Cheolbeom Park : Citation Profile

Are you Cheolbeom Park?

Korea University

7

H index

7

i10 index

1118

Citations

RESEARCH PRODUCTION:

29

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (2003 - 2023). See details.
   Cites by year: 55
   Journals where Cheolbeom Park has often published
   Relations with other researchers
   Recent citing documents: 187.    Total self citations: 18 (1.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa43
   Updated: 2023-11-04    RAS profile: 2023-03-13    
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Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (37)

Ratti, Ronald (31)

Filis, George (28)

Wang, Yudong (23)

Salisu, Afees (19)

Degiannakis, Stavros (17)

Wohar, Mark (16)

Kilian, Lutz (14)

Manera, Matteo (13)

Vespignani, Joaquin (11)

Demirer, Riza (11)

Cites to:

Campbell, John (26)

Barro, Robert (14)

Kilian, Lutz (13)

Rossi, Barbara (12)

Cochrane, John (10)

Andrews, Donald (10)

Galí, Jordi (10)

Shiller, Robert (9)

Rogoff, Kenneth (9)

Carroll, Christopher (9)

Ludvigson, Sydney (9)

Main data

Where Cheolbeom Park has published?

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

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

Recent works citing Cheolbeom Park (2023 and 2022)

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

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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

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2022Evaluating the impact of preferential trade agreement on fishery imports: An application of difference?in?differences with matching method. (2022). Chang, Kuo I ; Chi, Peiyu. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:90-124.

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2022Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612.

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2022Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

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

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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

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2022Did Caselaw Foster England’s Economic Development during the Industrial Revolution? Data and Evidence. (2022). Murrell, Peter ; Grajzl, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10088.

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2022COVID-19 Shock and Sectorial Index Response in South Africa: A Cross-sector Analysis. (2022). Vengesai, Edson. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-16.

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2022Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach. (2022). Sharaf-Addin, Hussein Hamood ; Alhakimi, Saif Sallam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-53.

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2022Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model. (2022). Gupta, Abhishek Kumar ; Kumar, Santosh ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-16.

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

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

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2022Oil price shocks and the hedging benefit of airline investments. (2022). Güntner, Jochen ; Ohlinger, Peter ; Guntner, Jochen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002111.

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2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

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2022Growth effects of economic integration: New evidence from the Belt and Road Initiative. (2022). Ma, Shengnan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:753-767.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715.

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2022Causal effect of tourist visa exemption schemes on international tourist arrivals. (2022). Chang, Kuo-I, ; Lee, Kuei-Chun ; Chi, Pei-Yu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:427-449.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2022Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:263-279.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2022How does oil price volatility affect unemployment rates? A dynamic stochastic general equilibrium model. (2022). Dong, Yilin ; Chan, Ying Tung. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s026499932200181x.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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

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2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249.

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2022Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602.

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2022Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model. (2022). Ma, Yong ; Du, Wanying ; Wang, Yunyuan ; Liu, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001176.

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2022The effect of oil price uncertainty on corporate investment in the presence of growth options: Evidence from listed companies in China (1998–2019). (2022). Zhao, NA ; Yuan, Yongna ; Chen, Lingtao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001206.

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

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

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2022Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Koenda, Even ; Togonidze, Sophio. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2022The asymmetric effects of oil price shocks on the U.S. stock market. (2022). Rahman, Sajjadur. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005466.

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2022What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880.

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2022High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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2022Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound. (2022). Sharma, Shahil ; Sardar, Naafey. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000056.

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2022The effects of oil price uncertainty on China’s economy. (2022). Wang, Bin ; Fu, Buben ; Xu, Qinhua. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000287.

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2022Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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2022Heterogeneous effects of oil price fluctuations: Evidence from a nonparametric panel data model in Canada. (2022). Lloyd-Ellis, Huw ; Moghaddam, Mohsen Bakhshi. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001839.

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2022Forecasting crude oil prices with shrinkage methods: Can nonconvex penalty and Huber loss help?. (2022). Zhang, Yue-Jun ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001852.

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2022Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

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2022The power play of natural gas and crude oil in the move towards the financialization of the energy market. (2022). Mirza, Nawazish ; Boubaker, Sabri ; Naqvi, Bushra ; Abbas, Syed Kumail. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002870.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2022Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2022Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Zhou, Xinyu ; Xiao, Xuanqi ; Wu, Fei ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054.

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2022Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510.

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2022Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698.

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2022Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

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2022An oil futures volatility forecast perspective on the selection of high-frequency jump tests. (2022). Ma, Feng ; Lu, Xinjie ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200487x.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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

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

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

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

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

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

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

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

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

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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2022The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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2022Asymmetric effects of oil shocks on economic policy uncertainty. (2022). Lusta, Abdulmula ; Aimer, Najmi. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221029613.

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2022Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2022Determinants of dynamic dependence between the crude oil and tanker freight markets: A mixed-frequency data sampling copula model. (2022). Shi, Wenming ; Gong, Yuting ; Nguyen, Son ; Liu, Qian ; Yin, Jingbo. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012579.

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2022Geopolitical risk trends and crude oil price predictability. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:258:y:2022:i:c:s0360544222017273.

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2022Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis. (2022). Bulut, Umit ; Kuskaya, Sevda ; Kocak, Emrah ; Bilgili, Faik. In: Energy. RePEc:eee:energy:v:259:y:2022:i:c:s0360544222017777.

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2022Do heterogeneous oil price shocks really have different effects on earnings management?. (2022). Lin, Boqiang ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003203.

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2022Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837.

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2022The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941.

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2022A study of cross-industry return predictability in the Chinese stock market. (2022). Zheng, Yawen ; Stamatogiannis, Michalis P ; Ellington, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002071.

