Tatsushi Oka : Citation Profile

Are you Tatsushi Oka?

Keio University

7

H index

6

i10 index

441

Citations

RESEARCH PRODUCTION:

11

Articles

22

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 22
   Journals where Tatsushi Oka has often published
   Relations with other researchers
   Recent citing documents: 117.    Total self citations: 11 (2.43 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pok37
   Updated: 2024-12-03    RAS profile: 2024-11-10    
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Relations with other researchers

Works with:

GAO, Jiti (3)

Yamada, Ken (2)

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

Is cited by:

Shahzad, Syed Jawad Hussain (29)

GUPTA, RANGAN (19)

Sohag, Kazi (15)

Uddin, Gazi (14)

Callaway, Brantly (12)

Bouri, Elie (12)

Tiwari, Aviral (11)

Perron, Pierre (11)

Roubaud, David (11)

Baumohl, Eduard (7)

Lau, Chi Keung (7)

Cites to:

Chernozhukov, Victor (55)

Fernandez-Val, Ivan (36)

Perron, Pierre (33)

Bai, Jushan (31)

Imbens, Guido (15)

Abadie, Alberto (13)

Angrist, Joshua (11)

Smith, Jeffrey (11)

Galvao, Antonio (10)

Hahn, Jinyong (9)

Andrews, Donald (9)

Main data

Where Tatsushi Oka has published?

Journals with more than one article published# docs
Journal of Econometrics7

Working Papers Series with more than one paper published# docs
Papers / arXiv.org12
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3

Recent works citing Tatsushi Oka (2024 and 2023)

YearTitle of citing document
2023Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001.

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2024Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2024Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2024Difference in Differences with Time-Varying Covariates. (2022). Callaway, Brantly ; Rodrigues, Hugo Sant'Anna ; Payne, Stroud ; Caetano, Carolina. In: Papers. RePEc:arx:papers:2202.02903.

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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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2023Generalised Covariances and Correlations. (2023). Pohle, Marc-Oliver ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2307.03594.

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2024Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan. (2024). Tan, Yong ; Sasaki, Yuya ; Rodrigue, Joel ; Li, Tong ; Callaway, Brantly. In: Staff Working Papers. RePEc:bca:bocawp:24-7.

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2023Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760.

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2024Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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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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2023Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2023Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies. (2023). Adam, Anokye M ; Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-70.

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2024Energy security risk and financial development nexus: Disaggregated level evidence from South Korea by cross-quantilogram approach. (2024). Alola, Andrew Adewale ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400518x.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2023Bootstrapping quantile correlations with an application for income status across generations. (2023). ZILIAK, JAMES ; Lamarche, Carlos ; Hartley, Robert Paul. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001854.

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2023Treatment effects in interactive fixed effects models with a small number of time periods. (2023). Callaway, Brantly ; Karami, Sonia. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:184-208.

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2023Testing the martingale difference hypothesis in high dimension. (2023). Shao, Xiaofeng ; Jiang, Qing ; Chang, Jinyuan. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:972-1000.

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2023Linear panel regressions with two-way unobserved heterogeneity. (2023). Weidner, Martin ; Freeman, Hugo. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002142.

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2024Standard errors for panel data models with unknown clusters. (2024). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303341.

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2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

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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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2023Do green and dirty investments hedge each other?. (2023). Hassan, M. Kabir ; Mariev, Oleg ; Bakhteyev, Stepan ; Sohag, Kazi. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000713.

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2023The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics. (2023). Sinha, Avik ; Murshed, Muntasir ; Balsalobre-Lorente, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003456.

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2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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2023Exploring the critical demand drivers of electricity consumption in Thailand. (2023). Uddin, Gazi ; Troster, Victor ; Ahmed, Ali ; Taghizadeh-Hesary, Farhad ; Phoumin, Han ; Hasan, Md Bokhtiar. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003730.

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2023Sailing across climate-friendly bonds and clean energy stocks: An asymmetric analysis with the Gulf Cooperation Council Stock markets. (2023). Karim, Sitara ; Sadorsky, Perry ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004097.

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2023Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development. (2023). Sinha, Avik ; Nguyen, Duc Khuong ; Das, Narasingha ; Ghosh, Vinit ; Hussain, Nazim. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005194.

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2024Factor proportions model for Russian mineral supply-driven global energy transition: Does externality matter?. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Berezin, Andrey ; Sergi, Bruno S. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007405.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

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2023Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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2023Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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2023Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600.

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2023Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram. (2023). Ashraf, Sania ; Lucey, Brian M ; Shafiullah, Muhammad ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001022.

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2023Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach. (2023). Manotas-Duque, Diego F ; Oviedo-Gomez, Andres ; Joaqui-Barandica, Orlando. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007006.

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2023Quantile connectedness between cryptocurrency and commodity futures. (2023). Park, Sung Y. ; Joo, Young C. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008449.

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2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Chang, Tsangyao ; Mikhaylov, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000874.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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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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2023What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Hammoudeh, Shawkat ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Chen, Jinyu ; Wen, Fenghua ; Duan, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

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2023Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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2023Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007206.

