Tae-Hwan Kim : Citation Profile

Are you Tae-Hwan Kim?

Yonsei University

18

H index

23

i10 index

1458

Citations

RESEARCH PRODUCTION:

39

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1999 - 2024). See details.
   Cites by year: 58
   Journals where Tae-Hwan Kim has often published
   Relations with other researchers
   Recent citing documents: 207.    Total self citations: 40 (2.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pki53
   Updated: 2024-12-03    RAS profile: 2024-07-09    
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Relations with other researchers

Works with:

Mizen, Paul (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tae-Hwan Kim.

Is cited by:

Apergis, Nicholas (34)

Rault, Christophe (33)

Ventosa-Santaulària, Daniel (25)

Taylor, Robert (19)

Noriega, Antonio (19)

Shahbaz, Muhammad (17)

Pesaran, Mohammad (17)

MULLER, Christophe (15)

Cavaliere, Giuseppe (15)

GUPTA, RANGAN (13)

Cuestas, Juan (12)

Cites to:

Chen, Xiaohong (33)

Chernozhukov, Victor (31)

MULLER, Christophe (29)

koenker, roger (27)

Wieland, Volker (24)

Andrews, Donald (21)

Hansen, Christian (20)

Gertler, Mark (20)

Xiao, Zhijie (20)

Bernanke, Ben (19)

Svensson, Lars (19)

Main data

Where Tae-Hwan Kim has published?

Journals with more than one article published# docs
Journal of Time Series Analysis4
Applied Economics4
Applied Economics Letters3
Journal of Econometrics3
Finance Research Letters3
Economics Letters3
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
Working papers / Yonsei University, Yonsei Economics Research Institute19
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego6
Working Papers / HAL4
AMSE Working Papers / Aix-Marseille School of Economics, France4
Econometrics / University Library of Munich, Germany2
Working Paper Series / European Central Bank2
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econ�micas, S.A. (Ivie)2
Post-Print / HAL2

Recent works citing Tae-Hwan Kim (2024 and 2023)

YearTitle of citing document
2023An Automatic Finite-Sample Robustness Metric: Can Dropping a Little Data Change Conclusions?. (2020). Giordano, Ryan ; Broderick, Tamara ; Meager, Rachael. In: Papers. RePEc:arx:papers:2011.14999.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024A multivariate semi-parametric portfolio risk optimization and forecasting framework. (2022). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2207.04595.

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2024Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence. (2023). Oka, Tatsushi ; Zhu, Dan ; Wang, Yunyun. In: Papers. RePEc:arx:papers:2303.04994.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis. (2023). Poon, Aubrey ; Zhu, Dan ; Rossini, Luca ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2308.05486.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023On changepoint detection in functional data using empirical energy distance. (2023). Trapani, Lorenzo ; Horv, Lajos ; Boniece, Cooper B. In: Papers. RePEc:arx:papers:2310.04853.

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2023Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658.

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2023A General Framework for Importance Sampling with Latent Markov Processes. (2023). Jia, Yanwei ; Fuh, Cheng-Der ; Kou, Steven. In: Papers. RePEc:arx:papers:2311.12330.

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2024.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Li, Jian ; Chavas, Jeanpaul ; Wang, Linjie. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2023FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis. (2023). Maktouf, Samir ; Ochi, Anis ; Saidi, Yosra. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:2:p:426-449.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023Economic Growth and Pollutant Emissions: New Panel Evidence from the Union for the Mediterranean Countries. (2023). Belaid, Fateh ; Rault, Christophe ; ben Abdeljelil, Mouna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10201.

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2023Estimation of the TFP Gap for the Largest Five EMU Countries. (2023). Rossian, Thies ; Kiessner, Felix ; Carstensen, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10245.

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2023The Application of Multiple-Output Quantile Regression on the US Financial Cycle. (2023). Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2023/2.

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2023Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions. (2023). Saadaoui, Jamel ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-6.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2023Does investor sentiment influence ESG stock performance? Evidence from India. (2023). Kanjilal, Kakali ; Ghosh, Sajal ; Dhasmana, Samriddhi. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000035.

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2023Variable screening based on Gaussian Centered L-moments. (2023). Marron, J S ; Oja, Hannu ; Zhang, Kai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002122.

