18
H index
23
i10 index
1446
Citations
Yonsei University | 18 H index 23 i10 index 1446 Citations RESEARCH PRODUCTION: 38 Articles 51 Papers 1 Chapters RESEARCH ACTIVITY: 25 years (1999 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pki53 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tae-Hwan Kim. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics | 4 |
Applied Economics Letters | 3 |
Journal of Time Series Analysis | 3 |
Journal of Econometrics | 3 |
Economics Letters | 3 |
Finance Research Letters | 3 |
Journal of Macroeconomics | 2 |
Oxford Bulletin of Economics and Statistics | 2 |
Econometrics Journal | 2 |
Year | Title of citing document | |
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2023 | An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999. Full description at Econpapers || Download paper | |
2024 | An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975. Full description at Econpapers || Download paper | |
2024 | A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595. Full description at Econpapers || Download paper | |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper | |
2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
2023 | Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
2024 | Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296. Full description at Econpapers || Download paper | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis. (2023). Poon, Aubrey ; Zhu, Dan ; Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2308.05486. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853. Full description at Econpapers || Download paper | |
2023 | Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658. Full description at Econpapers || Download paper | |
2023 | A General Framework for Importance Sampling with Latent Markov Processes. (2023). Jia, Yanwei ; Fuh, Cheng-Der ; Kou, Steven. In: Papers. RePEc:arx:papers:2311.12330. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676. Full description at Econpapers || Download paper | |
2023 | FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449. Full description at Econpapers || Download paper | |
2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper | |
2023 | Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201. Full description at Econpapers || Download paper | |
2023 | Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245. Full description at Econpapers || Download paper | |
2023 | The Application of Multiple-Output Quantile Regression on the US Financial Cycle. (2023). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2023/2. Full description at Econpapers || Download paper | |
2023 | Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6. Full description at Econpapers || Download paper | |
2023 | Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
2023 | Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035. Full description at Econpapers || Download paper | |
2023 | Variable screening based on Gaussian Centered L-moments. (2023). Marron, J S ; Oja, Hannu ; Zhang, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002122. Full description at Econpapers || Download paper | |
2024 | Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032. Full description at Econpapers || Download paper | |
2023 | Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
2024 | Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740. Full description at Econpapers || Download paper | |
2023 | Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063. Full description at Econpapers || Download paper | |
2023 | Semiparametric modeling of multiple quantiles. (2023). Luati, Alessandra ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002044. Full description at Econpapers || Download paper | |
2024 | Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415. Full description at Econpapers || Download paper | |
2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper | |
2024 | Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676. Full description at Econpapers || Download paper | |
2023 | New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772. Full description at Econpapers || Download paper | |
2024 | A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324. Full description at Econpapers || Download paper | |
2023 | Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365. Full description at Econpapers || Download paper | |
2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper | |
2023 | The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311. Full description at Econpapers || Download paper | |
2023 | Does financialization enhance renewable energy development in Sub-Saharan African countries?. (2023). Tiwari, Aviral ; Onifade, Stephen Taiwo ; Gyamfi, Bright Akwasi ; Ashraf, Sania ; Appiah, Michael. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003961. Full description at Econpapers || Download paper | |
2023 | Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events. (2023). Jiang, Zhengting ; Wu, Xinyu. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005029. Full description at Econpapers || Download paper | |
2023 | Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746. Full description at Econpapers || Download paper | |
2024 | The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361. Full description at Econpapers || Download paper | |
2024 | Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828. Full description at Econpapers || Download paper | |
2023 | Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890. Full description at Econpapers || Download paper | |
2023 | Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583. Full description at Econpapers || Download paper | |
2023 | Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper | |
2023 | The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119. Full description at Econpapers || Download paper | |
2023 | The asymmetric response of dividends to earnings news. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwood-Nimmo, Matthew. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001654. Full description at Econpapers || Download paper | |
2023 | The impact of EPU spillovers on the bond market volatility: Global evidence. (2023). Xue, Wenjun ; Li, Xiao ; Gong, Yuting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003033. Full description at Econpapers || Download paper | |
