Sung Y. Park : Citation Profile

Are you Sung Y. Park?

Chung-Ang University

13

H index

17

i10 index

570

Citations

RESEARCH PRODUCTION:

44

Articles

3

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 35
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 16 (2.73 %)

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   Permalink: http://citec.repec.org/ppa1014
   Updated: 2024-12-03    RAS profile: 2024-05-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Sung Y. Park.

Is cited by:

Corbet, Shaen (8)

GUPTA, RANGAN (8)

HU, YANG (7)

Lin, Boqiang (7)

Allen, David (6)

Tiwari, Aviral (6)

Bahmani-Oskooee, Mohsen (6)

Montes-Rojas, Gabriel (6)

Miller, J. (6)

Kim, Chang Sik (6)

Chang, Yoosoon (6)

Cites to:

Engle, Robert (25)

Narayan, Paresh (16)

Bollerslev, Tim (16)

Jagannathan, Ravi (15)

Bassett, Gilbert (11)

Hamilton, James (11)

Sharma, Susan (10)

lucey, brian (10)

Kilian, Lutz (9)

Ratti, Ronald (9)

Bouri, Elie (9)

Main data

Where Sung Y. Park has published?

Journals with more than one article published# docs
Applied Economics Letters4
Energy Economics4
Finance Research Letters3
Tourism Economics3
Economic Modelling3
Economics Letters3
Physica A: Statistical Mechanics and its Applications2
China Economic Review2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University2

Recent works citing Sung Y. Park (2024 and 2023)

YearTitle of citing document
2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Galvao, Antonio ; Julian, Martinez-Iriarte ; Antonio, Galvao ; Javier, Alejo. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4674.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Unconditional Quantile Partial Effects via Conditional Quantile Regression. (2023). Montes-Rojas, Gabriel ; Martinez-Iriarte, Julian ; Galvao, Antonio F ; Alejo, Javier. In: Papers. RePEc:arx:papers:2301.07241.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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

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2023A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707.

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2023Income elasticity of demand and stock market beta. (2023). Kim, Doyeon ; Bhadra, Madhusmita. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:2:p:225-240.

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2023Buy and buy again: The impact of unique reference points on (re)purchase decisions. (2023). Richards, Daniel W ; Willows, Gizelle D. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:301-316.

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2023A novel approach to portfolio selection using news volume and sentiment. (2023). Wang, Wanbin Walter ; Ho, Kinyip. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:4:p:903-917.

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2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

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2023Does digital finance change the stability of money demand function? Evidence from China. (2023). Lu, Yao ; Zhan, Shuwei ; Wang, Lijun. In: Journal of Asian Economics. RePEc:eee:asieco:v:88:y:2023:i:c:s1049007823000696.

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2023Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

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2024Labor dynamics and unions: An empirical analysis through Okuns Law. (2024). Zambrano-Monserrate, Manuel A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:613-628.

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2023How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach. (2023). Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000025.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

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2024Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390.

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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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2023Testing for explosive bubbles in the presence of non-Gaussian conditions. (2023). Feng, Hao. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004172.

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2023Portfolio selection: A target-distribution approach. (2023). Vrins, Frédéric ; Lassance, Nathan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:302-314.

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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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2023Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying. (2023). Liddle, Brantley. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003705.

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2023On the performance of the United States nuclear power sector: A Bayesian approach. (2023). Bernstein, David ; Tsionas, Mike G ; Parmeter, Christopher F. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003821.

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2023Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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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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2023Riding the green rails: Exploring the nexus between high-speed trains, green innovation, and carbon emissions. (2023). Wei, Jia ; Wan, Kunyang ; Chen, Wenqing ; Zhao, Changyi. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223023496.

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2023Comovements between multidimensional investor sentiment and returns on internet financial products. (2023). Zhang, Shuonan ; Yu, Jingjing ; Jin, Chenglu ; Wang, Shengnan ; Chen, Rongda. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003830.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2023Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach. (2023). Pazarci, Sevket ; Yavuz, Ersin ; Kilic, Emre ; Kar, Asim. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009005.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2023Hedging with futures during nonconvergence in commodity markets. (2023). Karali, Berna ; Goswami, Alankrita ; Adjemian, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000545.

