Shigeyuki Hamori : Citation Profile

Yamato University

26

H index

86

i10 index

2746

Citations

RESEARCH PRODUCTION:

234

Articles

31

Papers

7

Books

44

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 76
   Journals where Shigeyuki Hamori has often published
   Relations with other researchers
   Recent citing documents: 381.    Total self citations: 105 (3.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha320
   Updated: 2025-11-08    RAS profile: 2025-06-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Yang, Lu (8)

Nakajima, Tadahiro (6)

Tanaka, Katsuyuki (3)

Chang, Youngho (2)

Fang, Zheng (2)

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

Is cited by:

Asongu, Simplice (56)

Tiwari, Aviral (39)

GUPTA, RANGAN (22)

Miller, Stephen (21)

Shahbaz, Muhammad (17)

Vo, Xuan Vinh (15)

Maghyereh, Aktham (15)

Gabauer, David (14)

lucey, brian (13)

Yang, Lu (13)

Lee, Chien-Chiang (13)

Cites to:

Diebold, Francis (107)

Yilmaz, Kamil (103)

Engle, Robert (90)

Pesaran, Mohammad (60)

GUPTA, RANGAN (52)

Bollerslev, Tim (50)

Nguyen, Duc Khuong (49)

Tiwari, Aviral (47)

Reboredo, Juan (46)

Gabauer, David (44)

Yang, Lu (42)

Main data

Where Shigeyuki Hamori has published?

Journals with more than one article published# docs
Economics Bulletin28
Applied Economics Letters23
Energies15
JRFM13
Applied Economics12
The North American Journal of Economics and Finance10
Applied Financial Economics10
International Review of Financial Analysis8
Japan and the World Economy7
Economics Letters6
Journal of Reviews on Global Economics6
Emerging Markets Finance and Trade5
Sustainability5
The Singapore Economic Review (SER)5
Journal of International Financial Markets, Institutions and Money5
Journal of Asian Economics5
Economic Modelling4
Empirical Economics4
International Review of Economics & Finance4
International Journal of Financial Research3
Energy Policy3
Energy Economics3
Research in International Business and Finance2
Economic Analysis and Policy2
Risks2
Applied Economics and Finance2
Journal of Multivariate Analysis2
International Journal of Business and Economics2
Resources Policy2
Applied Econometrics and International Development2
Journal of Futures Markets2
Journal of Economics and Finance2
Economic Systems2
Annals of Financial Economics (AFE)2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Discussion Papers / Graduate School of Economics, Kobe University10
IDE Discussion Papers / Institute of Developing Economies, Japan External Trade Organization(JETRO)8
Discussion Paper Series / Research Institute for Economics & Business Administration, Kobe University2

Recent works citing Shigeyuki Hamori (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

Full description at Econpapers || Download paper

2024Equal Educational Opportunities: A Catalyst for Sustainable Economic Development. (2024). Maqbool, Urooj ; Gulzar, Saba ; Batool, Hafsa. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:53-61.

Full description at Econpapers || Download paper

2024Examining Inflation Expectations within Asian Economies: Application of Wavelet Quantile Analysis towards Assessing Monetary Policy Credibility. (2024). Ul, Khaliq ; Ghouse, Ghulam. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:70-80.

Full description at Econpapers || Download paper

2024Microfinance and poverty reduction: an empirical evidence from SAARC nations. (2024). Farooq, Samreen. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:179-186.

Full description at Econpapers || Download paper

2025Food Insecurity in Asia Pacific: Climate Change and Macroeconomic Dynamic. (2025). Hamidi, Ichsan ; Atiyatna, Dirta Pratama ; Marwa, Taufiq. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:355701.

Full description at Econpapers || Download paper

2025An Empirical Exploration of Population Dynamics and Economic Performance. (2025). Cayssials, Gaston ; Segarra, Veraonica ; Brida, Juan Gabriel ; Alvarez, Emiliano. In: Population and Economics. RePEc:arh:jpopec:v:9:y:2025:i:3:p:26-59.

Full description at Econpapers || Download paper

2025Deep Learning in Business Analytics: A Clash of Expectations and Reality. (2022). Schmitt, Marc Andreas. In: Papers. RePEc:arx:papers:2205.09337.

Full description at Econpapers || Download paper

2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

Full description at Econpapers || Download paper

2024Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2024). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2310.18903.

Full description at Econpapers || Download paper

2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Papers. RePEc:arx:papers:2405.02575.

