Tatsushi Oka : Citation Profile

Keio University

7

H index

6

i10 index

522

Citations

RESEARCH PRODUCTION:

14

Articles

24

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 24
   Journals where Tatsushi Oka has often published
   Relations with other researchers
   Recent citing documents: 124.    Total self citations: 13 (2.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok37
   Updated: 2025-12-20    RAS profile: 2025-05-17    
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Relations with other researchers

Works with:

GAO, Jiti (5)

Whang, Yoon-Jae (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 (31)

GUPTA, RANGAN (20)

Sohag, Kazi (16)

Uddin, Gazi (14)

Tiwari, Aviral (13)

Bouri, Elie (12)

Callaway VI, Brantly (12)

Perron, Pierre (11)

Roubaud, David (11)

Lau, Chi Keung (7)

Výrost, Tomáš (7)

Cites to:

Chernozhukov, Victor (62)

Fernandez-Val, Ivan (40)

Perron, Pierre (33)

Bai, Jushan (31)

Imbens, Guido (18)

Abadie, Alberto (16)

Smith, Jeffrey (13)

Angrist, Joshua (12)

Hansen, Christian (12)

Melly, Blaise (12)

Li, Tong (11)

Main data

Where Tatsushi Oka has published?

Journals with more than one article published# docs
Journal of Econometrics7
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org14
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3

Recent works citing Tatsushi Oka (2025 and 2024)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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

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

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

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2024Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744.

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2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024CAESar: Conditional Autoregressive Expected Shortfall. (2024). Mazzarisi, Piero ; Gatta, Federico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2407.06619.

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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2024A Simple Interactive Fixed Effects Estimator for Short Panels. (2024). Phillips, Robert ; Williams, Benjamin D. In: Papers. RePEc:arx:papers:2410.12709.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785.

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2025Practically significant differences between conditional distribution functions. (2025). Wied, Dominik ; Mollenhoff, Kathrin ; Dette, Holger. In: Papers. RePEc:arx:papers:2506.06545.

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2025Beyond the Average: Distributional Causal Inference under Imperfect Compliance. (2025). Byambadalai, Undral ; Hirata, Tomu ; Oka, Tatsushi ; Yasui, Shota. In: Papers. RePEc:arx:papers:2509.15594.

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2025Compositional difference-in-differences for categorical outcomes. (2025). Boussim, Onil. In: Papers. RePEc:arx:papers:2510.11659.

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2024Robust estimation and inference in panels with interactive fixed effects. (2024). Zeleneev, Andrei ; Armstrong, Timothy B ; Weidner, Martin. In: CeMMAP working papers. RePEc:azt:cemmap:28/24.

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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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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2025Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508.

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2024Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43.

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

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. 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). Chang, Tsangyao ; Wang, Mei-Chih. 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). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Impact of COVID-19 on Taiwanese stock market. (2025). Chang, Hao-Wen ; Wang, Mei-Chih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002055.

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2024Identification of quantile treatment effects in difference-in-differences settings with staggered adoption. (2024). Li, Xiaofeng ; Lin, Lihua. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002763.

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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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2024Functional quantile autoregression. (2024). Liu, Weiyi ; Xiao, Zhijie ; Chen, Rong ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624001118.

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2024Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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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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2024Factor proportions model for Russian mineral supply-driven global energy transition: Does externality matter?. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Sergi, Bruno S ; Berezin, Andrey. 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). Chishti, Muhammad Zubair ; Xia, Xiqiang ; Dogan, Eyup. 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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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Does carbon emission trading scheme inhibit corporate executives pursuit of excess compensation? Evidence from a quasi-natural experiment in China. (2024). Zhang, Feipeng ; Ma, Caoyuan. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005784.

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2024Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224.

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2024Does climate risk as barometers for specific clean energy indices? Insights from quartiles and time-frequency perspective. (2024). Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Upreti, Vineet. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007114.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Assessing the influence of unplanned oil supply outages on airline stock connectedness. (2025). Zhang, Yahua ; Xu, Yuchao ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008545.

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2025Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x.

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2025The impact of financial stress, governance, and geopolitics on Europes energy transition mineral trade. (2025). Islam, Md. Monirul ; Mariev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003470.

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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, Min. 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). Shahbaz, Muhammad ; Islam, Md. Monirul ; Samargandi, Nahla. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2024Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824.

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2024Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Ozkan, Oktay. In: Energy. RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017304.

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2025Assessing the quantile dependence and interconnectedness of electricity utilisation across Swedish industrial sectors. (2025). Hedstrm, Axel ; Wadstrm, Christoffer. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008382.

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2025Foreign investors, agency problems and capital allocation efficiency: From the perspective of QFII shareholding. (2025). Zhuang, Xudong ; Gao, Wenyu ; Xie, Yanxiang ; Wu, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005290.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. 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 ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Mikhaylov, Alexey ; Chang, Tsangyao. 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). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100.

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2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

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2024The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram. (2024). Fu, Yimang ; Xiang, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400970x.

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2025Digital financial inclusion, the belt and road initiative, and the Paris agreement: Impacts on energy transition grid costs. (2025). Chishti, Muhammad Zubair ; Du, Anna Min ; Xia, Xiqiang ; Zkan, Oktay. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015460.