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2023Volatility transmission from critical minerals prices to green investments. (2023). Sokolova, Yulia ; Sohag, Kazi ; Blueschke, Dmitri ; Vilamova, Arka. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002076.

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2023The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Iftiolu, Serhan ; Sokhanvar, Amin ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Financial stress in Russia: Exploring the impact of oil market shocks. (2023). Sohag, Kazi ; Elsayed, Ahmed ; Kalina, Irina. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008619.

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2024Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Vasa, Laszlo ; Ahmad, Ashfaq ; Mentel, Grzegorz ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia. (2024). Tarique, MD ; Alam, Md Fakhre ; Ur, Anis ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001910.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty. (2023). Ghosh, Sudeshna ; Tiwari, Aviral Kumar ; Trabelsi, Nader ; Doan, Buhari. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:36-62.

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2023Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis. (2023). Ahad, Muhammad ; Imran, Zulfiqar Ali. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:408-423.

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2023The predictability of skewness risk premium on stock returns: Evidence from Chinese market. (2023). Wang, Linyu ; Ni, Zhongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:576-594.

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2023Directional predictability from central bank digital currency to cryptocurrencies and stablecoins. (2023). Guesmi, Khaled ; Ghabri, Yosra ; Ayadi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000351.

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2024Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars. (2024). Horvath, Matu ; Gyonyor, Lucie Stank. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000229.

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2023Whittle estimation based on the extremal spectral density of a heavy-tailed random field. (2023). Zienkiewicz, Jacek ; Zhao, Yuwei ; Mikosch, Thomas ; Damek, Ewa. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:232-267.

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2023Implications of cryptocurrency energy usage on climate change. (2023). Xu, Bing ; Marco, Chi Keung ; Chen, Xihui Haviour ; Zhang, Dongna. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522007405.

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2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pang, Lidong ; Pirtea, Marilen Gabriel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x.

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2023An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia. (2023). Hensher, David A ; Zeng, Jingjing ; Li, Zheng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:169:y:2023:i:c:s0965856423000149.

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2024How do energy-saving policies improve environmental quality: Evidence from China’s Top 10,000 energy-consuming enterprises program. (2024). Yang, Lili ; Xu, LE ; Shao, Shuai ; Yu, Dianfan. In: World Development. RePEc:eee:wdevel:v:175:y:2024:i:c:s0305750x2300284x.

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2023The Nexus between Green Bonds and European Banks: A Cross-Quantilogram Approach. (2023). Criste, Adina ; Lupu, Iulia. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:24:p:7974-:d:1296790.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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

Works by Tatsushi Oka:

YearTitleTypeCited
2018Testing for Common Breaks in a Multiple Equations System In: Papers.
[Full Text][Citation analysis]		paper19
2011Testing for Common Breaks in a Multiple Equations System.(2011) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 19		paper
2018Testing for common breaks in a multiple equations system.(2018) In: Journal of Econometrics.
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2018Testing for common breaks in a multiple equations system.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2019Indirect Inference with a Non-Smooth Criterion Function In: Papers.
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2019Indirect inference with a non-smooth criterion function.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 6		article
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures In: Papers.
[Full Text][Citation analysis]		paper9
2018Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures.(2018) In: Boston University - Department of Economics - Working Papers Series.
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This paper has nother version. Agregated cites: 9		paper
2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures.(2020) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 9		article
2019Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality In: Papers.
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2023Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-Group Inequality.(2023) In: Journal of Human Resources.
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This paper has nother version. Agregated cites: 1		article
2020A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China In: Papers.
[Full Text][Citation analysis]		paper1
2023Bivariate Distribution Regression with Application to Insurance Data In: Papers.
[Full Text][Citation analysis]		paper0
2023Bivariate distribution regression with application to insurance data.(2023) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 0		article
2024Semiparametric Single-Index Estimation for Average Treatment Effects In: Papers.
[Full Text][Citation analysis]		paper0
2022Semiparametric Single-Index Estimation for Average Treatment Effects.(2022) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation In: Papers.
[Full Text][Citation analysis]		paper0
2023Distributional Vector Autoregression: Eliciting Macro and Financial Dependence In: Papers.
[Full Text][Citation analysis]		paper0
2024Inflation Target at Risk: A Time-varying Parameter Distributional Regression In: Papers.
[Full Text][Citation analysis]		paper2
2024Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials In: Papers.
[Full Text][Citation analysis]		paper0
2024Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction In: Papers.
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In: .
[Full Text][Citation analysis]		paper257
2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series.(2014) In: Cambridge Working Papers in Economics.
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This paper has nother version. Agregated cites: 257		paper
2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 257		article
2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 257		paper
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper52
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		article
2015Set identification of the censored quantile regression model for short panels with fixed effects In: Journal of Econometrics.
[Full Text][Citation analysis]		article12
2018Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2022Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2004Juvenile Crime and Punishment: Evidence from Japan In: Discussion Papers in Economics and Business.
[Citation analysis]		paper6
2009Juvenile crime and punishment: evidence from Japan.(2009) In: Applied Economics.
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This paper has nother version. Agregated cites: 6		article
2014DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article46

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