Full description at Econpapers || Download paper

2025Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage. (2025). Klabjan, Diego ; Hong, Yoonsik. In: Papers. RePEc:arx:papers:2508.14784.

Full description at Econpapers || Download paper

2024The Long-Run Bound Cointegration Influence of Unemployment Rate on the Nigerian Economic Growth. (2024). Usman, Muhammad Ahmad ; Atah, Ummi Ibrahim ; Salihu, Jamilu. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:10:p:261-271.

Full description at Econpapers || Download paper

2024Market power and income disparities: How can firms influence the gap between capital and labor earnings. (2024). Amountzias, Chrysovalantis. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:3:p:861-888.

Full description at Econpapers || Download paper

2024Banking concentration, financial openness, and financial development. (2024). Reed, Robert R ; Ghossoub, Edgar A ; Harrison, Andre. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:1:p:120-159.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024On 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

2024Comprehensive Analysis of Volatility Spillover and Investment Efficiency of Stocks of Electrical Vehicles. (2024). Gupta, Shradha ; Bagchi, Sadhna ; Mohanty, Debasis. In: Acta Universitatis Bohemiae Meridionalis. RePEc:boh:actaub:v:27:y:2024:i:3:p:67-80.

Full description at Econpapers || Download paper

2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

Full description at Econpapers || Download paper

2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

Full description at Econpapers || Download paper

2024Nowcasting Inflation at Quantiles: Causality from Commodities. (2024). Caporin, Massimiliano ; Boni, Sara ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps102.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2024European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good. (2024). Wall, Larry ; Refait-Alexandre, Catherine. In: Working Papers. RePEc:crb:wpaper:2024-12.

Full description at Econpapers || Download paper

2024Asymmetric Effect of Oil Prices on Kazakhstan€™s Stock Market Index and Exchange Rate. (2024). Azretbergenova, Gulmira ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-2.

Full description at Econpapers || Download paper

2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

Full description at Econpapers || Download paper

2024Do separate bidding zones within countries create imbalances in PV uptake? Evidence from Sweden. (2024). Fink, Johanna. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013175.

Full description at Econpapers || Download paper

2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Dai, LU ; Yang, Jizhe. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

Full description at Econpapers || Download paper

2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

Full description at Econpapers || Download paper

2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

Full description at Econpapers || Download paper

2024Maternity leave reform and womens labor supply: Evidence from China. (2024). Shen, YU ; Qie, Xueting ; Bi, Qingmiao. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001457.

Full description at Econpapers || Download paper

2025Surviving the storm: Evaluating the role of enterprise risk management in property and liability insurers performance during the COVID-19 pandemic. (2025). Yang, Charles C ; Lee, Wing Yan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000197.

Full description at Econpapers || Download paper

2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

Full description at Econpapers || Download paper

2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

Full description at Econpapers || Download paper

2024Does geopolitical risk affect exports? Evidence from China. (2024). Ren, Xiang ; Ma, Qing ; Fu, Qiang ; Liu, KE. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1558-1569.

Full description at Econpapers || Download paper

2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

Full description at Econpapers || Download paper

2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

Full description at Econpapers || Download paper

2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

Full description at Econpapers || Download paper

2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

Full description at Econpapers || Download paper

2024Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Gao, Yang ; Liu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536.

Full description at Econpapers || Download paper

2024How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Mani, Slavica ; Gaji-Glamolija, Marina ; Ivkov, Dejan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000706.

Full description at Econpapers || Download paper

2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

Full description at Econpapers || Download paper

2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

Full description at Econpapers || Download paper

2024Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

Full description at Econpapers || Download paper

2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

Full description at Econpapers || Download paper

2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

Full description at Econpapers || Download paper

2024Green 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

2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

Full description at Econpapers || Download paper

2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

Full description at Econpapers || Download paper

2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

Full description at Econpapers || Download paper

2025Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

Full description at Econpapers || Download paper

2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

Full description at Econpapers || Download paper

2025ESG rating divergence and stock price crash risk. (2025). Ju, Chunhua ; Fang, Xusheng ; Shen, Zhonghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002481.

Full description at Econpapers || Download paper

2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

Full description at Econpapers || Download paper

2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

Full description at Econpapers || Download paper

2025The temporal variability in the returns of socially responsible funds to structural oil shocks. (2025). Vo, Xuan Vinh ; Ur, Mobeen ; Nautiyal, Neeraj ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000063.