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2024Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032.

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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Natural habitat vs human in competition for breathing space: Need for restructuring clean energy infrastructure. (2024). Mughal, Waheed ; Abbas, Manzir ; Anwar, Aftab ; Arshed, Noman. In: Ecological Economics. RePEc:eee:ecolec:v:220:y:2024:i:c:s0921800924000740.

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2023Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk. (2023). Gutknecht, Daniel ; Fosten, Jack ; Corradi, Valentina. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002063.

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2023Semiparametric modeling of multiple quantiles. (2023). Luati, Alessandra ; Catania, Leopoldo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002044.

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2024Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002415.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024Reprint: Hypothesis testing on high dimensional quantile regression. (2024). Liu, XU ; Cheng, Vivian Xinyi. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003676.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2024A simulation-based method for estimating systemic risk measures. (2024). Chen, Pengzhan ; Zhou, YI ; Ye, Wuyi ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2023Can corporate financing through the stock market create systemic risk? Evidence from the BRVM securities market. (2023). Amenounve, Edoh ; Soumare, Issouf ; Kanga, Desire. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000365.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model. (2023). Verbrugge, Randal ; Zaman, Saeed. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002311.

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2023Does financialization enhance renewable energy development in Sub-Saharan African countries?. (2023). Tiwari, Aviral ; Onifade, Stephen Taiwo ; Gyamfi, Bright Akwasi ; Ashraf, Sania ; Appiah, Michael. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003961.

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2023Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events. (2023). Jiang, Zhengting ; Wu, Xinyu. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005029.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis. (2024). Singh, Prakash ; Siddiki, Jalal ; Kaur, Charanjit. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001361.

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2024Managing inflation expectations and the efficiency of monetary policy responses to energy crises. (2024). Sharma, Gagan Deep ; Orsi, Bianca ; Shahzad, Umer. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001828.

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2023Policies to reduce Indias crude oil import dependence amidst clean energy transition. (2023). Ghosh, Sajal ; Mishra, Brajesh ; Kanjilal, Kakali. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523003890.

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2023Energy security and CO2 emissions: New evidence from time-varying and quantile-varying aspects. (2023). Lobon, Oana-Ramona ; Su, Yun Hsuan ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:273:y:2023:i:c:s0360544223005583.

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2023Dissecting hedge funds strategies. (2023). Noori, Mohammad ; Hitaj, Asmerilda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004033.

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2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2023The asymmetric effect of geopolitical risk on Chinas crude oil prices: New evidence from a QARDL approach. (2023). Jin, Chenglu ; An, Yaning ; Ren, Xiaohang. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000119.

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2023The asymmetric response of dividends to earnings news. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwood-Nimmo, Matthew. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001654.

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2023The impact of EPU spillovers on the bond market volatility: Global evidence. (2023). Xue, Wenjun ; Li, Xiao ; Gong, Yuting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003033.

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2023Economic and climate policy uncertainty, geopolitical risk and life insurance premiums in China: A quantile ARDL approach. (2023). Chang, Tsangyao ; Xiang, Feiyun ; Jiang, Shi-Jie. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005834.

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2023Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061.

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2023ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies. (2023). Ouerk, Salima. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:175-211.

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2023Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1. (2023). Elsayed, Ahmed ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001287.

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2024Improving inflation forecasts using robust measures. (2024). Zaman, Saeed ; Verbrugge, Randal. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:735-745.

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2023Breakup and default risks in the great lockdown. (2023). Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426621002600.

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2024Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248.

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2023What are the events that shake our world? Measuring and hedging global COVOL. (2023). Campos-Martins, Susana ; Engle, Robert F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:221-242.

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2024Inflation at risk in advanced and emerging market economies. (2024). Mehrotra, Aaron ; Zampolli, Fabrizio ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Green finance and natural resources commodities prices: Evidence from COVID-19 period. (2023). Cao, Yanyan ; Huixiang, Shi . In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006432.

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2023Geopolitical risks and mineral-driven renewable energy generation in China: A decomposed analysis. (2023). Sohag, Kazi ; Mariev, Oleg ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006729.

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2023Role of green finance in resource efficiency and green economic growth. (2023). Sun, Yunpeng ; Gao, Pengpeng ; She, Shengxiang ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000570.