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2025Uncovering nonlinear dependencies in the Treasury-funds rate spread: Quantile-based explanation. (2025). Meng, Fanyu. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004799.

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

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Asymmetric dependency among US national financial conditions and clean energy markets. (2024). Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Zeng, Hongjun ; Wu, Ran. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001182.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2025Robust difference-in-differences analysis when there is a term structure. (2025). Nyborg, Kjell ; Woschitz, Jiri. In: Journal of Financial Economics. RePEc:eee:jfinec:v:170:y:2025:i:c:s0304405x25000893.

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

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2024Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics. (2024). Tselika, Kyriaki ; Flessum, Ingrid Emilie. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000618.

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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 ; Yang, Xiaoming ; Vasa, Laszlo ; Mentel, Grzegorz ; Ahmad, Ashfaq. 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). Islam, Md. Monirul ; Tarique, MD ; Alam, Md Fakhre ; Ur, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001910.

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2024Gap in many dimensions: Application to gender. (2024). Maasoumi, Esfandiar ; Kobus, Martyna ; Kapera, Marek. In: Labour Economics. RePEc:eee:labeco:v:89:y:2024:i:c:s0927537124000770.

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

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2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Ahmed, Faroque. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367.

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2025Religion vs. ethics: Tail dependence between Sukuk, green bond, Islamic Fintech, and fourth industrial revolution assets. (2025). Hassan, M. Kabir ; Shaik, Muneer ; Halim, Zairihan Abdul ; Billah, Syed Mabruk ; Rabbani, Mustafa Raza. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000204.

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2024Time-frequency co-movement and cross-quantile connectedness of exchange rates: Evidence from ASEAN+3 Countries. (2024). Deng, XI ; Zhu, Huiming ; Huang, XI ; Ren, Yinghua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001261.

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2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996.

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2025The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2025Environmental attention in cryptocurrency markets: A catalyst for clean energy investments. (2025). DAGESTANI, ABD ALWAHED ; Alnafrah, Ibrahim ; Qing, Lingli. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002266.

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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). Horváth, Matúš ; 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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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets. (2024). Chishti, Muhammad Zubair ; Patel, Ritesh ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001326.

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2025The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008.

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2025Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty. (2025). He, Feng ; Yousaf, Imran ; Nasir, Rana Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005361.

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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 ; Pirtea, Marilen Gabriel ; Pang, Lidong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x.

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2024Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149.

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

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2024Impact of Venezuelan Migration on the Informal Workforce of Native Workers in Colombia. (2024). Campo Robledo, Jacobo ; Bustos, William Prieto ; Dominguez, Juliana Molina ; Castillo, Cristian Dario. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:2:p:38-:d:1331911.

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2025Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study. (2025). Bannerjee, Siddhartha S ; Pillai, Rekha ; Mohsen, Mujeeb Saif ; Tabash, Mosab I. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:66-:d:1604781.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Benkraiem, Ramzi ; ben Osman, Myriam ; Guesmi, Khaled ; Urom, Christian. In: Post-Print. RePEc:hal:journl:hal-04631232.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2024The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis. (2024). Alqaralleh, Huthaifa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09433-8.

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2024The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas. (2024). Tiwari, Aviral ; doğan, buhari ; Abakah, Emmanuel ; Ghosh, Sudeshna ; Aikins, Emmanuel Joel ; Doan, Buhari. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10415-1.

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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.
[Citation analysis]
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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This paper has nother version. Agregated cites: 19		article
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.
[Full Text][Citation analysis]		paper7
2019Indirect inference with a non-smooth criterion function.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7		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.
[Full Text][Citation analysis]		paper1
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]		paper2
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: 2		article
2025Semiparametric Single-Index Estimation for Average Treatment Effects In: Papers.
[Full Text][Citation analysis]		paper1
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: 1		paper
2025Semiparametric single-index estimation for average treatment effects.(2025) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 1		article
2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation In: Papers.
[Full Text][Citation analysis]		paper0
2025Quantile random-coefficient regression with interactive fixed effects: Heterogeneous group-level policy evaluation.(2025) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 0		article
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
2025Regression Adjustment for Estimating Distributional Treatment Effects in Randomized Controlled Trials In: Papers.
[Full Text][Citation analysis]		paper1
2024Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction In: Papers.
[Full Text][Citation analysis]		paper0
2025On Efficient Estimation of Distributional Treatment Effects under Covariate-Adaptive Randomization In: Papers.
[Full Text][Citation analysis]		paper0
2025Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks In: Papers.
[Full Text][Citation analysis]		paper1
2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series In: CeMMAP working papers.
[Full Text][Citation analysis]		paper313
2014The Cross-Quantilogram: Measuring Quantile Dependence and Testing Directional Predictability between Time Series.(2014) In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 313		paper
2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series.(2016) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 313		article
2014The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series.(2014) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 313		paper
2010Estimating structural changes in regression quantiles In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper59
2011Estimating structural changes in regression quantiles.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		article
2025QR.break: An R Package for Structural Breaks in Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article0
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]		article38
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]		paper7
2009Juvenile crime and punishment: evidence from Japan.(2009) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2014DIVORCE LAW REFORMS AND DIVORCE RATES IN THE USA: AN INTERACTIVE FIXED‐EFFECTS APPROACH In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article49

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