Full description at Econpapers || Download paper

2025A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures. (2025). Chen, Zhenlong ; Zhou, Qingnan ; Liu, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000488.

Full description at Econpapers || Download paper

2025Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty. (2025). Wang, Bin ; Yan, Wan-Lin ; Kong, Adrian Wai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000506.

Full description at Econpapers || Download paper

2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

Full description at Econpapers || Download paper

2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

Full description at Econpapers || Download paper

2024COVID-19 literature in Elsevier finance journal ecosystem. (2024). Pandey, Dharen ; Hunjra, Ahmed ; Lal, Madan ; Bruna, Maria Giuseppina ; Rai, Varun Kumar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003896.

Full description at Econpapers || Download paper

2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

Full description at Econpapers || Download paper

2024Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

Full description at Econpapers || Download paper

2025The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645.

Full description at Econpapers || Download paper

2025The impact of the openness of trade and finance on financial development: Evidence from emerging markets. (2025). Jiajia, Yan ; Yinghao, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s156601412500010x.

Full description at Econpapers || Download paper

2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

Full description at Econpapers || Download paper

2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

Full description at Econpapers || Download paper

2024Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Zhang, Dongyang ; Bai, Dingchuan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387.

Full description at Econpapers || Download paper

2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

Full description at Econpapers || Download paper

2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

Full description at Econpapers || Download paper

2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

Full description at Econpapers || Download paper

2024How does Shanghai crude oil futures affect top global oil companies: The role of multi-uncertainties. (2024). Zhang, Dayong ; Ji, Qiang ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000628.

Full description at Econpapers || Download paper

2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

Full description at Econpapers || Download paper

2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

Full description at Econpapers || Download paper

2024The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531.

Full description at Econpapers || Download paper

2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

Full description at Econpapers || Download paper

2024U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

Full description at Econpapers || Download paper

2024Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

Full description at Econpapers || Download paper

2024Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective. (2024). Tiwari, Aviral ; Naeem, Muhammad ; Zhang, Jing ; Ji, Hao. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400389x.

Full description at Econpapers || Download paper

2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

Full description at Econpapers || Download paper

2024How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

Full description at Econpapers || Download paper

2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

Full description at Econpapers || Download paper

2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

Full description at Econpapers || Download paper

2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

Full description at Econpapers || Download paper

2024Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

Full description at Econpapers || Download paper

2024Complexity in low-carbon transitions: Uncertainty and policy implications. (2024). Marsiglio, Simone ; Tolotti, Marco. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005115.

Full description at Econpapers || Download paper

2024Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413.

Full description at Econpapers || Download paper

2024The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133.

Full description at Econpapers || Download paper

2024Energy firms in China towards resilience: A dynamic quantile connectedness approach. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Karadimitropoulou, Aikaterini ; Karkalakos, Sotiris ; Koulmas, Pavlos. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006297.

Full description at Econpapers || Download paper

2024Electricity storage or transmission? Comparing social welfare between electricity arbitrages. (2024). Takeuchi, Kenji ; Yagi, Chihiro. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006777.

Full description at Econpapers || Download paper

2024How does the construction of new generation of national AI innovative development pilot zones drive enterprise ESG development? Empirical evidence from China. (2024). Liu, Baoliu ; Wu, Yuxi ; Gan, Jiawu ; Huang, Yujie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007199.

Full description at Econpapers || Download paper

2024Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches. (2024). el Khoury, Rim ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007205.

Full description at Econpapers || Download paper

2025Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy. (2025). , Zheng ; Liu, Liping ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007655.

Full description at Econpapers || Download paper

2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

Full description at Econpapers || Download paper

2025A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022). (2025). Tripathi, Abhinava ; Jha, Ravi Raushan ; Vadhava, Charu. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001148.

Full description at Econpapers || Download paper

2025Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

Full description at Econpapers || Download paper

2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

Full description at Econpapers || Download paper

2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

Full description at Econpapers || Download paper

2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

Full description at Econpapers || Download paper

2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

Full description at Econpapers || Download paper

2025Assessing price elasticity in US residential electricity consumption: A comparison of monthly and annual data with recession implications. (2025). Mamkhezri, Jamal. In: Energy Policy. RePEc:eee:enepol:v:200:y:2025:i:c:s0301421525000448.

