Sung Y. Park : Citation Profile

Chung-Ang University

14

H index

18

i10 index

663

Citations

RESEARCH PRODUCTION:

48

Articles

3

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 39
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 17 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1014
   Updated: 2026-01-10    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

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 (10)

HU, YANG (8)

GUPTA, RANGAN (8)

Lin, Boqiang (7)

Bahmani-Oskooee, Mohsen (7)

Montes-Rojas, Gabriel (7)

Balcilar, Mehmet (6)

Roubaud, David (6)

Oxley, Les (6)

Kim, Chang Sik (6)

Tiwari, Aviral (6)

Cites to:

Engle, Robert (25)

Bollerslev, Tim (16)

Narayan, Paresh (16)

Jagannathan, Ravi (15)

Hamilton, James (11)

Bassett, Gilbert (11)

Sharma, Susan (10)

lucey, brian (10)

Bouri, Elie (9)

Andrews, Donald (9)

shin, yongcheol (9)

Main data

Where Sung Y. Park has published?

Journals with more than one article published# docs
Applied Economics Letters5
Energy Economics4
Economic Modelling3
Finance Research Letters3
Tourism Economics3
Economics Letters3
China Economic Review2
International Review of Finance2
Journal of Futures Markets2
Physica A: Statistical Mechanics and its Applications2
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 (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

Full description at Econpapers || Download paper

2024Uncertainty and Money Demand Function in Developing Countries. (2024). Asik, Bekir. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:111-136.

Full description at Econpapers || Download paper

2024Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets. (2024). Fabre, Timoth'Ee ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:2401.09361.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Three Scores and 15 Years (1948-2023) of Raos Score Test: A Brief History. (2024). Bilias, Yannis ; Bera, Anil K. In: Papers. RePEc:arx:papers:2406.19956.

Full description at Econpapers || Download paper

2024A Structural Approach to Growth-at-Risk. (2024). Wojciechowski, Robert. In: Papers. RePEc:arx:papers:2410.04431.

Full description at Econpapers || Download paper

2024The lexical ratio: A new perspective on portfolio diversification. (2024). Mohseni, Sayyed Faraz ; Arian, Hamid R. In: Papers. RePEc:arx:papers:2411.06080.

Full description at Econpapers || Download paper

2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

Full description at Econpapers || Download paper

2024Asymptotic approximations of expectations of power means. (2024). Buri, Tomislav ; Mihokovi, Lenka. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:3:p:505-522.

Full description at Econpapers || Download paper

2025Does resource abundance impede growth in services? An empirical study from global panel data. (2025). Camara, Mamoudou. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00009.

Full description at Econpapers || Download paper

2024Time-Varying Income and Price Elasticities of Oil Demand in OECD Countries. (2024). Ball, Esra ; Bucak, Aala ; Aatk, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Akdeniz, Cokun. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-30.

Full description at Econpapers || Download paper

2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

Full description at Econpapers || Download paper

2024Electronic payments and money demand in China. (2024). Wen, Min ; Hwang, Jen-Te. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:47-64.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

Full description at Econpapers || Download paper

2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

Full description at Econpapers || Download paper

2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

Full description at Econpapers || Download paper

2025The impact of Nasdaq-100, U.S. Dollar Index and commodities on cryptocurrency: New evidence from Augmented ARDL approach. (2025). Aliyev, Fuzuli ; Eylasov, Neman. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s016517652500028x.

Full description at Econpapers || Download paper

2025Unemployment dynamics in the United Kingdom: a quarter-millennium perspective. (2025). Yucel, Ali ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003052.

Full description at Econpapers || Download paper

2025Unconditional quantile partial effects via conditional quantile regression. (2025). Montes-Rojas, Gabriel ; Galvao, Antonio ; Alejo, Javier ; Martinez-Iriarte, Julian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000241.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

Full description at Econpapers || Download paper

2024Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978.

Full description at Econpapers || Download paper

2025Vertical spillovers and the energy intensity of European industries. (2025). Rahko, Jaana. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s014098832400762x.

Full description at Econpapers || Download paper

2025Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

Full description at Econpapers || Download paper

2025Economic growth, energy consumption and CO2 emissions: A replication. (2025). Chen, Qiaowen ; Zhang, Erhua. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003627.

Full description at Econpapers || Download paper

2025High-speed railway opening, firm agglomeration and carbon emission: Evidence from China. (2025). Hao, Jingjun ; Dong, Peiting ; Yao, Xin. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005377.

