Shuping Shi : Citation Profile

Are you Shuping Shi?

Macquarie University

15

H index

16

i10 index

880

Citations

RESEARCH PRODUCTION:

25

Articles

42

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2010 - 2023). See details.
   Cites by year: 67
   Journals where Shuping Shi has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 35 (3.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh404
   Updated: 2023-11-04    RAS profile: 2023-09-09    
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Relations with other researchers

Works with:

Phillips, Peter (11)

Yu, Jun (6)

Laurent, Sébastien (6)

Hurn, Stan (3)

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 (32)

Prats, Maria (20)

Yu, Jun (15)

Balcilar, Mehmet (14)

Oxley, Les (13)

HU, YANG (12)

Maghyereh, Aktham (12)

Gomez-Gonzalez, Jose (11)

Phillips, Peter (11)

Gomez-Gonzalez, Jose (11)

Ajmi, Ahdi Noomen (10)

Cites to:

Phillips, Peter (101)

Yu, Jun (54)

Shiller, Robert (27)

Campbell, John (24)

Diebold, Francis (19)

Bollerslev, Tim (17)

Sola, Martin (16)

Wu, Yangru (15)

Andersen, Torben (13)

Psaradakis, Zacharias (13)

Diba, Behzad (13)

Main data

Where Shuping Shi has published?

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

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University12
Working Papers / Singapore Management University, School of Economics7
Post-Print / HAL4
Economics and Statistics Working Papers / Singapore Management University, School of Economics4
MPRA Paper / University Library of Munich, Germany2
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Shuping Shi (2023 and 2022)

YearTitle of citing document
2022Exploring the Dynamics of Investors’ Decision Making in Pakistan Stock Market: A Study of Herding Behavior. (2022). Amin, Khurram ; Rasheed, Muhammad Haroon ; Sadiq, Salma ; Hussain, Mumtaz. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:165-173.

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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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2022WHO MOVES FIRST? COMMODITY PRICE INTERDEPENDENCE THROUGH TIME-VARYING GRANGER CAUSALITY. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:471.

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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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2022On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2022Constructing a NFT Price Index and Applications. (2022). Schnoering, Hugo ; Inzirillo, Hugo. In: Papers. RePEc:arx:papers:2202.08966.

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2022Timing Matters: Bitcoin Returns, Public Attention to COVID-19, and Individualism. (2022). Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2205.04290.

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Dissecting the dot-com bubble in the 1990s NASDAQ. (2022). Fan, Yuchao. In: Papers. RePEc:arx:papers:2206.14130.

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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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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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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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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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2022Testing for Co?explosive Behaviour in Financial Time Series. (2022). Leybourne, Stephen J ; Harvey, David I ; Evripidou, Andria C ; Sollis, Robert. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:624-650.

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2022.

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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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2022Return predictability between industries and the stock market in China. (2022). Zhang, Gaiyan ; Tse, Yiuman. In: Pacific Economic Review. RePEc:bla:pacecr:v:27:y:2022:i:2:p:194-220.

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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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2022Robust Testing for Explosive Behavior with Strongly Dependent Errors. (2022). , Peter ; PEter, ; Yu, Jun ; JunYu, ; Lui, Yiu Lim. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2350.

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2022Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46.

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2022Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain. (2022). Prats, Maria ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2202.

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2022Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850–2021. (2022). Prats, Mara A ; Esteve, Vicente. In: Working Papers. RePEc:eec:wpaper:2205.

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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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2022Loan-to-value policy in a bubble-creation economy. (2022). Thepmongkol, Athakrit ; Luangaram, Pongsak. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001615.

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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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2022Long- and short-term price behaviors in presale housing markets in Taiwan. (2022). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Che-Chun ; Wang, Wen-Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:350-364.

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2022Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426.

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2022Analyzing the nexus of green economy, clean and financial technology. (2022). Taskin, Dilvin ; Dogan, Eyup ; Metawa, Noura. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:385-396.

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2022Can monetary policy lean against housing bubbles?. (2022). GUPTA, RANGAN ; Caraiani, Petre ; André, Christophe ; Clin, Adrian Cantemir ; Andre, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000475.

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2022Local peers and firm misconduct: The role of sustainability and competition. (2022). Hammouda, Amira ; Allaya, Manel ; Abbassi, Wajih ; Rind, Asad Ali. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002413.