Full description at Econpapers || Download paper

2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

Full description at Econpapers || Download paper

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

Shigeyuki Hamori has edited the books:

YearTitleTypeCited

Works by Shigeyuki Hamori:

YearTitleTypeCited
2018ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2009Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China In: China & World Economy.
[Full Text][Citation analysis]		article15
2019ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY In: Economic Inquiry.
[Full Text][Citation analysis]		article4
1989 Information Costs, Learning Process and the Effectiveness of Monetary Policy. In: Scandinavian Journal of Economics.
[Citation analysis]		article1
2008Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article11
2009An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article0
2005An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries In: Economics Bulletin.
[Full Text][Citation analysis]		article13
2007The information role of commodity prices in formulating monetary policy: some evidence from Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2007Sources of Real and Nominal Exchange Rate Movements for the Euro In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2007An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2007International Capital Flows and the Frankel-Dooley-Mathieson Puzzle In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2009An Empirical Analysis of the Money Demand Function in India In: Economics Bulletin.
[Full Text][Citation analysis]		article26
2008An empirical analysis of the money demand function in India.(2008) In: IDE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2014An Empirical Analysis of the Money Demand Function in India.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		chapter
2009On the Sustainability of Budget Deficits in the Euro Area In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2009Price and Wage Setting in Japan: An Empirical Investigation In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2008Do Chinese employers discriminate against females when hiring employees ? In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2014Do Chinese Employers Discriminate Against Females When Hiring Employees?.(2014) In: SpringerBriefs in Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 3		chapter
2008Empirical Analysis of the Money Demand Function in Sub-Saharan Africa In: Economics Bulletin.
[Full Text][Citation analysis]		article20
2009Empirical analysis of import demand behavior of least developed countries In: Economics Bulletin.
[Full Text][Citation analysis]		article3
2009Empirical Analysis of Import Demand Behavior of Least Developed Countries.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2009Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2009Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009Empirical analysis of export demand behavior of LDCs: Panel cointegration approach In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2009Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2009Globalization, financial depth, and inequality in Sub-Saharan Africa In: Economics Bulletin.
[Full Text][Citation analysis]		article74
2009Globalization, Financial Depth, and Inequality in Sub-Saharan Africa.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
2009What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2009What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India.(2009) In: IDE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010The Interdependence of Taiwanese and Japanese Stock Prices In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010The interdependence of Taiwanese and Japanese stock prices.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2010The size of the underground economy in Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010The size of the underground economy in Japan.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2010The efficiency of the Chinese stock market and the role of market liberalization In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2011Estimating the import demand function in the autoregressive distributed lag framework: The case of China In: Economics Bulletin.
[Full Text][Citation analysis]		article15
2011Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article11
2011The Sustainability of Trade Balances in China In: Economics Bulletin.
[Full Text][Citation analysis]		article0
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]		article13
2011An empirical analysis on the efficiency of the microfinance investment market In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010An empirical analysis on the efficiency of the microfinance investment market.(2010) In: IDE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2012Exploring the dynamic interdependence between gold and other financial markets In: Economics Bulletin.
[Full Text][Citation analysis]		article22
2012Informational roles of commodity prices for monetary policy: evidence from the Euro area In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2012Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2010Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2010Bivariate probit analysis of differences between male and female formal employment in urban China In: Journal of Asian Economics.
[Full Text][Citation analysis]		article2
2014Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China.(2014) In: SpringerBriefs in Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 2		chapter
2012Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis In: Journal of Asian Economics.
[Full Text][Citation analysis]		article35
2012The effect of financial deepening on inequality: Some international evidence In: Journal of Asian Economics.
[Full Text][Citation analysis]		article68
2013Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore In: Journal of Asian Economics.
[Full Text][Citation analysis]		article9
2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article10
2009Economic returns to schooling in urban China: OLS and the instrumental variables approach In: China Economic Review.
[Full Text][Citation analysis]		article47
2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article17
2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article10
1998Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan In: Economic Modelling.
[Full Text][Citation analysis]		article2
2008Information content of commodity futures prices for monetary policy In: Economic Modelling.
[Full Text][Citation analysis]		article26
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
[Full Text][Citation analysis]		article26
2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
[Full Text][Citation analysis]		article42
