Shuping Shi : Citation Profile

Are you Shuping Shi?

Macquarie University

15

H index

17

i10 index

973

Citations

RESEARCH PRODUCTION:

27

Articles

43

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 74
   Journals where Shuping Shi has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 37 (3.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh404
   Updated: 2024-07-05    RAS profile: 2024-03-06    
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Relations with other researchers

Works with:

Phillips, Peter (11)

Yu, Jun (6)

Laurent, Sébastien (4)

Hurn, Stan (2)

Gomis-Porqueras, Pedro (2)

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

Is cited by:

GUPTA, RANGAN (35)

Prats, Maria (29)

Yu, Jun (22)

Balcilar, Mehmet (16)

Phillips, Peter (15)

Oxley, Les (13)

HU, YANG (12)

Maghyereh, Aktham (12)

Gomez-Gonzalez, Jose (11)

Gomez-Gonzalez, Jose (11)

Ajmi, Ahdi Noomen (10)

Cites to:

Phillips, Peter (103)

Yu, Jun (54)

Shiller, Robert (27)

Campbell, John (25)

Diebold, Francis (19)

Bollerslev, Tim (17)

Sola, Martin (16)

Wu, Yangru (15)

Andersen, Torben (13)

Diba, Behzad (13)

Psaradakis, Zacharias (13)

Main data

Where Shuping Shi has published?

Journals with more than one article published# docs
The Economic Record2
Econometric Theory2
Empirical Economics2
Oxford Bulletin of Economics and Statistics2
International Economic Review2
Journal of Financial Econometrics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University13
Working Papers / Singapore Management University, School of Economics7
Economics and Statistics Working Papers / Singapore Management University, School of Economics4
Post-Print / HAL4
MPRA Paper / University Library of Munich, Germany2
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Shuping Shi (2024 and 2023)

YearTitle of citing document
2023An enquiry into extreme price movements of the cryptocurrencies in the backdrop of COVID-19. (2023). Kumar, Anoop S ; Rao, Balaga Mohana ; Anandarao, Suvvari. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(635):y:2023:i:2(635):p:231-238.

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2023Financial contagion and identifying speculative frenzies: Unraveling price bubbles in cryptocurrency markets. (2023). Ionescu, Tefan-Andrei ; Crciunescu, Simona-Liliana ; Nica, Ionu ; Delcea, Camelia ; Chiri, Nora. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:21-40.

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2023Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2024Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2023Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35.

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2023.

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2023A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6.

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2023.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80.

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2023Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price. (2023). Raifu, Isiaka Akande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00609.

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2023Testing for herding using different return definitions: a comparison between simple and logarithmic returns. (2023). Hudson, Robert ; Wang, Junkai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00766.

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2023Revisiting the financial development and economic growth nexus: Evidence from south Korea. (2023). Emirmahmutoglu, Furkan ; Topcu, Mert ; Denaux, Zulal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00800.

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2023Testing for explosive behavior in relative inflation measures: Implications for monetary policy under uncertainty. (2023). Mamman, Suleiman O ; Sanusi, Aliyu R ; Iliyasu, Jamilu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00840.

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2023DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Positive and negative price bubbles of Chinese agricultural commodity futures. (2023). Chang, Chiu-Lan ; Lin, Yizhou ; Fang, Ming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:456-471.

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2023Testing factor models when asset bubbles occur: A time-varying perspective. (2023). Li, Yanglin ; Yu, LU. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001232.

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2023Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037.

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2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2023Testing for explosive bubbles in the presence of non-Gaussian conditions. (2023). Feng, Hao. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004172.

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2023A new robust inference for predictive quantile regression. (2023). Liao, Xiaosai ; Chen, Haiqiang ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:227-250.

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2023Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095.

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2023Extensions to IVX methods of inference for return predictability. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2023Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model. (2023). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000245.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x.

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2023Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic. (2023). Fromentin, Vincent ; Mohamad, Azhar. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004991.

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2023A time-varying Granger causality analysis between water stock and green stocks using novel approaches. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Adeleke, Musefiu Adebowale ; Adewuyi, Adeolu O. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300508x.

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2024Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Dickinson, David ; Wu, Fei ; Wang, Tiantian ; Zhao, Wanli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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2024Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2023The determinants of oil consumption in Tunisia: Fresh evidence from NARDL approach and asymmetric causality test. (2023). Charfi, Fatma Marrakchi ; Gritli, Mohamed Ilyes. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223020261.