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2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

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2023Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. (2023). DAGESTANI, ABD ALWAHED ; Zhao, Shikuan ; Shinwari, Riazullah ; Zhang, Shaohe. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003197.

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2023The effect of financial development on natural gas resource rent in Ghana. (2023). Adabor, Opoku. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003318.

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2023Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

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2023Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries. (2023). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s030142072300452x.

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2023Energy innovations, natural resource abundance, urbanization, and environmental sustainability in the post-covid era. Does environmental regulation matter?. (2023). Chen, Hongrui. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005937.

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2023The impact of supportive policy for resource-exhausted cities on carbon emission: Evidence from China. (2023). Liu, Wen ; Zhou, Shengwen ; Tan, Xiaoqing ; Ai, Hongshan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006621.

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2023Return and volatility connectedness among the BRICS stock and oil markets. (2023). Lee, Chien-Chiang ; Chang, Tsangyao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009522.

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2024Synergizing natural resources and sustainable development: A study of industrial structure, and green innovation in Chinese region. (2024). Su, Xufeng ; Gao, Pengfei ; Shi, Rubiao ; Yang, Xiaodong ; Zhang, XI. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011625.

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2024Are natural resources a driving force for financial development or a curse for the economy? Policy insight from Next-11 countries. (2024). Wei, Liangli ; Cheng, Xianfu ; Huang, Huafang ; Deng, Minmin ; Liu, Dongping. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011777.

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2024Renyi entropy based design of heavy tailed distribution for return of financial assets. (2024). Kukal, Jaromir ; van Tran, Quang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000396.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283.

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2024The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Tarchella, Salma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

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2024Target selection in shrinkage estimation of covariance matrix: A structural similarity approach. (2024). Zhang, Bin ; Wang, Xuanci. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000178.

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2023The impact of science and technology services on agricultural income of rural household: An investigation based on the three northeastern provinces of China. (2023). Li, Qinghai ; Chen, Huihui. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:191:y:2023:i:c:s0040162523002275.

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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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2024Investigating the Impact of Agricultural, Financial, Economic, and Political Factors on Oil Forward Prices and Volatility: A SHAP Analysis. (2024). Choi, Sun-Yong ; Kim, Hui-Sang. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1001-:d:1342719.

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2023Identifying Urban–Rural Disparities and Associated Factors in the Prevalence of Disabilities in Tianjin, China. (2023). Zhao, Liang ; Du, Mengbing ; Qiu, Ning ; Han, Xinyu ; Jiang, Yuxiao. In: Land. RePEc:gam:jlands:v:12:y:2023:i:8:p:1480-:d:1202069.

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2023.

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2023Asymmetric Wealth Effect between US Stock Markets and US Housing Market and European Stock Markets: Evidences from TAR and MTAR. (2023). Ramos, Patricia ; Gomes, Luis ; Coelho, Pedro. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:124-:d:1190209.

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2024Test of Volatile Behaviors with the Asymmetric Stochastic Volatility Model: An Implementation on Nasdaq-100. (2024). Yagubov, Ulvi ; Gubadli, Magsud ; Suleymanov, Elchin. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:5:p:76-:d:1388278.

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2023Sustainable Employment in Developing and Emerging Countries: Testing Augmented Okun’s Law in Light of Institutional Quality. (2023). Raies, Asma. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3088-:d:1061784.

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2024Estimating Market Power Exertion in the U.S. Beef Packing Industry: An Illustration of Data Aggregation Bias Using Simulated Data. (2024). Chung, Chanjin ; Lee, Jung Min. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3673-:d:1384415.

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2024Mean-Variance Efficient Large Portfolios : A Simple Machine Learning Heuristic Technique based on the Two-Fund Separation Theorem. (2024). Maillet, Bertrand ; Costola, Michele ; Zhang, Xiang ; Yuan, Zhining. In: Post-Print. RePEc:hal:journl:hal-04514343.

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2023Consumer Confidence and Stock Markets Returns. (2023). Jiaming, XU ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp02922023.