2014Spillovers among CDS indexes in the US financial sector In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2014The conditional dependence structure of insurance sector credit default swap indices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article13
2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article31
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article27
2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2019Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2020Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2021Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2016Random forests-based early warning system for bank failures In: Economics Letters.
[Full Text][Citation analysis]		article46
1992Test of C-CAPM for Japan: 1980-1988 In: Economics Letters.
[Full Text][Citation analysis]		article16
1992On the structural stability of preference parameters obtained from Japanese financial market data In: Economics Letters.
[Full Text][Citation analysis]		article3
1993Test of the international equity integration of Japan In: Economics Letters.
[Full Text][Citation analysis]		article1
1997Testing for a unit root in the presence of a variance shift1 In: Economics Letters.
[Full Text][Citation analysis]		article64
2004Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework In: Economics Letters.
[Full Text][Citation analysis]		article12
2007Co-movement in the price of risk of aggregate equity markets In: Economic Systems.
[Full Text][Citation analysis]		article1
2008Demand for money in the Euro area In: Economic Systems.
[Full Text][Citation analysis]		article30
2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU In: Energy Economics.
[Full Text][Citation analysis]		article3
2025Conditional threshold effects of stock market volatility on crude oil market volatility In: Energy Economics.
[Full Text][Citation analysis]		article0
2005Causality in variance and the type of traders in crude oil futures In: Energy Economics.
[Full Text][Citation analysis]		article18
2010Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States In: Energy Policy.
[Full Text][Citation analysis]		article50
2011Impact of subsidy policies on diffusion of photovoltaic power generation In: Energy Policy.
[Full Text][Citation analysis]		article55
2013Testing causal relationships between wholesale electricity prices and primary energy prices In: Energy Policy.
[Full Text][Citation analysis]		article23
2018Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article167
2021Not all bank systemic risks are alike: Deposit insurance and bank risk revisited In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article31
2022Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article41
2023Modeling the global sovereign credit network under climate change In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article27
2024The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2023The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers.(2023) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
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]		article5
2014Macroeconomic impacts of oil prices and underlying financial shocks In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article56
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article8
2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article50
2024Asymmetric Higher-Moment spillovers between sustainable and traditional investments In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2000An empirical analysis of economic fluctuations in Japan: 1885-1940 In: Japan and the World Economy.
[Full Text][Citation analysis]		article2
2000Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article22
2000A theory of quality signaling in the marriage market In: Japan and the World Economy.
[Full Text][Citation analysis]		article5
2001An empirical analysis on the stability of Japans aggregate import demand function In: Japan and the World Economy.
[Full Text][Citation analysis]		article14
2001Seasonality and stock returns: some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article2
2003Alternative characterization of the volatility in the growth rate of real GDP In: Japan and the World Economy.
[Full Text][Citation analysis]		article30
1997Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]		article1
2015Modeling interest rate volatility: A Realized GARCH approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
2019Calibration estimation of semiparametric copula models with data missing at random In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2020Copula-based regression models with data missing at random In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
2025Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2025Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries? In: Resources Policy.
[Full Text][Citation analysis]		article0
2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis In: Resources Policy.
[Full Text][Citation analysis]		article25
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article12
2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article54
2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article98
2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2024How does venture capital play a role in corporate green innovation? Evidence from China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article1
2014On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK In: Research in International Business and Finance.
[Full Text][Citation analysis]		article21
2018The long-run relationship between farm size and productivity In: China Agricultural Economic Review.
[Full Text][Citation analysis]		article1
2008A new approach to analysing comovement in European equity markets In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets In: Energies.
[Full Text][Citation analysis]		article17
2019Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains In: Energies.
[Full Text][Citation analysis]		article4
2019Determinants of the Long-Term Correlation between Crude Oil and Stock Markets In: Energies.
[Full Text][Citation analysis]		article10
2020Forecasting Crude Oil Market Crashes Using Machine Learning Technologies In: Energies.
[Full Text][Citation analysis]		article7
2020The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas In: Energies.
[Full Text][Citation analysis]		article3
2020Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different? In: Energies.
[Full Text][Citation analysis]		article26
2020Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach In: Energies.
[Full Text][Citation analysis]		article4
2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management In: Energies.
[Full Text][Citation analysis]		article9
2020How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe In: Energies.