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2023On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327.

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2023The illusion of the metaverse and meta-economy. (2023). Vidal-Tomas, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000765.

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2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

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2023Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Damianov, Damian S ; Shahedur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2023Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098.

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2023Can geopolitical risks excite Germany economic policy uncertainty: Rethinking in the context of the Russia-Ukraine conflict. (2023). Hong, Yanran ; Shen, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005979.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2023Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438.

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2023Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730.

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2023Picture For Proof(PFPs): Aesthetics, IP and post launch performance. (2023). Zhao, Xiaoxi ; Su, Duo ; Xie, Yuhao ; Tian, Yingjie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300346x.

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2023Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298.

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2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

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2023Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892.

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2023Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk. (2023). Yang, Lu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002015.

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

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2023Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?. (2023). Su, Chi-Wei ; Zhong, Huaming ; Wu, Tong ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300418x.

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2023Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361.

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2023Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market. (2023). Akhter, Tahmina ; Tiwari, Aviral Kumar ; Soo-Wah, Low ; Hoque, Mohammad Enamul. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300497x.

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2023Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luis ; Curto, Jose Dias ; de Carvalho, Paulo Viegas ; Vieira, Duarte Saldanha. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005287.

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2023On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal. (2023). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Sibande, Xolani. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723002507.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Du, Qingfeng ; Li, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2023Explosive behavior in the Chinese stock market: A sectoral analysis. (2023). Ferrer, Roman ; Yang, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001750.

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2023Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117.

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2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

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2023Renewable energy effect on economy and environment: The case of G7 countries through novel bootstrap rolling window approach. (2023). Adebayo, Tomiwa Sunday ; Ghosh, Sudeshna ; Kartal, Mustafa Tevfik. In: Renewable Energy. RePEc:eee:renene:v:216:y:2023:i:c:s0960148123009710.

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2023Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. (2023). Ren, Xiaohang ; Lucey, Brian ; He, Feng ; Li, Jingyao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:173:y:2023:i:c:s136403212200939x.

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2023Assessing consensus on nexus between natural gas consumption and economic growth. (2023). Olafuyi, Saburi G ; Okoro, Emeka E. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:187:y:2023:i:c:s1364032123005324.

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2023Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200.

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2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

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2023Industrial investments and housing prices in China. (2023). Qiu, Qiqi ; Wan, Junmin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:832-852.

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2024Sequential monitoring of stock market price changes. (2024). Xiao, Zhijie ; Liu, Zhenya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:156-172.

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2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2024What is going on with studies on financial speculation? Evidence from a bibliometric analysis. (2024). Vizuete-Luciano, Emili ; Guillen-Pujadas, Miguel ; Alaminos, David ; Merigo, Jose Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445.

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2024Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets. (2024). Wu, Zewen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:32-44.

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2023Peer effects in financial economics: A literature survey. (2023). Jarjir, Souad Lajili ; Boubaker, Sabri ; Ali-Rind, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002598.

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2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Ngene, Geoffrey ; Lesame, Keagile ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

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2023An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Abakah, Emmanuel ; Oteng-Abayie, Eric Fosu ; Adekoya, Oluwasegun B ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006552.

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2023External sustainability in Spanish economy: bubbles and crises, 1970–2020. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114887.

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2023Testing explosive bubbles with time-varying volatility: the case of Spanish public debt. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116980.

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2023A New Measure for Idiosyncratic Risk Based on Decomposition Method. (2023). Brooks, Robert ; Hooy, Chee-Wooi ; Lee, Meng-Horng. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:43-:d:1030315.

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2023Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification. (2023). Wen, Zhong-Qin ; Chiang, Shu-Hen ; Lee, Cheng-Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5850-:d:1109353.

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2023The Eligibility of Green Bonds as Safe Haven Assets: A Systematic Review. (2023). Aassouli, Dalal ; Khamis, Munir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6841-:d:1126691.

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2023Investigating the Relationship Between Financial Development and Income Inequality in Developed and Developing Countries: An Application of Canonical Correlation Analysis. (2023). Zsoy, Iadem Yalmaz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:35-52.

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2023Does Exchange Rate Pass-Through Change Over Time in Turkiye?. (2023). Çakır, Mustafa ; Kaya, Ahmet Ekrem. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:359-383.

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2023Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

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2023Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6.

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2023Effects of global energy and price fluctuations on Turkeys inflation: new evidence. (2023). Ozahin, Erife ; Ozmen, Brahim. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09530-8.

