Tatsushi Oka : Citation Profile

Keio University

7

H index

6

i10 index

483

Citations

RESEARCH PRODUCTION:

11

Articles

22

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 23
   Journals where Tatsushi Oka has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 11 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok37
   Updated: 2025-05-17    RAS profile: 2024-11-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GAO, Jiti (3)

Whang, Yoon-Jae (2)

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

Is cited by:

Shahzad, Syed Jawad Hussain (30)

GUPTA, RANGAN (19)

Sohag, Kazi (16)

Uddin, Gazi (14)

Tiwari, Aviral (12)

Callaway, Brantly (12)

Bouri, Elie (12)

Perron, Pierre (11)

Roubaud, David (11)

Lau, Chi Keung (7)

Výrost, Tomáš (7)

Cites to:

Chernozhukov, Victor (55)

Fernandez-Val, Ivan (36)

Perron, Pierre (33)

Bai, Jushan (31)

Imbens, Guido (15)

Abadie, Alberto (13)

Smith, Jeffrey (12)

Angrist, Joshua (11)

Galvao, Antonio (10)

Melly, Blaise (9)

Newey, Whitney (9)

Main data

Where Tatsushi Oka has published?

Journals with more than one article published# docs
Journal of Econometrics7

Working Papers Series with more than one paper published# docs
Papers / arXiv.org12
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Tatsushi Oka (2025 and 2024)

YearTitle of citing document
2024A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

Full description at Econpapers || Download paper

2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

Full description at Econpapers || Download paper

2024Difference in Differences with Time-Varying Covariates. (2024). Callaway, Brantly ; Payne, Stroud ; Rodrigues, Hugo Sant'Anna ; Caetano, Carolina. In: Papers. RePEc:arx:papers:2202.02903.

Full description at Econpapers || Download paper

2024Inference in Predictive Quantile Regressions. (2024). Maynard, Alex ; Kuriyama, Nina ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:2306.00296.

Full description at Econpapers || Download paper

2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

Full description at Econpapers || Download paper

2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

Full description at Econpapers || Download paper

2024CAESar: Conditional Autoregressive Expected Shortfall. (2024). Mazzarisi, Piero ; Gatta, Federico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.06619.

Full description at Econpapers || Download paper

2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

Full description at Econpapers || Download paper

2024A Simple Interactive Fixed Effects Estimator for Short Panels. (2024). Phillips, Robert ; Williams, Benjamin D. In: Papers. RePEc:arx:papers:2410.12709.

Full description at Econpapers || Download paper

2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

Full description at Econpapers || Download paper

2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

Full description at Econpapers || Download paper

2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

Full description at Econpapers || Download paper

2025Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785.

Full description at Econpapers || Download paper

2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

Full description at Econpapers || Download paper

2024Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan. (2024). Tan, Yong ; Sasaki, Yuya ; Rodrigue, Joel ; Li, Tong ; Callaway, Brantly. In: Staff Working Papers. RePEc:bca:bocawp:24-7.

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

Full description at Econpapers || Download paper

2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

Full description at Econpapers || Download paper

2024Energy security risk and financial development nexus: Disaggregated level evidence from South Korea by cross-quantilogram approach. (2024). Pata, Ugur Korkut ; Kartal, Mustafa Tevfik ; Alola, Andrew Adewale. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400518x.

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

2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Chang, Tsangyao ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

Full description at Econpapers || Download paper

2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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

2024Identification of quantile treatment effects in difference-in-differences settings with staggered adoption. (2024). Li, Xiaofeng ; Lin, Lihua. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002763.

Full description at Econpapers || Download paper

2024Standard errors for panel data models with unknown clusters. (2024). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303341.

Full description at Econpapers || Download paper

2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

Full description at Econpapers || Download paper

2024Factor proportions model for Russian mineral supply-driven global energy transition: Does externality matter?. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Sergi, Bruno S ; Berezin, Andrey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007405.

Full description at Econpapers || Download paper

2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Chishti, Muhammad Zubair ; Xia, Xiqiang ; Dogan, Eyup. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

Full description at Econpapers || Download paper

2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

Full description at Econpapers || Download paper

2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

Full description at Econpapers || Download paper

2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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

2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

Full description at Econpapers || Download paper

2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Min. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

Full description at Econpapers || Download paper

2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Shahbaz, Muhammad ; Islam, Md. Monirul ; Samargandi, Nahla. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

Full description at Econpapers || Download paper

2024Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824.