Full description at Econpapers || Download paper

2024The resource curse in energy-rich regions: Evidence from Chinas ultra-high voltage transmission. (2024). He, Ruofan ; Wan, Panbing ; Yang, Mian. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224019273.

Full description at Econpapers || Download paper

2025Identifying influence pathways of oil price shocks on inflation based on impulse response networks. (2025). Gao, Xiangyun ; Zhao, Yiran ; An, Haizhong ; Wang, Anjian ; Sun, Qingru ; Zhang, Yupeng ; Zheng, Huiling. In: Energy. RePEc:eee:energy:v:314:y:2025:i:c:s0360544224038854.

Full description at Econpapers || Download paper

2025Discovering nonlinear interactions between Chinas financial markets: A data-driven approach. (2025). Sornette, Didier ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000626.

Full description at Econpapers || Download paper

2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

Full description at Econpapers || Download paper

2025Stock market volatility and oil shocks: A study of G7 economies. (2025). Cadena-Silva, Javier Patricio ; Sanz, Jos Ngel ; Rodrguez, Jos Miguel. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003059.

Full description at Econpapers || Download paper

2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

Full description at Econpapers || Download paper

2025Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets. (2025). Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004570.

Full description at Econpapers || Download paper

2025Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727.

Full description at Econpapers || Download paper

2024Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

Full description at Econpapers || Download paper

2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

Full description at Econpapers || Download paper

2024Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. (2024). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Brahim, Mariem. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004446.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Crypto network. (2024). Pernagallo, Giuseppe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400637x.

Full description at Econpapers || Download paper

2025Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective. (2025). Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001601.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Interest rate liberalization and household investment in China. (2024). Peng, Zhiyu ; Lan, Jiajun ; Liu, Yihan ; Pan, Yinghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006233.

Full description at Econpapers || Download paper

2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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 ; Tarchella, Salma ; Khalfaoui, Rabeh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519.

Full description at Econpapers || Download paper

2024Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977.

Full description at Econpapers || Download paper

2025Are base layer blockchains establishing a new sector? Evidence from a connectedness approach. (2025). Lee, Geul ; Ryu, Doojin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004471.

Full description at Econpapers || Download paper

2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

Full description at Econpapers || Download paper

2025Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry. (2025). Lee, Geonhee ; Kim, Young Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002454.

Full description at Econpapers || Download paper

2025The Faster the Healthier: Chinas High-Speed Rail Expansion and Mental Health. (2025). Wen, Jing ; Liu, Jingyang ; Zhang, Xin ; Yang, Haoran. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:99:y:2025:i:c:s0038012125000485.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Can gold hedge against uncertainty in the cryptocurrency and energy markets?. (2025). Shao, Xuefeng ; Qin, Meng ; Su, Chi Wei ; Hu, Chengming. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000812.

Full description at Econpapers || Download paper

2024High-speed rail, resource allocation and haze pollution in China. (2024). Yang, Jun ; Cheng, QI. In: Transport Policy. RePEc:eee:trapol:v:157:y:2024:i:c:p:124-139.

Full description at Econpapers || Download paper

2025Does the development of high-speed rail benefit carbon emissions reduction?. (2025). Zhu, Junjie ; Guo, Hongfeng. In: Transport Policy. RePEc:eee:trapol:v:172:y:2025:i:c:s0967070x25002926.

Full description at Econpapers || Download paper

2024Disentangling the Intelligentization–Carbon Emission Nexus within China’s Logistics Sector: An Econometric Approach. (2024). Jiao, Zhilun ; Wu, Xiaofan ; Yu, Ningning. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:16:p:4131-:d:1459458.

Full description at Econpapers || Download paper

2024Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Kuziak, Katarzyna ; Grka, Joanna. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025The End of Mean-Variance? Tsallis Entropy Revolutionises Portfolio Optimisation in Cryptocurrencies. (2025). Naoui, Kamel ; Chortane, Sana Gaied. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:77-:d:1582559.

Full description at Econpapers || Download paper

2025The Integration of Value-at-Risk in Assessing ESG-Based Collaborative Synergies in Cross-Border Acquisitions: Real Options Approach. (2025). Irjevskis, Andrejs. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:8:p:459-:d:1727263.

Full description at Econpapers || Download paper

2025Evidence of Energy-Related Uncertainties and Changes in Oil Prices on U.S. Sectoral Stock Markets. (2025). Chen, Yu-Fen ; Chiang, Thomas C ; Lin, Fu-Lai. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1823-:d:1667941.