[Full Text][Citation analysis]		article14
2020Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index? In: Energies.
[Full Text][Citation analysis]		article12
2020Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe In: Energies.
[Full Text][Citation analysis]		article7
2020Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises? In: Energies.
[Full Text][Citation analysis]		article3
2021Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach In: Energies.
[Full Text][Citation analysis]		article10
2021On the Predictability of China Macro Indicator with Carbon Emissions Trading In: Energies.
[Full Text][Citation analysis]		article0
2024Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions In: Energies.
[Full Text][Citation analysis]		article1
2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis In: JRFM.
[Full Text][Citation analysis]		article14
2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis.(2018) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2018Modeling the Dependence Structure of Share Prices among Three Chinese City Banks In: JRFM.
[Full Text][Citation analysis]		article2
2018Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform In: JRFM.
[Full Text][Citation analysis]		article1
2018Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility In: JRFM.
[Full Text][Citation analysis]		article5
2019Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks In: JRFM.
[Full Text][Citation analysis]		article6
2019Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model In: JRFM.
[Full Text][Citation analysis]		article2
2020Recent Advancements in Section “Financial Technology and Innovation” In: JRFM.
[Full Text][Citation analysis]		article0
2020Empirical Finance In: JRFM.
[Full Text][Citation analysis]		article5
2020The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models In: JRFM.
[Full Text][Citation analysis]		article8
2021ESG Disclosures and Stock Price Crash Risk In: JRFM.
[Full Text][Citation analysis]		article20
2021New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market? In: JRFM.
[Full Text][Citation analysis]		article1
2023Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates? In: JRFM.
[Full Text][Citation analysis]		article0
2025A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest In: JRFM.
[Full Text][Citation analysis]		article0
2025Financial Mechanisms of Corporate Bankruptcy: Are They Different or Similar Across Crises? In: Risks.
[Full Text][Citation analysis]		article0
2020Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction In: Risks.
[Full Text][Citation analysis]		article6
2018A Sustainable Metropolis: Perspectives of Population, Productivity and Parity In: Sustainability.
[Full Text][Citation analysis]		article2
2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
[Full Text][Citation analysis]		article8
2018Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model In: Sustainability.
[Full Text][Citation analysis]		article4
2017Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model.(2017) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China In: Sustainability.
[Full Text][Citation analysis]		article1
2023Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods In: Sustainability.
[Full Text][Citation analysis]		article0
2017Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence In: International Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2009Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners In: The IUP Journal of Applied Economics.
[Citation analysis]		article0
2002Some International Evidence on the Seasonality of Stock Prices In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article1
2004Information Flow between Price Change and Trading Volume in Gold Futures Contracts In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article6
2009An Empirical Analysis of the Monetary Policy Reaction Function in India In: IDE Discussion Papers.
[Full Text][Citation analysis]		paper6
2010How has financial deepening affected poverty reduction in India? : empirical analysis using state-level panel data In: IDE Discussion Papers.
[Full Text][Citation analysis]		paper30
2012How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2011Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor? In: IDE Discussion Papers.
[Full Text][Citation analysis]		paper0
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
2012Market efficiency of commodity futures in India In: IDE Discussion Papers.
[Full Text][Citation analysis]		paper11
2014Market efficiency of commodity futures in India.(2014) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2014Market Efficiency of Commodity Futures in India.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		chapter
2012Testing for Rational Bubbles in the Commodity Market In: Accounting and Finance Research.
[Full Text][Citation analysis]		article1
2013On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies In: International Journal of Financial Research.
[Full Text][Citation analysis]		article3
2013On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates In: International Journal of Financial Research.
[Full Text][Citation analysis]		article3
2014Cointegration with Regime Shift between Gold and Financial Variables In: International Journal of Financial Research.
[Full Text][Citation analysis]		article4
2006Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article2
2024Reality Hits Early Warning System: Based on Unsupervised Isolation Forest Anomaly Detection In: Discussion Paper Series.
[Citation analysis]		paper0
2024Is It Possible to Detect the Insolvency of a Company? In: Discussion Paper Series.
[Citation analysis]		paper0
2014Are government interventions effective in regulating Chinas house prices? In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2014House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2015Financial Development and Financial Openness Nexus: The Precondition of Banking Competition In: Discussion Papers.
[Citation analysis]		paper7
2016Financial development and financial openness nexus: the precondition of banking competition.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2016The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach In: Discussion Papers.
[Citation analysis]		paper1
2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH.(2018) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2017Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies In: Discussion Papers.
[Citation analysis]		paper0
2023Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2012Economic Openness and Growth in China and India: A Comparative Study In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2012Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2014Exchange Rate Flexibility and the Integration of the Securities Market in East Asia In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article1
