, Stavros (17)

Wohar, Mark (16)

Kilian, Lutz (14)

Manera, Matteo (13)

Vespignani, Joaquin (11)

Demirer, Riza (11)

Cites to:

Campbell, John (26)

Barro, Robert (15)

Kilian, Lutz (13)

Rossi, Barbara (12)

Cochrane, John (10)

Andrews, Donald (10)

Galí, Jordi (10)

Shiller, Robert (9)

Ludvigson, Sydney (9)

French, Kenneth (9)

Rogoff, Kenneth (9)

Main data


Where Cheolbeom Park has published?


Journals with more than one article published# docs
Finance Research Letters2
Journal of Money, Credit and Banking2

Working Papers Series with more than one paper published# docs
Discussion Paper Series / Institute of Economic Research, Korea University13

Recent works citing Cheolbeom Park (2024 and 2023)


YearTitle of citing document
2023Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02.

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2023Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2023Sectoral FTA gains, conflicts, and the role of interindustry factor mobility: Evidence from Koreas free trade agreement. (2023). Hwang, Eunju ; Park, Jin Suk. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:1:p:97-123.

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2023Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114.

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2023Revisiting the Causality between Oil Prices and Stock Markets in Selected MENA Countries: A Bootstrap Rolling-window Approach. (2023). ben Hamouda, Abderrazek. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-05-13.

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2023Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri ; Catik, Nazif A ; Helmi, Mohamad Husam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Toward sustainable development: Does the rising oil price stimulate innovation in climate change mitigation technologies?. (2023). Chang, Chun-Ping ; Yin, Hua-Tang ; Feng, Gen-Fu ; Wang, Jun-Zhuo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:569-583.

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2023On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947.

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2023Unveiling the trade and welfare effects of regional services trade agreements: A structural gravity approach. (2023). Lin, XI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002389.

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2023Do preferential trade agreements stimulate high-tech exports for low-income countries?. (2023). Cheong, Juyoung. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002778.

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2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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2023Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective. (2023). Yin, Zhujia ; Yang, Xin ; Chen, Jiaqi ; Sun, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000645.

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2023Forecasting stock prices with commodity prices: New evidence from Feasible Quasi Generalized Least Squares (FQGLS) with non-linearities. (2023). Adekoya, Oluwasegun ; Sonola, Ridwan ; Fasanya, Ismail O. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522001054.

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2023Do oil shocks affect the green bond market?. (2023). Ahmad, Nasir ; Vo, Xuan Vinh ; Zeitun, Rami ; Raheem, Ibrahim D ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005588.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Energy shocks and bank performance in the advanced economies. (2023). Downing, Gareth ; Nasim, Asma. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000154.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621.

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2023Measuring the energy-related uncertainty index. (2023). Le, Thuy Thu ; Nguyen, Binh Quang ; Lee, Gabriel S ; Dang, Tam Hoang-Nhat. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003158.

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2023A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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2023Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237.

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2023Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468.

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2023The asymmetric effects of oil price shocks on green innovation. (2023). Zhong, Angel ; Yu, Jing ; Hu, Xiaolu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003882.

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2023Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948.

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2023Estimating and forecasting the impact of nonrenewable energy prices on US renewable energy consumption. (2023). Madraki, Golshan ; Lin, Guoyu ; Mette, Jehu ; Atems, Bebonchu. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005936.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends. (2023). Niu, Linlin ; Chen, Jiazi. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000405.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519.

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2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

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2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices. (2023). Urjasz, Szczepan ; Karkowska, Renata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000367.

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2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

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2023Cross-asset time-series momentum: Crude oil volatility and global stock markets. (2023). Xu, Yahua ; Tse, Yiuman ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622002849.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023Systemwide directional connectedness from Crude Oil to sovereign credit risk. (2023). Singh, Vipul Kumar ; Kumar, Pawan ; Bajaj, Vimmy. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000290.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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2023Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective. (2023). Zhao, Chenchen ; Huang, Dengshi ; Xu, Weiju. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006705.