Full description at Econpapers || Download paper

2024Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Ozkan, Oktay. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017304.

Full description at Econpapers || Download paper

2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

Full description at Econpapers || Download paper

2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

Full description at Econpapers || Download paper

2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

Full description at Econpapers || Download paper

2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Mikhaylov, Alexey ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000874.

Full description at Econpapers || Download paper

2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

Full description at Econpapers || Download paper

2024The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100.

Full description at Econpapers || Download paper

2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

Full description at Econpapers || Download paper

2024The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram. (2024). Fu, Yimang ; Xiang, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400970x.

Full description at Econpapers || Download paper

2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

Full description at Econpapers || Download paper

2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2024Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Yang, Xiaoming ; Vasa, Laszlo ; Mentel, Grzegorz ; Ahmad, Ashfaq. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260.

Full description at Econpapers || Download paper

2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

Full description at Econpapers || Download paper

2024Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia. (2024). Islam, Md. Monirul ; Tarique, MD ; Alam, Md Fakhre ; Ur, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001910.

Full description at Econpapers || Download paper

2024Gap in many dimensions: Application to gender. (2024). Maasoumi, Esfandiar ; Kobus, Martyna ; Kapera, Marek. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000770.

Full description at Econpapers || Download paper

2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

Full description at Econpapers || Download paper

2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Ahmed, Faroque. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367.

Full description at Econpapers || Download paper

2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996.

Full description at Econpapers || Download paper

2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

Full description at Econpapers || Download paper

2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

Full description at Econpapers || Download paper

2024Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars. (2024). Horváth, Matúš ; Horvath, Matu ; Gyonyor, Lucie Stank. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000229.

Full description at Econpapers || Download paper

2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

Full description at Econpapers || Download paper

2024Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets. (2024). Chishti, Muhammad Zubair ; Patel, Ritesh ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001326.

Full description at Econpapers || Download paper

2025The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008.

Full description at Econpapers || Download paper

2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pirtea, Marilen Gabriel ; Pang, Lidong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x.

Full description at Econpapers || Download paper

2024Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149.

Full description at Econpapers || Download paper

2024How do energy-saving policies improve environmental quality: Evidence from China’s Top 10,000 energy-consuming enterprises program. (2024). Shao, Shuai ; Yang, Lili ; Xu, LE ; Yu, Dianfan. In: World Development. RePEc:eee:wdevel:v:175:y:2024:i:c:s0305750x2300284x.

Full description at Econpapers || Download paper

2024Impact of Venezuelan Migration on the Informal Workforce of Native Workers in Colombia. (2024). Campo Robledo, Jacobo ; Bustos, William Prieto ; Dominguez, Juliana Molina ; Castillo, Cristian Dario. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:2:p:38-:d:1331911.

Full description at Econpapers || Download paper

2025Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study. (2025). Bannerjee, Siddhartha S ; Pillai, Rekha ; Mohsen, Mujeeb Saif ; Tabash, Mosab I. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:66-:d:1604781.

Full description at Econpapers || Download paper

2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

Full description at Econpapers || Download paper

2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

Full description at Econpapers || Download paper

2024The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas. (2024). Tiwari, Aviral ; doğan, buhari ; Abakah, Emmanuel ; Ghosh, Sudeshna ; Aikins, Emmanuel Joel ; Doan, Buhari. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10415-1.

Full description at Econpapers || Download paper

2025Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis. (2025). Niveditha, P S. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10572-x.

Full description at Econpapers || Download paper

2024The Rise of Transnational Financial Crimes and Tropical Deforestation. (2024). Kassouri, Yacouba. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:10:d:10.1007_s10640-024-00905-7.

Full description at Econpapers || Download paper

2024Does the Minimum Wage Affect Non-wage Workers?. (2024). Lee, Jungmin ; Chun, Hyunbae ; Shin, Donghan. In: Korean Economic Review. RePEc:kea:keappr:ker-20240101-40-1-01.

Full description at Econpapers || Download paper

2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

Full description at Econpapers || Download paper

2024Test for conditional quantile change in general conditional heteroscedastic time series models. (2024). Kim, Chang Kyeom ; Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00889-z.

Full description at Econpapers || Download paper

2024The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Anh, Ngoc Quang ; Ahmed, Rizwan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z.