2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
[Full Text][Citation analysis]		article0
2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article5
2016Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2016Financial Access and Economic Growth: Evidence from Sub-Saharan Africa In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article27
2016Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article9
2023A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article2
2005Import Demand Function: Some Evidence from Madagascar and Mauritius In: Journal of African Economies.
[Citation analysis]		article17
2009Microfinance and Inequality In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2009Formal Employment, Informal Employment and Income Differentials in Urban China In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009Energy prices and China’s international competitiveness In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2012The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2013Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2017Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach In: Applied Economics and Finance.
[Full Text][Citation analysis]		article1
2020Does Ensemble Learning Always Lead to Better Forecasts? In: Applied Economics and Finance.
[Full Text][Citation analysis]		article0
2020Spillover effects between energies, gold, and stock: the United States versus China In: Energy & Environment.
[Full Text][Citation analysis]		article15
2007International Competitiveness in Africa In: Advanced Studies in Theoretical and Applied Econometrics.
[Citation analysis]		book0
2004The link between inflation and inflation uncertainty: Evidence from G7 countries In: Empirical Economics.
[Full Text][Citation analysis]		article31
2009Volatility transmission between Japan, UK and USA in daily stock returns In: Empirical Economics.
[Full Text][Citation analysis]		article15
2020Co-movements in commodity markets and implications in diversification benefits In: Empirical Economics.
[Full Text][Citation analysis]		article12
2022The impact of economic uncertainty caused by COVID-19 on renewable energy stocks In: Empirical Economics.
[Full Text][Citation analysis]		article14
2024The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence In: Eurasian Economic Review.
[Full Text][Citation analysis]		article2
2024Empirical study about the effect of parental and child longevity on child education under COVID-19 In: International Journal of Economic Policy Studies.
[Full Text][Citation analysis]		article0
2014Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2014Greek sovereign bond index, volatility, and structural breaks In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2014Introduction In: SpringerBriefs in Economics.
[Citation analysis]		chapter0
2014Rural Migration and Sectoral Earning Differences in Urban China In: SpringerBriefs in Economics.
[Citation analysis]		chapter0
2014A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China In: SpringerBriefs in Economics.
[Citation analysis]		chapter2
2014An Empirical Analysis of Gender Wage Differentials in Urban China In: SpringerBriefs in Economics.
[Citation analysis]		chapter0
2014Formal and Informal Employment in Urban China: Income Differentials In: SpringerBriefs in Economics.
[Citation analysis]		chapter2
2014Economic Returns to Schooling in Urban China: Ordinary Least Squares the Instrumental Variables Approach In: SpringerBriefs in Economics.
[Citation analysis]		chapter0
2021Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices? In: SpringerBriefs in Economics.
[Citation analysis]		chapter3
2021Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach In: SpringerBriefs in Economics.
[Citation analysis]		chapter2
2021Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold? In: SpringerBriefs in Economics.
[Citation analysis]		chapter3
2021How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy? In: SpringerBriefs in Economics.
[Citation analysis]		chapter1
2014Rural Labor Migration, Discrimination, and the New Dual Labor Market in China In: SpringerBriefs in Economics.
[Citation analysis]		book7
2021ESG Investment in the Global Economy In: SpringerBriefs in Economics.
[Citation analysis]		book7
2005Empirical Techniques in Finance In: Springer Finance.
[Citation analysis]		book0
2006On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods In: Statistical Papers.
[Full Text][Citation analysis]		article7
2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
[Full Text][Citation analysis]		article3
2006Linkages among agricultural commodity futures prices: some further evidence from Tokyo In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2009International term structure of interest rates in the Euro area In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2009The sustainability of trade accounts of the G-7 countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article9
2012Panel cointegration analysis of co-movement between interest rate swap and treasury markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2013Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis In: Applied Economics Letters.
[Full Text][Citation analysis]		article18
2013Dynamic linkages among cross-currency swap markets under stress In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2013The causal relationships between sovereign CDS premiums for Japan and selected EU countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2015Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2016Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2017Banking sector resilience to financial spillovers In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2019Asymmetric technological distance measure based on language model In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2020Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
1996Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan In: Applied Economics Letters.
[Full Text][Citation analysis]		article15
1997A simple method to test the Fisher effect In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1998Money, exchange rates and international business cycle between Japan and the United States In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
1999Stability of the money demand function in Germany In: Applied Economics Letters.
[Full Text][Citation analysis]		article12
1999Habit formation and durability and consumption: some evidence from income quintile groups in Japan In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
1999Government consumption and fiscal policy: some evidence from Japan In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
