Yoshihiko Nishiyama : Citation Profile

Are you Yoshihiko Nishiyama?

Kyoto University

7

H index

5

i10 index

351

Citations

RESEARCH PRODUCTION:

16

Articles

27

Papers

RESEARCH ACTIVITY:

   29 years (1992 - 2021). See details.
   Cites by year: 12
   Journals where Yoshihiko Nishiyama has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 12 (3.31 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pni202
   Updated: 2024-12-03    RAS profile: 2022-03-07    
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Relations with other researchers

Works with:

Iwasawa, Masamune (2)

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

Is cited by:

GUPTA, RANGAN (69)

Balcilar, Mehmet (46)

Wohar, Mark (18)

Demirer, Riza (17)

Tiwari, Aviral (14)

Shahbaz, Muhammad (12)

LINTON, OLIVER (11)

Chen, Xiaohong (11)

Pierdzioch, Christian (10)

Jansson, Michael (7)

Adekoya, Oluwasegun (7)

Cites to:

Newey, Whitney (14)

Robinson, Peter (9)

Bierens, Herman (8)

Powell, James (8)

Bollerslev, Tim (8)

Imbens, Guido (7)

Hansen, Peter (7)

Shephard, Neil (6)

Fukao, Kyoji (6)

KONISHI, YOKO (6)

Lunde, Asger (6)

Main data

Where Yoshihiko Nishiyama has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)4
The North American Journal of Economics and Finance2
Journal of the Japanese and International Economies2
Econometrica2

Working Papers Series with more than one paper published# docs
KIER Working Papers / Kyoto University, Institute of Economic Research8
ERSA conference papers / European Regional Science Association2

Recent works citing Yoshihiko Nishiyama (2024 and 2023)

YearTitle of citing document
2024Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators. (2022). Masini, Ricardo ; Jansson, Michael ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2301.00277.

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2023On propensity score matching with a diverging number of matches. (2023). Han, Fang ; He, Yihui. In: Papers. RePEc:arx:papers:2310.14142.

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2024Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices. (2024). Inokuchi, Ryo ; Komatsubara, Wataru ; Oga, Akihiro ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03589.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023Estimation and inference for policy relevant treatment effects. (2023). Sasaki, Yuya ; Ura, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:394-450.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814.

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2023Differences in carbon risk spillovers with green versus traditional assets: Evidence from a full distributional analysis. (2023). Liu, Yang ; Duan, Kun ; Huang, Yingying ; Yan, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005479.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2023Global geopolitical risk and volatility connectedness among Chinas sectoral stock markets. (2023). Wang, Weiqiang ; Zhang, Weiqi ; Pan, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008590.

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

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2023How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232.

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2023Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies. (2023). Demirer, Riza ; Ferrer, Roman ; Bathia, Deven ; Raheem, Ibrahim D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001493.

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2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

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2023On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x.

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2023How geopolitical risk drives spillover interconnectedness between crude oil and exchange rate markets: Evidence from the Russia-Ukraine war. (2023). Ohikhuare, Obaika M. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009935.

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2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

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2024Gold, platinum and the predictability of bubbles in global stock markets. (2024). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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2024Does extreme climate change drive the connectedness among global gold markets? Evidence from TVP-VAR and causality-in-quantiles techniques. (2024). Ding, Qian ; Zhang, Shishi ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002666.

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2023Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach. (2023). le Roux, Sara ; Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:1-7.

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2023The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

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2023Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Zhao, Xin ; Shahzad, Umer ; Vasa, Laszlo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:112-131.

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2023Whats at Stake? The empirical importance of government revenue and debt and renewable energy for environmental neutrality in the US economy. (2023). Adebayo, Tomiwa Sunday ; Iqbal, Hafiz Arslan ; Abbasi, Kashif Raza ; Ramzan, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:475-489.

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2024Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Khalfaoui, Rabeh ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Tedeschi, Marco. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906.

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2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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2024Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Raza, Syed ; Guesmi, Khaled ; Anwar, Rija ; Benkraiem, Ramzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002647.

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2023The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests. (2023). Yang, Shixiong ; Wei, Jiajia ; Gao, Wang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8156-:d:1149155.

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2023Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316.