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2023Economic policy uncertainty, governance institutions and economic performance in Africa: are there regional differences?. (2023). Orji, Anthony ; Ogbonna, Oliver E ; Ogbuabor, Jonathan E ; Ekeocha, Davidmac O. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-022-09472-7.

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2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

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2023Investigating the Links between UK House Prices and Share Prices with Copulas. (2023). Tsiaras, Leonidas ; Bissoondeeal, Rakesh K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:3:d:10.1007_s11146-021-09854-0.

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2023Domestic transport charges: Estimation of transport-related elasticities. (2023). Le, Trinh ; Hyslop, Dean ; Watson, Nic ; Riggs, Lynn ; Mare, David. In: Working Papers. RePEc:mtu:wpaper:23_10.

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2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

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2023Is the volatility of international tourism revenues affected by tourism source market structure? An empirical analysis of Turkey. (2023). Uzun, Merve ; Tkenmez, Egemen Gne ; Aaazade, Seymur. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:291-304.

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2023Age- and Gender-specific Output-employment Relationship across Economic Sectors. (2023). Rupliene, Dovile ; Eputiene, Janina ; Matuzevieiute, Kristina ; Dargenyte-Kacilevieiene, Laura ; Butkus, Mindaugas. In: Journal of Economics / Ekonomicky casopis. RePEc:sav:journl:v:71:y:2023:i:1:p:3-22.

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2023Bauxite mining and economic growth in Guinea over the period 1986–2020: empirical evidence from ARDL and NARDL approaches. (2023). Camara, Mamoudou. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:1:d:10.1007_s13563-022-00356-w.

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2023Mean-Variance-VaR portfolios: MIQP formulation and performance analysis. (2023). Tardella, Fabio ; Martino, Manuel L ; Cesarone, Francesco. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00719-x.

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2023A revisit to the relationship between globalization and income inequality: are levels of development really paramount?. (2023). Aslan, Alper ; Ocal, Oguz ; Han, Volkan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01402-z.

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2023Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? A time-frequency analysis. (2023). Chen, Xiuwen. In: Applied Economics. RePEc:taf:applec:v:55:y:2023:i:48:p:5637-5652.

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2023Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

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2023The influence of oil price uncertainty on stock liquidity. (2023). Wong, Jin Boon ; Zhang, Qin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:141-167.

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2023Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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

Sung Y. Park is editor of

Journal
Journal of Economic Development
Journal of Economic Development

Works by Sung Y. Park:

YearTitleTypeCited
2017Asymmetric Relationship between Investors Sentiment and Stock Returns: Evidence from a Quantile Non€ causality Test In: International Review of Finance.
[Full Text][Citation analysis]		article15
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article30
2019Do gender and age impact the time‐varying Okuns law? Evidence from South Korea In: Pacific Economic Review.
[Full Text][Citation analysis]		article2
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
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2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach In: Journal of Asian Economics.
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2011Money demand in China and time-varying cointegration In: China Economic Review.
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2012Resource abundance and economic growth in China In: China Economic Review.
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2013Resource Abundance and Economic Growth in China.(2013) In: Working Papers.
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2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
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2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
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2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures In: The North American Journal of Economics and Finance.
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2014A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters.
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2013A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: Working Papers.
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2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
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2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
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2018Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters.
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2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
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2016Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance.
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2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics.
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2010An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics.
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2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
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2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
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2023Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach In: Energy Policy.
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2016Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis.
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2021Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters.
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2013Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting.
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2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
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2018Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications.
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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
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2018Information theoretic approaches to income density estimation with an application to the U.S. income data In: The Journal of Economic Inequality.
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2018Information theoretic approaches to income density estimation with an application to the U.S. income data.(2018) In: The Journal of Economic Inequality.
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2015Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach In: The Journal of Real Estate Finance and Economics.
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2010Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics.
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2011Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics.
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2016Determinants of systematic risk in the US Restaurant industry In: Tourism Economics.
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2021On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical Economics.
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2010Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters.
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2015An empirical test for Okuns law using a smooth time-varying parameter approach: evidence from East Asian countries In: Applied Economics Letters.
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2008Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews.
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2018Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews.
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2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
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2014Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters.
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