2023 | Economic and climate policy uncertainty, geopolitical risk and life insurance premiums in China: A quantile ARDL approach. (2023). Chang, Tsangyao ; Xiang, Feiyun ; Jiang, Shi-Jie. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005834. Full description at Econpapers || Download paper | |
2023 | Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061. Full description at Econpapers || Download paper | |
2023 | ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211. Full description at Econpapers || Download paper | |
2023 | Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287. Full description at Econpapers || Download paper | |
2024 | Improving inflation forecasts using robust measures. (2024). Zaman, Saeed ; Verbrugge, Randal. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745. Full description at Econpapers || Download paper | |
2023 | Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600. Full description at Econpapers || Download paper | |
2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper | |
2023 | What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242. Full description at Econpapers || Download paper | |
2024 | Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123. Full description at Econpapers || Download paper | |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper | |
2023 | Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432. Full description at Econpapers || Download paper | |
2023 | Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis. (2023). Sohag, Kazi ; Mariev, Oleg ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006729. Full description at Econpapers || Download paper | |
2023 | Role of green finance in resource efficiency and green economic growth. (2023). Sun, Yunpeng ; Gao, Pengpeng ; She, Shengxiang ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000570. Full description at Econpapers || Download paper | |
2023 | Natural resource rents and public debts nexus in African resource-rich and most indebted nations: Issues with aggregation bias. (2023). Ning, Zinan ; Wang, Wencheng ; Riti, Miriam-Kamah J ; Shu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001174. Full description at Econpapers || Download paper | |
2023 | The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484. Full description at Econpapers || Download paper | |
2023 | Breaking the climate deadlock: Leveraging the effects of natural resources on climate technologies to achieve COP26 targets. (2023). Patel, Ritesh ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002878. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908. Full description at Econpapers || Download paper | |
2023 | Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270. Full description at Econpapers || Download paper | |
2023 | Resource curse and green growth in China: Role of energy transitions under COP26 declarations. (2023). Zhao, Tuanjie ; Xu, Lingli ; Cai, Cheng ; Wan, Kang ; Yu, Siming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004798. Full description at Econpapers || Download paper | |
2023 | Regulating environmental pollution through natural resources and technology innovation: Revisiting the environment Kuznet curve in China through quantile-based ARDL estimations. (2023). Abduvaxitovna, Shamansurova Zilola ; Hishan, Sanil S ; Islam, Saiful ; Muda, Iskandar ; Kim, Thai Thi ; Wong, Wing-Keung ; Zhang, Mingming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004993. Full description at Econpapers || Download paper | |
2023 | Testing the resource curse hypothesis: The dynamic roles of institutional quality, inflation and growth for Dragon. (2023). Yue, Xiao-Guang ; Fahad, Shah ; Wang, Xiaofeng ; Hafeez, Muhammad ; Liu, Hua ; Zheng, Shiyong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005512. Full description at Econpapers || Download paper | |
2023 | Resources sustainability and energy transition in China: Asymmetric role of digital trade and policy uncertainty using QARDL. (2023). Liang, Miya ; Luo, Yibin ; Hu, Caishuang ; Zheng, Chaoliang ; Wang, Canghong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005561. Full description at Econpapers || Download paper | |
2023 | Do natural resources utilization and economic development reduce greenhouse gas emissions through consuming renewable and Clean Technology? A case study of China towards sustainable development goals. (2023). Ha, Ngo Ngan ; Ghardallou, Wafa ; Hoang, Anh Duong ; Cong, Phan The ; Muda, Iskandar ; Wong, Wing-Keung ; Dong, Yangzi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006323. Full description at Econpapers || Download paper | |
2023 | Revisiting resources curse hypothesis in China: Exploring the asymmetric effect of green investment and green innovation. (2023). Hu, Weihua ; Wei, Xuecheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006852. Full description at Econpapers || Download paper | |
2023 | Unraveling the complexity of Chinas sustainable development: A study on the interplay of natural resources, urbanization, and public transportation. (2023). Jiang, Xiaoxi ; Zhu, Weiping ; Li, Yunfeng ; Yildirim, Bilal. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s030142072300795x. Full description at Econpapers || Download paper | |
2023 | Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807. Full description at Econpapers || Download paper | |
2023 | The dynamic relationship between resources, finances, and sustainable development: An in-depth analysis. (2023). Huang, Yuzhe ; Yu, Jingxia ; Pan, Changchun ; Altuntas, Sumeyya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007857. Full description at Econpapers || Download paper | |
2023 | Natural resources rent and climate vulnerability: An inverted U-shaped relationship moderated by productive capacity, trade openness, and urbanization in resource-abundant countries. (2023). Iqbal, Mubasher ; Teng, Rui ; Li, Yabo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723010176. Full description at Econpapers || Download paper | |
2024 | Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Nawi, Hafizah Mat ; Li, Jianfeng ; Feng, Shanshan ; Shamansurova, Zilola ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper | |
2024 | Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230. Full description at Econpapers || Download paper | |
2024 | Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Shukurullaevich, Nizomjon Khajimuratov ; Arnone, Gioia ; Halteh, Khaled ; Liu, Liqun ; Mahmoud, Haitham A ; Alzoubi, Haitham M. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680. Full description at Econpapers || Download paper | |
2024 | How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199. Full description at Econpapers || Download paper | |
2024 | Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Awan, Ashar ; Hossain, Mohammad Razib ; Jahanger, Atif. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922. Full description at Econpapers || Download paper | |
2024 | Fintech inclusion in natural resource utilization, trade openness, resource productivity, recycling and minimizing waste generation: Does technology really drive economies toward green growth?. (2024). Huang, Lihua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002228. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2012 | Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2001 | James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 10 |
2000 | James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
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1999 | James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
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2000 | Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 20 |
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2002 | Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
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2000 | Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2005 | Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2003 | On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2008 | Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series. [Full Text][Citation analysis] | paper | 27 |
2015 | VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series. [Full Text][Citation analysis] | paper | 187 |
2015 | VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | article | |
2012 | VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2003 | Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 0 |
2004 | Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 8 |
2005 | Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2004 | Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
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2004 | Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal. [Full Text][Citation analysis] | article | 70 |
2004 | TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
2021 | Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2020 | Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2010 | Estimating monetary reaction functions at near zero interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2004 | Spurious regressions with stationary processes around linear trends In: Economics Letters. [Full Text][Citation analysis] | article | 24 |
2002 | Unit root tests with a break in innovation variance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 79 |
2015 | Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics. [Full Text][Citation analysis] | article | 156 |
2014 | Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
2015 | The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2014 | The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2015 | The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2004 | On more robust estimation of skewness and kurtosis In: Finance Research Letters. [Full Text][Citation analysis] | article | 152 |
2012 | Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
2005 | On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 109 |
2012 | Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
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2017 | Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 2 |
2004 | More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 172 |
2008 | Forecasting changes in UK interest rates In: Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
2007 | Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2007 | Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2006 | Forecasting changes in UK interest rates.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
2020 | Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking. [Citation analysis] | article | 37 |
2009 | The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2007 | Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
2007 | Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper. [Full Text][Citation analysis] | paper | 19 |
2020 | Does political orientation affect happiness? The case of South Korea In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2010 | The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2001 | Unit root tests based on inequality-restricted estimators In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2004 | Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 25 |
2012 | The influence of school quality on housing prices in Korea In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2006 | Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2008 | A more powerful modification of Johansens cointegration tests In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2015 | Revisiting growth empirics based on IV panel quantile regression In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification In: Econometrics. [Full Text][Citation analysis] | paper | 4 |
2017 | UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
2014 | UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | A test for endogeneity in conditional quantile models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2012 | On measuring the nonlinear effect of interest rates on inflation and output In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Testing for Autocorrelation in Quantile Regression Models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | Multi-dimensional Risk and its Diversification In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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