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2023Increasing shareholder focus: the repercussions of the 2015 corporate governance reform in Japan. (2023). Puawska, Karolina ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09619-0.

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2023Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305.

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2023Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310.

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2023Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317.

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2023Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407.

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2023Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india. (2023). Odu, Ada Tony ; Riti, Joshua Sunday ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1305-1326.

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2023Testing the role of economic complexity on the ecological footprint in China: a nonparametric causality-in-quantiles approach. (2023). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Oji-Okoro, Izuchukwu ; Onuogu, Ijeoma Christina ; Asuzu, Obioma Chinenyenwa. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2290-2316.

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2023The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y.

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2023Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach. (2023). Mu, Hairong ; Miao, Jichao ; Cheng, Xin ; Xu, Jinhui ; Sun, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1279-1289.

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2023Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475.

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2023.

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Works by Yoshihiko Nishiyama:

YearTitleTypeCited
2020Efficiency of the Retail Industry and Inelastic Supply In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2011A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper0
2011A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2010Moment Restriction-based Econometric Methods: An Overview.(2010) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
1999Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.) In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
1999Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi A In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper0
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: STICERD - Econometrics Paper Series.
[Full Text][Citation analysis]		paper22
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives.(2005) In: Econometrica.
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This paper has nother version. Agregated cites: 22		article
2005The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2005) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 22		paper
2004The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 22		paper
2008A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS In: Econometric Theory.
[Full Text][Citation analysis]		article16
2000Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica.
[Citation analysis]		article33
1999Edgeworth expansions for semiparametric averaged derivatives.(1999) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 33		paper
2013Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2013Quantitative evaluation of contingent capital and its applications In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article8
2011A consistent nonparametric test for nonlinear causality—Specification in time series regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article193
1992Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article25
1995Recent Changes in the Internal Structure of Wages and Employment in Japan In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article1
2004Minimum normal approximation error bandwidth selection for averaged derivatives In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2005Kernel order selection by minimum bootstrapped MSE for density weighted averages In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2008Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
2009Hypothesis testing in rank-size rule regression In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article2
2015Volatility forecast of stock indices by model averaging using high-frequency data In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
1999Studentization in Edgworth expansions for estimates of semiparametric index models In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper3
2010Productivity of Service Providers: Microeconometric measurement in the case of hair salons In: Discussion papers.
[Full Text][Citation analysis]		paper6
2011An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data In: Discussion papers.
[Full Text][Citation analysis]		paper4
2012Determinants of Transport Costs for Inter-regional Trade In: Discussion papers.
[Full Text][Citation analysis]		paper5
2013Determinants of Transport Costs for Inter-regional Trade.(2013) In: ERSA conference papers.
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This paper has nother version. Agregated cites: 5		paper
2013Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production In: Discussion papers.
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2014Measuring the Value of Time in Freight Transportation In: Discussion papers.
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2016Efficiency of the Retail Industry: Case of inelastic supply functions In: Discussion papers.
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2019Comparison of Inbound and Domestic Tourists Destinations in Japan from 2011 to 2017: Zipfs law and Gibrats law (Japanese) In: Discussion Papers (Japanese).
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2008Hypothesis Testing in Rank Size Regression In: Economic Review.
[Full Text][Citation analysis]		article0
2018Sequential test for unit root in AR(1) model In: KIER Working Papers.
[Full Text][Citation analysis]		paper2
2020Optimal Minimax Rates against Non-smooth Alternatives In: KIER Working Papers.
[Full Text][Citation analysis]		paper0
2021Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth In: KIER Working Papers.
[Full Text][Citation analysis]		paper0
2021Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models In: KIER Working Papers.
[Full Text][Citation analysis]		paper2
2005A Consistent Nonparametric Test for Causality In: KIER Working Papers.
[Citation analysis]		paper0
2018Rate Optimal Specification Test When the Number of Instruments is Large In: KIER Working Papers.
[Full Text][Citation analysis]		paper0
2008Nonparametric Estimation Methods of Integrated Multivariate Volatilities In: Econometric Reviews.
[Full Text][Citation analysis]		article5
2014Measuring the value of transport time for inter-regional trade In: ERSA conference papers.
[Full Text][Citation analysis]		paper0

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