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2022Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios. (2022). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002229.

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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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2022The relationship between headline, core, and energy inflation: A wavelet investigation. (2022). Giri, Federico. In: Economics Letters. RePEc:eee:ecolet:v:210:y:2022:i:c:s0165176521004584.

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2022A time-varying parameter model for local explosions. (2022). Koopman, Siem Jan ; Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:65-84.

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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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2022A re-examination of housing bubbles: Evidence from European countries. (2022). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000334.

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2022Testing predictability of stock returns under possible bubbles. (2022). Yang, Zihui ; Long, Wei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:246-260.

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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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2022A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance. (2022). Taskin, Dilvin ; Dogan, Eyup ; Madaleno, Mara. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001220.

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2022Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785.

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2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

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2022Multiple price bubbles in global major emission trading schemes: Evidence from European Union, New Zealand, South Korea and China. (2022). Wang, Zhicheng ; Li, Yan ; Wei, Yigang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003760.

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2022Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?. (2022). Ewing, Bradley T ; Pastor, Daniel J. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003991.

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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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2022The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268.

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2022Analyzing the relationship between energy efficiency and environmental and financial variables: A way towards sustainable development. (2022). Madaleno, Mara ; Dogan, Eyup ; Taskin, Dilvin. In: Energy. RePEc:eee:energy:v:252:y:2022:i:c:s0360544222009483.

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2022Exploding DUCs? Identifying periods of mild explosivity in the time series behavior of drilled but uncompleted wells. (2022). Ewing, Bradley ; Pastor, Daniel J. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012014.

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2022The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242.

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2022Stock market bubbles and anti-bubbles. (2022). Henriksson, Roy ; Sakoulis, Georgios ; Tarlie, Martin B. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521918302138.

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2022Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x.

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2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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2022Diamond investments – Is the market free from multiple price bubbles?. (2022). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002800.

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2022Industry herding in crypto assets. (2022). Li, Wanpeng ; Liu, Nan ; Zhao, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002848.

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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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2022Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975.

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2022A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution”. (2022). Roxana, Ioan ; Maria, Dima Tefana ; Bogdan, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002154.

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2022Shall the winning last? A study of recent bubbles and persistence. (2022). Potì, Valerio ; Poti, Valerio ; Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002415.

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2022How to identify the different phases of stock market bubbles statistically?. (2022). Horvath, Lajos ; Liu, Zhenya. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x.

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2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

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2022Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?. (2022). Elsayed, Ahmed H ; Damianov, Damian S ; Shahedur, MD. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004700.

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2022Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341.

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2022Price explosiveness in cryptocurrencies and Elon Musks tweets. (2022). Bouri, Elie ; Anas, Muhammad ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000241.

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2022The new crypto niche: NFTs, play-to-earn, and metaverse tokens. (2022). Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000630.

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2022Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x.

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2022Join the club! Dynamics of global ESG indices convergence. (2022). Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003099.

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2022Do the green bonds overreact to the COVID-19 pandemic?. (2022). Zhang, Hongwei ; Suleman, Muhammad Tahir ; Cui, Tianxiang. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208.

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2022Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality. (2022). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003476.

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2022Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555.

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2022Bubbles across Meme Stocks and Cryptocurrencies. (2022). Hussain, Syed Jawad ; Ouzan, Samuel ; Aloosh, Arash. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003774.

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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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2022Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114.

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2022From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?. (2022). Chen, Chien-Fu ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000762.

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2022Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?. (2022). Bazan-Palomino, Walter ; Svogun, Daniel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000816.

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2022The role of media coverage in the bubble formation: Evidence from the Bitcoin market. (2022). Li, YI ; Zhang, Wei ; Urquhart, Andrew ; Wang, Pengfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001056.

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2022The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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2022The mirror of history: How to statistically identify stock market bubble bursts. (2022). Zhai, Ling ; Sui, Tianqing ; Liu, Zhenya ; Boubaker, Sabri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:204:y:2022:i:c:p:128-147.

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2022Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283.

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2022Bubbles in US gasoline prices: Assessing the role of hurricanes and anti–price gouging laws. (2022). Oladosu, Gbadebo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000520.