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2023Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Aharon, David Y ; Kallir, Ido. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002842.

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2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

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2023Effects of oil market sentiment on macroeconomic variables. (2023). da Nobrega, Cassio ; da Silva, Edilean Kleber ; de Medeiros, Rennan Kertlly. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537.

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2023Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129.

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2023Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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2023Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387.

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2023Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

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2023Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81.

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2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

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2023The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:274-291.

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2023Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

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2023Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467.

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2023The Dynamic Relation between the Oil Price Volatility, Stock Market, Exchange and Interest Rate in GCC Countries: Panel Vector Autoregressive (PVAR) Model. (2023). Anis, Jarboui ; Aloui, Mouna. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:114-128.

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2023How to Construct Monthly VAR Proxies Based on Daily Futures Market Surprises. (2023). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:96517.

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2023Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey. (2023). Tuna, Gulcay ; Taha, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:3103-:d:1110401.

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2023.

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2023Impact of Oil Price on Economic Growth of OECD Countries: A Dynamic Panel Data Analysis. (2023). Dammika, N P ; I. A. D. D. W. Rukshan, ; Ravindra, N P. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4888-:d:1092404.

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2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005.

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2023Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w.

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2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

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2023Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5.

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2023Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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2023Relationship Between Oil Price Movements and Stock Returns of Oil Firms in Oil Importing Economies. (2023). Siddiqui, Areej Aftab ; Kushwah, Silky Vigg. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:5:p:916-932.

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2023A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. (2023). Phoong, Seuk Yen ; al Mahi, Masnun. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231153855.

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2023Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1.

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2023Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Mollick, Andre Varella ; Osah, Theophilus Teye. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09602-x.

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2023Trade efficiency under FTA for Thailand’s agricultural exports: copula-based gravity stochastic frontier model. (2023). Neranon, Paramin ; Nunti, Chonrada ; Romyen, Arisara. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00303-0.

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2023An empirical investigation of the impact of spillover dynamics from crude to NSE Nifty Index during and prior to the COVID-19 pandemic period. (2023). Paliwal, Riya ; Shahani, Rakesh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00517-1.

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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence. (2023). Song, Mingxuan ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230049.

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2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Alqaralleh, Huthaifa ; Chini, Emilio Zanetti ; Canepa, Alessandra. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

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2023Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis. (2023). Gabriel, Hapau Razvan. In: Management & Marketing. RePEc:vrs:manmar:v:18:y:2023:i:3:p:290-314:n:2.

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2023Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287.

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2023Long?run co?variability between oil prices and economic policy uncertainty. (2023). Shahbaz, Muhammad ; Vo, Xuan Vinh ; Belaid, Fateh ; Sharif, Arshian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1308-1326.

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2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

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2023Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2607-2619.

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2023Openness and growth: Is the relationship non?linear?. (2023). Vaona, Andrea ; Stander, Lardo ; Gupta, Rangan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3071-3099.

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2023Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3162-3182.

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2023The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Dutta, Anupam ; Das, Debojyoti ; Ghosh, Indranil ; Jana, Rabin K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4299-4323.

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2023The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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Works by Cheolbeom Park:


YearTitleTypeCited
2022What causes house prices to fluctuate? Evidence from South Korea In: Asian Economic Journal.
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2018Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas In: Working Papers.
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2007The Impact of Oil Price Shocks on the U.S. Stock Market In: CEPR Discussion Papers.
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2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET.(2009) In: International Economic Review.
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2017Regime Shifts in Price?Dividend Ratios and Expected Stock Returns: A Present?Value Approach In: Journal of Money, Credit and Banking.
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2013LIFE-CYCLE INCOME HYPOTHESIS AND DEMOGRAPHIC STRUCTURE: A SEMI-NONPARAMETRIC ANALYSIS USING A PANEL OF COUNTRIES In: The Singapore Economic Review (SER).
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