Full description at Econpapers || Download paper

2025Modeling Portfolio Selection Under Intuitionistic Fuzzy Environments. (2025). Derya, Tusan ; Kelce, Mehve Gliz ; Atalay, Kumru Didem. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:20:p:3303-:d:1772607.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Time-Varying Correlations between JSE.JO Stock Market and Its Partners Using Symmetric and Asymmetric Dynamic Conditional Correlation Models. (2024). Mwambi, Henry ; Omolo, Bernard ; Abdelkreem, Anas Eisa. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:3:p:46-776:d:1440130.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Kim, Chang Sik ; Chang, Yoosoon ; Choi, Yongok ; Park, Joon Y. In: CAEPR Working Papers. RePEc:inu:caeprp:2024001.

Full description at Econpapers || Download paper

2024Are there more than three regimes in the output-unemployment relationship? A panel quantile regression estimates of Okuns gap model in EU countries. (2024). Butkus, Mindaugas ; Dargenyte-Kacileviciene, Laura ; Matuzeviciute, Kristina ; Seputiene, Janina ; Rupliene, Dovile. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2024:v:15:p:201-218.

Full description at Econpapers || Download paper

2024Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x.

Full description at Econpapers || Download paper

2024Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers. (2024). Mikhaylov, Alexey ; Yuksel, Serhat ; Bhatti, Ishaq M ; Diner, Hasan. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10341-8.

Full description at Econpapers || Download paper

2025Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors. (2025). Tellez, DIEGO ; Tellez-Falla, Diego F ; Pantoja, Javier Orlando ; Alemn, Julin Alberto. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10702-5.

Full description at Econpapers || Download paper

2025Sensitivity analysis applied to tilting methodologies. (2025). Chan, Tom ; Riposo, Julien ; Klepfish, E G ; Schroeder, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-024-00388-7.

Full description at Econpapers || Download paper

2024Competition for Safety: The National Civilized City Campaign and Enterprise Production Safety in China. (2024). Xu, Huange ; Li, Guangchen ; Chen, BO. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241255822.

Full description at Econpapers || Download paper

2024Collaborative forecasting of tourism demand for multiple tourist attractions with spatial dependence: A combined deep learning model. (2024). Yao, Yanbo ; Han, Tian-Yu ; Bi, Jian-Wu. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:2:p:361-388.

Full description at Econpapers || Download paper

2024Modelling prices and volatilities in the sharing economy. (2024). Andrada-Flix, Julin ; Hernndez, Juan M ; Prez-Rodrguez, Jorge V. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:5:p:1189-1215.

Full description at Econpapers || Download paper

2025Spatial quantile clustering of climate data. (2025). Girardi, Paolo ; Musau, Victor Muthama ; Gaetan, Carlo. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:1:d:10.1007_s11634-024-00580-y.

Full description at Econpapers || Download paper

2024Mean–variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. (2024). Zhang, Xiang ; Costola, Michele ; Yuan, Zhining ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04881-3.

Full description at Econpapers || Download paper

2024Time varying risk aversion and its connectedness: evidence from cryptocurrencies. (2024). Corbet, Shaen ; Hu, Yang ; Hou, Yang ; Oxley, Les. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-06001-9.

Full description at Econpapers || Download paper

2025Black–Litterman portfolio optimization based on GARCH–EVT–Copula and LSTM models. (2025). Ta, Bao Quoc ; Huynh, VU. In: Annals of Operations Research. RePEc:spr:annopr:v:349:y:2025:i:3:d:10.1007_s10479-025-06597-6.

Full description at Econpapers || Download paper

2025A return-diversification approach to portfolio selection. (2025). Cesarone, Francesco ; Giacometti, Rosella ; Martino, Manuel L ; Tardella, Fabio. In: Computational Management Science. RePEc:spr:comgts:v:22:y:2025:i:2:d:10.1007_s10287-025-00538-1.

Full description at Econpapers || Download paper

2025A class of transformed joint quantile time series models with applications to health studies. (2025). Aghabazaz, Zeynab ; Kazemi, Iraj ; Tourani-Farani, Fahimeh. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01484-3.

Full description at Econpapers || Download paper

2024Nelson and Plosser revisited: macroeconomic and financial stability of Turkey. (2024). Kilic, Emre ; Nazlioglu, Saban ; Tarakci, Dogukan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02536-1.

Full description at Econpapers || Download paper

2025Stochastic instability: a dynamic quantile approach. (2025). Chavas, Jean-Paul. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02651-7.

Full description at Econpapers || Download paper

2024Local environmental legislation and employment growth: evidence from Chinese manufacturing firms. (2024). Bian, Xueying ; Wen, Lei ; Li, Hongbing. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:7:d:10.1007_s10668-023-03317-7.