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2023Natural resource rents and public debts nexus in African resource-rich and most indebted nations: Issues with aggregation bias. (2023). Ning, Zinan ; Wang, Wencheng ; Riti, Miriam-Kamah J ; Shu, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001174.

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2023The role of green financing, agriculture development, geopolitical risk, and natural resource on environmental pollution in China. (2023). Wang, Wendi ; Du, Yuqiu. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001484.

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2023Breaking the climate deadlock: Leveraging the effects of natural resources on climate technologies to achieve COP26 targets. (2023). Patel, Ritesh ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002878.

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2023Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908.

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2023Green financing, financial uncertainty, geopolitical risk, and oil prices volatility. (2023). Altunta, Mehmet ; Mirza, Nawazish ; Ma, Wanying ; Wang, Fanyi. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004270.

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2023Resource curse and green growth in China: Role of energy transitions under COP26 declarations. (2023). Zhao, Tuanjie ; Xu, Lingli ; Cai, Cheng ; Wan, Kang ; Yu, Siming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004798.

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2023Regulating environmental pollution through natural resources and technology innovation: Revisiting the environment Kuznet curve in China through quantile-based ARDL estimations. (2023). Abduvaxitovna, Shamansurova Zilola ; Hishan, Sanil S ; Islam, Saiful ; Muda, Iskandar ; Kim, Thai Thi ; Wong, Wing-Keung ; Zhang, Mingming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004993.

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2023Testing the resource curse hypothesis: The dynamic roles of institutional quality, inflation and growth for Dragon. (2023). Yue, Xiao-Guang ; Fahad, Shah ; Wang, Xiaofeng ; Hafeez, Muhammad ; Liu, Hua ; Zheng, Shiyong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005512.

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2023Resources sustainability and energy transition in China: Asymmetric role of digital trade and policy uncertainty using QARDL. (2023). Liang, Miya ; Luo, Yibin ; Hu, Caishuang ; Zheng, Chaoliang ; Wang, Canghong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005561.

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2023Do natural resources utilization and economic development reduce greenhouse gas emissions through consuming renewable and Clean Technology? A case study of China towards sustainable development goals. (2023). Ha, Ngo Ngan ; Ghardallou, Wafa ; Hoang, Anh Duong ; Cong, Phan The ; Muda, Iskandar ; Wong, Wing-Keung ; Dong, Yangzi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006323.

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2023Revisiting resources curse hypothesis in China: Exploring the asymmetric effect of green investment and green innovation. (2023). Hu, Weihua ; Wei, Xuecheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006852.

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2023Unraveling the complexity of Chinas sustainable development: A study on the interplay of natural resources, urbanization, and public transportation. (2023). Jiang, Xiaoxi ; Zhu, Weiping ; Li, Yunfeng ; Yildirim, Bilal. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s030142072300795x.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023The dynamic relationship between resources, finances, and sustainable development: An in-depth analysis. (2023). Huang, Yuzhe ; Yu, Jingxia ; Pan, Changchun ; Altuntas, Sumeyya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007857.

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2023Natural resources rent and climate vulnerability: An inverted U-shaped relationship moderated by productive capacity, trade openness, and urbanization in resource-abundant countries. (2023). Iqbal, Mubasher ; Teng, Rui ; Li, Yabo. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723010176.

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2024Assessing the nexus between fintech, natural resources, government effectiveness, and environmental pollution in China: A QARDL study. (2024). Nawi, Hafizah Mat ; Li, Jianfeng ; Feng, Shanshan ; Shamansurova, Zilola ; Alhamdi, Fuad Mohammed. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011443.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Sustainable development or smoke?: The role of natural resources, renewable energy, and agricultural practices in China. (2024). Liu, Jing ; Su, Chi Wei ; Wang, Lei ; Dong, Yuxing. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012230.

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2024Exploring the Nexus between Fintech, natural resources, urbanization, and environment sustainability in China: A QARDL study. (2024). Shukurullaevich, Nizomjon Khajimuratov ; Arnone, Gioia ; Halteh, Khaled ; Liu, Liqun ; Mahmoud, Haitham A ; Alzoubi, Haitham M. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723012680.