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2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

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

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2022Stock return predictability in China: Power of oil price trend. (2022). Zhang, Qunzi ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005006.

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2022The impact of oil price shocks on the risk-return relation in the Chinese stock market. (2022). Yue, Wei ; Xiao, Jihong ; Zhang, Minzhi ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001003.

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2022Global economic conditions index and oil price predictability. (2022). Lv, Wendai ; Wu, Qian. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001891.

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

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

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

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2022Political uncertainty and analysts’ forecasts: International evidence. (2022). Zhong, Rui ; Bouslimi, Lobna ; Boubakri, Narjess. In: Journal of Financial Stability. RePEc:eee:finsta:v:59:y:2022:i:c:s1572308922000018.

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

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

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2022How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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2022Uncertainty-dependent and sign-dependent effects of oil market shocks. (2022). Okimoto, Tatsuyoshi ; Tran, Trung Duc ; Nguyen, Bao H. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000404.

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2022Linkage transitions between oil and the stock markets of countries with the highest COVID-19 cases. (2022). Ruza, Nadiah ; Nur-Firyal, R ; Hussain, Saiful Izzuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000696.

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2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

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2022US oil supply shocks and economies of oil-exporting African countries: A GVAR-Oil Resource Analysis. (2022). Olayungbo, David ; Umechukwu, Chisom. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004888.

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2022Asymmetric pass through of energy commodities to US sectoral returns. (2022). Eraslan, Veysel ; Vo, Xuan Vinh ; Mardani, Abbas ; Zeitun, Rami ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000022.

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2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514.

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2022Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework. (2022). Umar, Muhammad ; Liang, Chao ; Wang, LU ; Hong, Yanran. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001155.

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2022Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves. (2022). Iqbal, Sajid ; Saydaliev, Hayot Berk ; Liu, Zhen ; Yang, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001374.

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

Works by Cheolbeom Park:

YearTitleTypeCited
2022What causes house prices to fluctuate? Evidence from South Korea In: Asian Economic Journal.
[Full Text][Citation analysis]		article0
2021What Causes House Prices to Fluctuate? Evidence from South Korea.(2021) In: Discussion Paper Series.
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2022Tracking a central bankers preference: A nonparametric regression approach In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2019Real exchange rate dynamics: Relative importance of Taylor?rule fundamentals, monetary policy shocks, and risk?premium shocks In: Review of International Economics.
[Full Text][Citation analysis]		article0
2018Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas In: Working Papers.
[Full Text][Citation analysis]		paper0
2007The Impact of Oil Price Shocks on the U.S. Stock Market In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper944
2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET.(2009) In: International Economic Review.
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This paper has another version. Agregated cites: 944		article
2004Precautionary Saving, Borrowing Constraints, and Fiscal Policy In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper2
2022Exchange rate predictability, risk premiums, and predictive system In: Economic Modelling.
[Full Text][Citation analysis]		article0
2020Exchange Rate Predictability, Risk Premiums, and Predictive System.(2020) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2007Electricity market structure, electricity price, and its volatility In: Economics Letters.
[Full Text][Citation analysis]		article3
2010When does the dividend-price ratio predict stock returns? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article20
2017Is the recent low oil price attributable to the shale revolution? In: Energy Economics.
[Full Text][Citation analysis]		article31
2017Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 31		paper
2017Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 31		paper
2018Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2020Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2017Can monetary policy cause the uncovered interest parity puzzle? In: Japan and the World Economy.
[Full Text][Citation analysis]		article5
2014Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?.(2014) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 5		paper
2013Exchange rate predictability and a monetary model with time-varying cointegration coefficients In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2013Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients.(2013) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2012Do Free Trade Agreements Increase Economic Growth of the Member Countries? In: World Development.
[Full Text][Citation analysis]		article24
2010Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2010FTA and Economic Growth: A Nonparametric Approach In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2012Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability In: Discussion Paper Series.
[Full Text][Citation analysis]		paper6
2013Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 6		article
2013Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 6		article
2014Stock Market Predictability: Global Evidence and an Explanation In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2016Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2020Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach.(2020) In: Empirical Economics.
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This paper has another version. Agregated cites: 1		article
2020Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
.() In: .
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This paper has another version. Agregated cites: 0		article
2020Reading a central bankers preference: A non parametric regression approach In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2021Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2010How does changing age distribution impact stock prices? A nonparametric approach In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article15
2011How does changing age distribution impact stock prices? a nonparametric approach.(2011) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 15		article
2011ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX In: Journal of Economic Development.
[Full Text][Citation analysis]		article0
2012Election Cycles and Stock Market Reaction: International Evidence In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Excess sensitivity of consumption, liquidity constraints, and mandatory saving In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2003Dispersion of analysts expectations and the cross-section of stock returns In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2023Optimal salary inequality for team performance: evidence from National Football League data In: Applied Economics.
[Full Text][Citation analysis]		article0
2011Comments on ‘Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing’ by Takatoshi Ito In: International Economic Journal.
[Full Text][Citation analysis]		article0
2015Soccer sentiment and investment opportunities in the Korean stock market In: Asia-Pacific Journal of Accounting & Economics.
[Full Text][Citation analysis]		article1
2005Stock Return Predictability and the Dispersion in Earnings Forecasts In: The Journal of Business.
[Full Text][Citation analysis]		article23
2017Regime Shifts in Price?Dividend Ratios and Expected Stock Returns: A Present?Value Approach In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article6
2006Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data In: Southern Economic Journal.
[Full Text][Citation analysis]		article1
2013LIFE-CYCLE INCOME HYPOTHESIS AND DEMOGRAPHIC STRUCTURE: A SEMI-NONPARAMETRIC ANALYSIS USING A PANEL OF COUNTRIES In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0

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