Sung Y. Park : Citation Profile


Are you Sung Y. Park?

Chung-Ang University

12

H index

16

i10 index

530

Citations

RESEARCH PRODUCTION:

42

Articles

3

Papers

1

Chapters

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 33
   Journals where Sung Y. Park has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 15 (2.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa1014
   Updated: 2024-11-04    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:

GUPTA, RANGAN (8)

Lin, Boqiang (7)

Allen, David (6)

Bahmani-Oskooee, Mohsen (6)

Miller, J. (6)

Balcilar, Mehmet (6)

Chang, Yoosoon (6)

Kim, Chang Sik (6)

Tiwari, Aviral (5)

Gomez-Gonzalez, Jose (5)

Montes-Rojas, Gabriel (5)

Cites to:

Engle, Robert (25)

Bollerslev, Tim (16)

Narayan, Paresh (16)

Jagannathan, Ravi (15)

Bassett, Gilbert (11)

Hamilton, James (11)

Sharma, Susan (10)

lucey, brian (10)

Ratti, Ronald (9)

Bouri, Elie (9)

Kilian, Lutz (9)

Main data


Where Sung Y. Park has published?


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

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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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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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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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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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.
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article15
2013Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics.
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article30
2016Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods.
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article18
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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article1
2011Money demand in China and time-varying cointegration In: China Economic Review.
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article20
2012Resource abundance and economic growth in China In: China Economic Review.
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article31
2013Resource Abundance and Economic Growth in China.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 31
paper
2014Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling.
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article10
2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling.
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article6
2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling.
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article4
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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