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2024How do mineral resources and financial expenditure influence sustainable environment? Exploring the role of social globalization and trade policy uncertainty in China. (2024). Yan, Han. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000199.

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2024Exploring the critical nexus among energy mineral, globalization, and CO2 emissions in NAFTA: Whats the forums response amid asymmetries?. (2024). Awan, Ashar ; Hossain, Mohammad Razib ; Jahanger, Atif. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001922.

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

Works by Tae-Hwan Kim:

YearTitleTypeCited
2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression In: AMSE Working Papers.
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2012Bias Transmission and Variance Reduction in Two-Stage Quantile Regression.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2013A Test for Endogeneity in Conditional Quantiles In: AMSE Working Papers.
[Full Text][Citation analysis]		paper4
2013A Test for Endogeneity in Conditional Quantiles.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression In: AMSE Working Papers.
[Full Text][Citation analysis]		paper0
2015A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression.(2015) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2017A Robust Test of Exogeneity Based on Quantile Regressions In: AMSE Working Papers.
[Full Text][Citation analysis]		paper3
2017A robust test of exogeneity based on quantile regressions.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017A Robust Test of Exogeneity Based on Quantile Regressions.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2001James-Stein-Type Estimators in Large Samples With Application to the Least Absolute Deviations Estimator In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article10
2000James-Stein Type Estimator in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2000James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
1999James-Stein Type Estimators in Large Samples with Application to the Least Absolute Deviations Estimator.(1999) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 10		paper
2002A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
2003Testing for Linear Trend with Application to Relative Primary Commodity Prices In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article53
2004Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article4
2005Examination of Some More Powerful Modifications of the Dickey–Fuller Test In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article43
2003EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 43		paper
2000 Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article20
2000Spurious Rejections by Perron Tests in the Presence of a Break In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article18
2007Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article55
2002Estimation, Inference, and Specification Testing for Possibly Misspecified Quantile Regression In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper22
2003ESTIMATION, INFERENCE, AND SPECIFICATION TESTING FOR POSSIBLY MISSPECIFIED QUANTILE REGRESSION.(2003) In: Advances in Econometrics.
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This paper has nother version. Agregated cites: 22		chapter
2000Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper12
2005Asymptotic and Bayesian Confidence Intervals for Sharpe-Style Weights.(2005) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 12		article
2003On More Robust Estimation of Skewness and Kurtosis: Simulation and Application to the S&P500 Index In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper5
2008Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR In: Working Paper Series.
[Full Text][Citation analysis]		paper27
2015VAR for VaR: measuring tail dependence using multivariate regression quantiles In: Working Paper Series.
[Full Text][Citation analysis]		paper187
2015VAR for VaR: Measuring tail dependence using multivariate regression quantiles.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		article
2012VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles.(2012) In: Working papers.
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This paper has nother version. Agregated cites: 187		paper
2003Predicting Changes in the Interest Rate: The Performance of Taylor Rules Versus Alternatives for the United Kingdom In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper0
2004Spurious Nonlinear Regressions In Econometrics In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper8
2005Spurious nonlinear regressions in econometrics.(2005) In: Economics Letters.
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This paper has nother version. Agregated cites: 8		article
2004Bias Transmission In Two-Stage Estimation In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper0
2003Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal.
[Full Text][Citation analysis]		article57
2004Two-stage quantile regression when the first stage is based on quantile regression In: Econometrics Journal.
[Full Text][Citation analysis]		article70
2004TWO-STAGE QUANTILE REGRESSION WHEN THE FIRST STAGE IS BASED ON QUANTILE REGRESSION.(2004) In: Working Papers. Serie AD.
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This paper has nother version. Agregated cites: 70		paper
2021Impulse response analysis in conditional quantile models with an application to monetary policy In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2020Impulse response analysis in conditional quantile models with an application to monetary policy.(2020) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2010Estimating monetary reaction functions at near zero interest rates In: Economics Letters.
[Full Text][Citation analysis]		article8
2004Spurious regressions with stationary processes around linear trends In: Economics Letters.
[Full Text][Citation analysis]		article24