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2022The Italian fiscal sustainability in a long-run perspective. (2022). Mutascu, Mihai Ioan ; Magazzino, Cosimo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000159.

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2022Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004827.

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2022What is the role of the rents in energy connection with economic growth for China and the United States?. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005249.

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2022Do booms and busts identify bubbles in energy prices?. (2022). Khurshid, Adnan ; Su, Chiwei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000095.

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2022Predicting the changes in the WTI crude oil price dynamics using machine learning models. (2022). Mustafayev, Eldayag ; Guliyev, Hasraddin. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200112x.

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2022Oil price and economic performance: Additional evidence from advanced economies. (2022). Anagreh, Suhaib ; Tabash, Mosab I ; Adeosun, Opeoluwa Adeniyi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001143.

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2022Analyzing the nexus of COVID-19 and natural resources and commodities: Evidence from time-varying causality. (2022). Luni, Tania ; Majeed, Muhammad Tariq ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001428.

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2022Do oil, coal, and natural gas consumption and rents impact economic growth? An empirical analysis of the Russian Federation. (2022). Korkmaz, Ozge. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001878.

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2022Policy-driven or market-driven? Evidence from steam coal price bubbles in China. (2022). Li, Zheng-Zheng ; Su, Chi-Wei ; Chang, Tsangyao ; Lobon, Oana-Ramona. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003233.

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2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

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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]		paper4
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2018Volatility Estimation and Jump Detection for drift-diffusion Processes.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications In: Papers.
[Full Text][Citation analysis]		paper0
2016Dating the Timeline of House Price Bubbles in Australian Capital Cities In: The Economic Record.
[Full Text][Citation analysis]		article29
2020Australian Housing Market Booms: Fundamentals or Speculation?? In: The Economic Record.
[Full Text][Citation analysis]		article4
2023Diagnosing housing fever with an econometric thermometer In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2020Diagnosing Housing Fever with an Econometric Thermometer.(2020) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2020Diagnosing housing fever with an econometric thermometer.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 2		paper
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article75
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 75		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
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This paper has another version. Agregated cites: 75		paper
2014Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behaviour In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article81
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 81		paper
2011Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 81		paper
2012Specification Sensitivity in Right-Tailed Unit Root Testing for Explosive Behavior.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2019Detecting Financial Collapse and Ballooning Sovereign Risk In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article23
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 another version. Agregated cites: 28		paper
2018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION In: Econometric Theory.
[Full Text][Citation analysis]		article57
2022UNIT ROOT TEST WITH HIGH-FREQUENCY DATA In: Econometric Theory.
[Full Text][Citation analysis]		article1
2022Unit Root Test with High-Frequency Data.(2022) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2012Testing for Multiple Bubbles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper116
2011Testing for Multiple Bubbles.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 116		paper
2012Testing for Multiple Bubbles.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 116		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]		paper187
2013Testing for Multiple Bubbles 1: Historical Episodes of Exuberance and Collapse in the S&P 500.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 187		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 another version. Agregated cites: 187		article
2013Testing for Multiple Bubbles: Limit Theory of Real Time Detectors In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper62
2013Testing for Multiple Bubbles 2: Limit Theory of Real Time Detectors.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 62		paper
2015TESTING FOR MULTIPLE BUBBLES: LIMIT THEORY OF REAL?TIME DETECTORS.(2015) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		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]		paper8
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 another version. Agregated cites: 8		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
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 another version. Agregated cites: 0		paper
2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets In: Economic Modelling.
[Full Text][Citation analysis]		article27
2016Speculative bubbles or market fundamentals? An investigation of US regional housing markets.(2016) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article20
2012An application of models of speculative behaviour to oil prices In: Economics Letters.
[Full Text][Citation analysis]		article40
2011AN APPLICATION OF MODELS OF SPECULATIVE BEHAVIOUR TO OIL PRICES.(2011) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40		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]		article17
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 another version. Agregated cites: 17		paper
2022Gold as a financial instrument In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2020Gold as a Financial Instrument.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		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 another 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 another 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: The 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.
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This paper has another 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]		article2
2016Energy consumption and economic growth in the United States In: Applied Economics.
[Full Text][Citation analysis]		article26
2019Bubble detection and sector trading in real time In: Quantitative Finance.
[Full Text][Citation analysis]		article9

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