2000Seasonal integration and Japanese aggregate data In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2000International transmission of stock prices among G7 countries: LA-VAR approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article14
2001Seasonal cointegration and the money demand function: some evidence from Japan In: Applied Economics Letters.
[Full Text][Citation analysis]		article20
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
2013Crude oil hedging strategy: new evidence from the data of the financial crisis In: Applied Financial Economics.
[Full Text][Citation analysis]		article14
2013Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ In: Applied Financial Economics.
[Full Text][Citation analysis]		article25
2013Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article20
2013An asymmetric DCC analysis of correlations among bank CDS indices In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article15
2014Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
1998A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
1997The characteristics of the business cycle in Japan In: Applied Economics.
[Full Text][Citation analysis]		article4
2000The transmission mechanism of business cycles among Germany, Japan, the UK and the USA In: Applied Economics.
[Full Text][Citation analysis]		article8
2003Some international evidence on the stability of aggregate import demand function In: Applied Economics.
[Full Text][Citation analysis]		article7
2011An empirical analysis of real exchange rate movements in the euro In: Applied Economics.
[Full Text][Citation analysis]		article5
2013An empirical analysis of the relationship between economic development and population growth in China In: Applied Economics.
[Full Text][Citation analysis]		article29
2014The effects of oil price shocks on expenditure category CPI In: Applied Economics.
[Full Text][Citation analysis]		article6
2014Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China In: Applied Economics.
[Full Text][Citation analysis]		article1
2014Crowding-out effects of affordable and unaffordable housing in China, 1999-2010 In: Applied Economics.
[Full Text][Citation analysis]		article4
2016Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets In: Applied Economics.
[Full Text][Citation analysis]		article11
2016Asymmetric correlations in gold and other financial markets In: Applied Economics.
[Full Text][Citation analysis]		article6
2024Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan In: Applied Economics.
[Full Text][Citation analysis]		article0
2001SEASONAL INTEGRATION FOR DAILY DATA In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2013An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis In: The European Journal of Finance.
[Full Text][Citation analysis]		article22
2020Moving average threshold heterogeneous autoregressive (MAT‐HAR) models In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2001An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japans Tokugawa Era In: Journal of Futures Markets.
[Full Text][Citation analysis]		article12
2011Market efficiency among futures with different maturities: Evidence from the crude oil futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11
2013FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA In: Journal of International Development.
[Full Text][Citation analysis]		article11
2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article4
2019AN EMPIRICAL ANALYSIS OF MARITAL STATUS IN JAPAN In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1
2020HUMAN CAPITAL AND ENERGY: A DRIVER OR DRAG FOR ECONOMIC GROWTH In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article6
2020CAN BRICS’S CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1
2025TIME-VARYING FREQUENCY CONNECTEDNESS ANALYSIS ACROSS CRUDE OIL, GEOPOLITICAL RISK, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKETS In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0
2025DIFFERENT MOMENTS CREATE DIFFERENT SPILLOVERS: A STUDY OF COMMODITY MARKETS In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0
2019Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses In: World Scientific Books.
[Full Text][Citation analysis]		book0
2009Introduction of the Euro and the Monetary Policy of the European Central Bank In: World Scientific Books.
[Full Text][Citation analysis]		book2
2014Indian Economy:Empirical Analysis on Monetary and Financial Issues in India In: World Scientific Books.
[Full Text][Citation analysis]		book0
2009History of the EU Monetary Union In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Empirical Analysis of the Money Demand Function in the Euro Area In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2
2009Monetary Policy Rule of the European Central Bank In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Empirical Analysis of the Term Structure of Interest Rates in the Presence of Cross-Section Dependence In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Are Budget Deficits Sustainable in the Euro Area? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Yield Spread and Output Growth in the Euro Area In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009International Capital Flows and the Feldstein–Horioka Paradox In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Nominal and Real Exchange Rate Fluctuations: Euro, US Dollar, and Japanese Yen In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2009Euro Area Enlargement In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1
2019Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2019Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
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
2013GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter2
2014Introduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter6
2014Financial Variables as Policy Indicators: Empirical Evidence from India In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2014Is India Ready to Adopt a Policy Framework Targeting Inflation? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2014Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter4
2014What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2014How Has Financial Deepening Affected Poverty Reduction in India? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2014Financial Inclusion and Poverty Alleviation in India In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1
2014Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2016Introduction In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter7
2016Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2016Business Cycle Volatility and Hot Money in Emerging East Asian Markets In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2016Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2016Effects of Remittances on Poverty Reduction in Asia In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team