Full description at Econpapers || Download paper

2024Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. (2024). Kang, Sang Hoon ; Ko, Hee-Un ; Kumar, Anoop S ; Mensi, Walid. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:2:d:10.1007_s40822-024-00263-1.

Full description at Econpapers || Download paper

2024How do supply or demand shocks affect the US oil market?. (2024). Vides, José Carlos ; Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

Full description at Econpapers || Download paper

2025Industry return predictability using health policy uncertainty. (2025). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00758-z.

Full description at Econpapers || Download paper

2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

Full description at Econpapers || Download paper

2025Utilizing RNN based model and bi-objective programming to a new mean-conditional value at risk-entropy for uncertain portfolio optimization with liquidity and diversification. (2025). Andabil, Zahra Faraji ; Nazemi, Alireza ; Mirlohi, Seyyed Mojtaba. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:24:y:2025:i:3:d:10.1007_s10700-025-09451-3.

Full description at Econpapers || Download paper

2025The impact of COVID-19 on unemployment dynamics: a panel analysis of youth and gender-specific unemployment in European countries. (2025). Wang, Xinxin ; Skare, Marinko ; Xu, Zeshui ; Fan, Xuecheng. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-025-01095-4.

Full description at Econpapers || Download paper

2024ICT and declining labor productivity in OECD. (2024). Banday, Tooba Pervaiz ; Erdem, Ekrem. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-024-00626-5.

Full description at Econpapers || Download paper

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]		article17
2018Time‐Varying Investor Herding in Chinese Stock Markets In: International Review of Finance.
[Full Text][Citation analysis]		article5
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article34
2019Do gender and age impact the time‐varying Okuns law? Evidence from South Korea In: Pacific Economic Review.
[Full Text][Citation analysis]		article3
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
[Full Text][Citation analysis]		article22
2023Modeling an early warning system for household debt risk in Korea: A simple deep learning approach In: Journal of Asian Economics.
[Full Text][Citation analysis]		article1
2011Money demand in China and time-varying cointegration In: China Economic Review.
[Full Text][Citation analysis]		article24
2012Resource abundance and economic growth in China In: China Economic Review.
[Full Text][Citation analysis]		article35
2013Resource Abundance and Economic Growth in China.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
[Full Text][Citation analysis]		article11
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
[Full Text][Citation analysis]		article6
2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
[Full Text][Citation analysis]		article5
2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2014A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters.
[Full Text][Citation analysis]		article2
2013A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2014Nonlinear dependence between stock and real estate markets in China In: Economics Letters.
[Full Text][Citation analysis]		article29
2014Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2018Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters.
[Full Text][Citation analysis]		article0
2009Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2016Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2021The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics.
[Full Text][Citation analysis]		article30
2010An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics.
[Full Text][Citation analysis]		article72
2016Crude oil and stock markets: Causal relationships in tails? In: Energy Economics.
[Full Text][Citation analysis]		article73
2017Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics.
[Full Text][Citation analysis]		article62
2023Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach In: Energy Policy.
[Full Text][Citation analysis]		article5
2016Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2021Optimal portfolio selection using a simple double-shrinkage selection rule In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2023Quantile connectedness between cryptocurrency and commodity futures In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2013Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article12
2017The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2018Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2018Information theoretic approaches to income density estimation with an application to the U.S. income data In: The Journal of Economic Inequality.
[Full Text][Citation analysis]		article0
2018Information theoretic approaches to income density estimation with an application to the U.S. income data.(2018) In: The Journal of Economic Inequality.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2015Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article7
2010Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics.
[Full Text][Citation analysis]		article7
2011Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics.
[Full Text][Citation analysis]		article2
2016Determinants of systematic risk in the US Restaurant industry In: Tourism Economics.
[Full Text][Citation analysis]		article1
2021On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical Economics.
[Full Text][Citation analysis]		article0
2010Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2015An empirical test for Okuns law using a smooth time-varying parameter approach: evidence from East Asian countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2022Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2023Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2024Is art market efficient? Evidence from non-linear quantile unit-root tests In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2023Global energy intensity convergence using a spatial panel growth model In: Applied Economics.
[Full Text][Citation analysis]		article1
2008Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews.
[Full Text][Citation analysis]		article57
2018Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews.
[Full Text][Citation analysis]		article14
2025Quantile causal relationship between Bitcoin and stock indices In: Journal of the Asia Pacific Economy.
[Full Text][Citation analysis]		article0
2010Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]		article32
2016Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2014Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team