Full description at Econpapers || Download paper

2025A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y.

Full description at Econpapers || Download paper

2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

Full description at Econpapers || Download paper

2024Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations. (2024). Guesmi, Khaled ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, Christian. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00609-3.

Full description at Econpapers || Download paper

2025Artificial intelligence and clean/dirty energy markets: tail-based pairwise connectedness and portfolio implications. (2025). Raggad, Bechir ; Bouri, Elie. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00451-8.

Full description at Econpapers || Download paper

2024The Impact of Regional Patent Policies on University Technology Transfer: Empirical Evidence from China. (2024). Gu, Jiafeng. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01884-2.

Full description at Econpapers || Download paper

2024On Regime Separation in Markov-Switching Quantile Regressions. (2024). Sola, Martin ; Montes-Rojas, Gabriel ; Psaradakis, Zacharias. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_05.

Full description at Econpapers || Download paper

2025Do health care quality improvement policies work for all? Distributional effects by baseline quality in South Africa. (2025). Edoka, Ijeoma ; Stacey, Nicholas ; Smith, Peter C ; McGuire, Finn ; Kreif, Noemi. In: Health Economics. RePEc:wly:hlthec:v:34:y:2025:i:1:p:175-199.

Full description at Econpapers || Download paper

2024Systemic risk in the Scandinavian banking sector. (2024). Uddin, Gazi ; Rahman, Md Lutfur ; Sjo, BO ; Hedstrom, Axel Per. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:581-608.

Full description at Econpapers || Download paper

2024Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach. (2024). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Ahmed, Rizwan ; Khalfaoui, Rabeh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:719-789.

Full description at Econpapers || Download paper

2024How does the stock market affect the interest rate corridor system in China?. (2024). Feng, XU ; Zhang, Shen ; Wan, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1820-1833.

Full description at Econpapers || Download paper

2024Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Mujtaba, Ghulam ; Siddique, Asima. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

Full description at Econpapers || Download paper

2024The efficacy of ability proxies for estimating the returns to schooling: A factor model‐based evaluation. (2024). Totty, Evan ; Nguyen, Linh ; Li, Xiaoxiao ; Kejriwal, Mohitosh. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:3-21.

Full description at Econpapers || Download paper

2024Partial identification and inference in duration models with endogenous censoring. (2024). Sakaguchi, Shosei. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:308-326.

Full description at Econpapers || Download paper

2024Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets. (2024). Hassan, M. Kabir ; Hoque, Mohammad Enamul ; Pezzo, Luca. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1338-1356.

Full description at Econpapers || Download paper

Works by Tatsushi Oka:

YearTitleTypeCited
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper19
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2019Indirect Inference with a Non-Smooth Criterion Function In: Papers.
[Full Text][Citation analysis]		paper7
2019Indirect inference with a non-smooth criterion function.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
[Full Text][Citation analysis]		paper9
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2019Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality In: Papers.
[Full Text][Citation analysis]		paper1
2023Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality.(2023) In: Journal of Human Resources.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2020A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China In: Papers.
[Full Text][Citation analysis]		paper1
2023Bivariate Distribution Regression with Application to Insurance Data In: Papers.
[Full Text][Citation analysis]		paper1
2023Bivariate distribution regression with application to insurance data.(2023) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2025Semiparametric Single-Index Estimation for Average Treatment Effects In: Papers.
[Full Text][Citation analysis]		paper0
2022Semiparametric Single-Index Estimation for Average Treatment Effects.(2022) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation In: Papers.
[Full Text][Citation analysis]		paper0
2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence In: Papers.
[Full Text][Citation analysis]		paper0
2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression In: Papers.
[Full Text][Citation analysis]		paper2
2025Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials In: Papers.
[Full Text][Citation analysis]		paper0
2024Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction In: Papers.
[Full Text][Citation analysis]		paper0
2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series In: CeMMAP working papers.
[Full Text][Citation analysis]		paper286
2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series.(2014) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 286		paper
2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 286		article
2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 286		paper
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper57
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		article
2015Set identification of the censored quantile regression model for short panels with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2018Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2022Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2004Juvenile Crime and Punishment: Evidence from Japan In: Discussion Papers in Economics and Business.
[Citation analysis]		paper7
2009Juvenile crime and punishment: evidence from Japan.(2009) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2014DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article47

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team