2002Unit root tests with a break in innovation variance In: Journal of Econometrics.
[Full Text][Citation analysis]		article79
2015Quantile cointegration in the autoregressive distributed-lag modeling framework In: Journal of Econometrics.
[Full Text][Citation analysis]		article161
2014Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework.(2014) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161		paper
2015The instability of the Pearson correlation coefficient in the presence of coincidental outliers In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2014The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 10		paper
2015The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers.(2015) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2004On more robust estimation of skewness and kurtosis In: Finance Research Letters.
[Full Text][Citation analysis]		article152
2012Robust estimation of covariance and its application to portfolio optimization In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2018Multi-dimensional portfolio risk and its diversification: A note In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2005On suboptimality of the Hodrick-Prescott filter at time series endpoints In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article110
2012Monetary information and monetary policy decisions: Evidence from the euroarea and the UK In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2020Inconsistency transmission and variance reduction in two-stage quantile regression In: Post-Print.
[Full Text][Citation analysis]		paper2
2017Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression In: Working Papers.
[Full Text][Citation analysis]		paper2
2005TWO-STAGE HUBER ESTIMATION In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper2
2004More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article173
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article13
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2006Forecasting changes in UK interest rates.(2006) In: Discussion Papers.
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This paper has nother version. Agregated cites: 13		paper
2021Testing for structural breaks in return-based style regression models In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2020Testing for Structural Breaks in Return-Based Style Regression Models.(2020) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
[Citation analysis]		article37
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan.(2009) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2007Evaluating the Taylor Principle Over the Distribution of the Interest Rate: Evidence from the US, UK and Japan.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2010VAR for VaR: measuring systemic risk using multivariate regression quantiles. In: MPRA Paper.
[Full Text][Citation analysis]		paper19
2020Does political orientation affect happiness? The case of South Korea In: Applied Econometrics.
[Full Text][Citation analysis]		article0
2020Does Political Orientation Affect Happiness? The Case of South Korea.(2020) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2003Behaviour of cointegration tests in the presence of structural breaks in variance In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2010The effect of a variance shift on the Breusch-Godfreys LM test In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2001Unit root tests based on inequality-restricted estimators In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2004Calendar effects in Eastern European financial markets: evidence from the Czech Republic, Slovakia and Slovenia In: Applied Financial Economics.
[Full Text][Citation analysis]		article25
2012The influence of school quality on housing prices in Korea In: Applied Economics.
[Full Text][Citation analysis]		article3
2006Forecasting volatility of futures market: the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility In: Applied Economics.
[Full Text][Citation analysis]		article6
2008A more powerful modification of Johansens cointegration tests In: Applied Economics.
[Full Text][Citation analysis]		article0
2015Revisiting growth empirics based on IV panel quantile regression In: Applied Economics.
[Full Text][Citation analysis]		article0
2014Revisiting Growth Empirics Based on IV Panel Quantile Regression.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2003Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification In: Econometrics.
[Full Text][Citation analysis]		paper4
2017UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article0
2014UNIT ROOT TESTS IN THE PRESENCE OF MULTIPLE BREAKS IN VARIANCE.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2012A test for endogeneity in conditional quantile models In: Working papers.
[Full Text][Citation analysis]		paper0
2012On measuring the nonlinear effect of interest rates on inflation and output In: Working papers.
[Full Text][Citation analysis]		paper0
2013Testing for Autocorrelation in Quantile Regression Models In: Working papers.
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2014Testing for Autocorrelation in Quantile Regression Models.(2014) In: Working papers.
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This paper has nother version. Agregated cites: 0		paper
2015Multi-dimensional Risk and its Diversification In: Working papers.
[Full Text][Citation analysis]		paper0
2015Revisiting the Effect of FDI on Economic Growth using Quantile Regression In: Working papers.
[Full Text][Citation analysis]		paper2
2017Statistical Estimation of the Casual Effect of Scoial Economy on Subjective Well-Being In: Working papers.
[Full Text][Citation analysis]		paper0
2020Impulse Response Analysis in Conditional Quantile Models and an Application to Monetary Policy In: Working papers.
[Full Text][Citation analysis]		paper0
2020Dealing with Markov-Switching Parameters in Quantile Regression Models In: Working papers.
[Full Text][Citation analysis]		paper0
2024Generalized Impulse and Its Measure In: Working papers.
[Full Text][Citation analysis]		paper0

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