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2023The effectiveness of ultra-loose monetary policy in a high inflation economy: a time-varying causality analysis for Turkey. (2023). Mert, Mehmet ; Iik, Sayim ; Ulug, Mehmet. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09535-3.

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

Works by Shuping Shi:

YearTitleTypeCited
2010Bubbles or Volatility: A Markov-Switching Unit Root Test with Regime-Varying Error Variance In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper0
2018Volatility Estimation and Jump Detection for drift-diffusion Processes In: AMSE Working Papers.
[Full Text][Citation analysis]		paper5
2020Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Journal of Econometrics.
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2020Volatility estimation and jump detection for drift–diffusion processes.(2020) In: Post-Print.
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This paper has nother version. Agregated cites: 5		paper
2018Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications In: Papers.
[Full Text][Citation analysis]		paper0
2023Housing Fever in Australia 2020–23: Insights from an Econometric Thermometer In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2016Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record.
[Full Text][Citation analysis]		article32
2020Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record.
[Full Text][Citation analysis]		article5
2023Diagnosing housing fever with an econometric thermometer In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article3
2020Diagnosing Housing Fever with an Econometric Thermometer.(2020) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2020Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article88
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 88		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
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This paper has nother version. Agregated cites: 88		paper
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article84
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 84		paper
2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 84		paper
2019Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article25
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010? In: Pacific Economic Review.
[Full Text][Citation analysis]		article28
2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article63
2022UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory.
[Full Text][Citation analysis]		article4
2022Unit Root Test with High-Frequency Data.(2022) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper117
2011Testing for Multiple Bubbles.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2012Testing for Multiple Bubbles.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 117		paper
2013Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500 In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper214
2013Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 214		paper
2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 214		article
2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper75
2013Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 75		paper
2015TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL?TIME DETECTORS.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		article
2014Financial Bubble Implosion In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper8
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018Real Time Monitoring of Asset Markets: Bubbles and Crises In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Common Bubble Detection in Large Dimensional Financial Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2023Common Bubble Detection in Large Dimensional Financial Systems*.(2023) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Econometric Analysis of Asset Price Bubbles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Weak Identification of Long Memory with Implications for Inference In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Weak Identification of Long Memory with Implications for Inference.(2022) In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Housing Fever in Australia 2020-2023: Insights from an Econometric Thermometer In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling.
[Full Text][Citation analysis]		article29
2016Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article23
2012An application of models of speculative behaviour to oil prices In: Economics Letters.
[Full Text][Citation analysis]		article41
2011AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 41		paper
2022Housing networks and driving forces In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2013The divergence between core and headline inflation: Implications for consumers’ inflation expectations In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article19
2011Testing for Explosive Behaviour in Relative Inflation Measures: Implications for Monetary Policy.(2011) In: Monash Economics Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2022Gold as a financial instrument In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3
2020Gold as a Financial Instrument.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2013A Heterogenous Agent Foundation for Tests of Asset Price Bubbles In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
[Full Text][Citation analysis]		article4
2018Stock Market Bubble Migration: From Shanghai to Hong Kong In: Post-Print.
[Citation analysis]		paper0
2018Stock Market Bubble Migration: From Shanghai to Hong Kong.(2018) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2011Specification Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Speci fication Sensitivities in Right-Tailed Unit Root Testing for Financial Bubbles.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2023Volatility Puzzle: Long Memory or Antipersistency In: Management Science.
[Full Text][Citation analysis]		article0
2016Identifying Speculative Bubbles Using an Infinite Hidden Markov Model In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article12
2012Identifying speculative bubbles with an in finite hidden Markov model In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2012Identifying Speculative Bubbles with an Infinite Hidden Markov Model.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Persistent and Rough Volatility In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2021Different Strokes for Different Folks: Long Memory and Roughness In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2022Finite Sample Comparison of Alternative Estimators for Fractional Gaussian Noise In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2013Specification sensitivities in the Markov-switching unit root test for bubbles In: Empirical Economics.
[Full Text][Citation analysis]		article18
2016Nonlinearities and tests of asset price bubbles In: Empirical Economics.
[Full Text][Citation analysis]		article3
2016Energy consumption and economic growth in the United States In: Applied Economics.
[Full Text][Citation analysis]		article32
2019Bubble detection and sector trading in real time In: Quantitative Finance.
[Full Text][Citation analysis]		article10

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