12
H index
16
i10 index
530
Citations
Chung-Ang University | 12 H index 16 i10 index 530 Citations RESEARCH PRODUCTION: 42 Articles 3 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa1014 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics Letters | 4 |
Energy Economics | 4 |
Economics Letters | 3 |
Tourism Economics | 3 |
Finance Research Letters | 3 |
Economic Modelling | 3 |
Physica A: Statistical Mechanics and its Applications | 2 |
Econometric Reviews | 2 |
China Economic Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 2 |
Year | Title of citing document |
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2023 | Unconditional 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. Full description at Econpapers || Download paper |
2023 | Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362. Full description at Econpapers || Download paper |
2023 | Unconditional 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. Full description at Econpapers || Download paper |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. Full description at Econpapers || Download paper |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper |
2023 | A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Cesarone, Francesco ; Tardella, Fabio ; Martino, Manuel Luis. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers || Download paper |
2023 | Income 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. Full description at Econpapers || Download paper |
2023 | Buy 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Corporate 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. Full description at Econpapers || Download paper |
2023 | How 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. Full description at Econpapers || Download paper |
2023 | Effects 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. Full description at Econpapers || Download paper |
2024 | Volatility 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. Full description at Econpapers || Download paper |
2024 | Copper-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 |
2024 | Frequency 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | Portfolio 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | Asymmetry 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. Full description at Econpapers || Download paper |
2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Riding 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. Full description at Econpapers || Download paper |
2023 | Comovements 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. Full description at Econpapers || Download paper |
2023 | Does 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. Full description at Econpapers || Download paper |
2023 | Effect 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Analyzing 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2023 | Frequency 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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. Full description at Econpapers || Download paper |
2023 | Crude 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Shock 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. Full description at Econpapers || Download paper |
2023 | Natural 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Return 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. Full description at Econpapers || Download paper |
2024 | Synergizing 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. Full description at Econpapers || Download paper |
2024 | Are 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. Full description at Econpapers || Download paper |
2024 | Renyi 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Investing 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Target 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Dependence 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. Full description at Econpapers || Download paper |
2024 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Identifying 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Asymmetric 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. Full description at Econpapers || Download paper |
2024 | Test 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. Full description at Econpapers || Download paper |
2023 | Sustainable 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. Full description at Econpapers || Download paper |
2024 | Estimating 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. Full description at Econpapers || Download paper |
2024 | Mean-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. Full description at Econpapers || Download paper |
2023 | Consumer Confidence and Stock Markets Returns. (2023). Jiaming, XU ; Gaspar, Raquel M. In: Working Papers REM. RePEc:ise:remwps:wp02922023. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Changes 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. Full description at Econpapers || Download paper |
2023 | Investigating 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. Full description at Econpapers || Download paper |
2023 | Domestic 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. Full description at Econpapers || Download paper |
2023 | Analysis 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. Full description at Econpapers || Download paper |
2023 | Is 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. Full description at Econpapers || Download paper |
2023 | Bauxite 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. Full description at Econpapers || Download paper |
2023 | Mean-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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Are 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. Full description at Econpapers || Download paper |
2023 | Causal 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Trading 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. Full description at Econpapers || Download paper |
Journal | |
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Journal of Economic Development | |
Journal of Economic Development |
Year | Title | Type | Cited |
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2017 | Asymmetric Relationship between Investors Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test In: International Review of Finance. [Full Text][Citation analysis] | article | 15 |
2013 | Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 30 |
2016 | Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 18 |
2023 | Modeling an early warning system for household debt risk in Korea: A simple deep learning approach In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Money demand in China and time-varying cointegration In: China Economic Review. [Full Text][Citation analysis] | article | 20 |
2012 | Resource abundance and economic growth in China In: China Economic Review. [Full Text][Citation analysis] | article | 31 |
2013 | Resource Abundance and Economic Growth in China.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2014 | Do net positions in the futures market cause spot prices of crude oil? In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2015 | The role of financial speculation in the energy future markets: A new time-varying coefficient approach In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2016 | Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2024 | Hedging 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] | article | 0 |
2014 | A simple spatial dependence test robust to local and distributional misspecifications In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2013 | A 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 | |
2014 | Nonlinear dependence between stock and real estate markets in China In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2014 | Nonlinear Dependence between Stock and Real Estate Markets in China.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2018 | Generalized empirical likelihood specification test robust to local misspecification In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2009 | Maximum entropy autoregressive conditional heteroskedasticity model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2016 | Optimal conditional hedge ratio: A simple shrinkage estimation approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The impact of oil price volatility on stock markets: Evidences from oil-importing countries In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2010 | An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach In: Energy Economics. [Full Text][Citation analysis] | article | 69 |
2016 | Crude oil and stock markets: Causal relationships in tails? In: Energy Economics. [Full Text][Citation analysis] | article | 65 |
2017 | Oil prices and stock markets: Does the effect of uncertainty change over time? In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
2023 | Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach In: Energy Policy. [Full Text][Citation analysis] | article | 1 |
2016 | Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2021 | Causal relationship among cryptocurrencies: A conditional quantile approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2021 | Optimal portfolio selection using a simple double-shrinkage selection rule In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2023 | Quantile connectedness between cryptocurrency and commodity futures In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Multivariate density forecast evaluation: A modified approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2017 | The dynamic conditional relationship between stock market returns and implied volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2018 | Dynamic conditional relationships between developed and emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2017 | Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2018 | Information 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] | article | 0 |
2018 | Information 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 | |
2015 | Determinants 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] | article | 7 |
2010 | Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis In: Tourism Economics. [Full Text][Citation analysis] | article | 7 |
2011 | Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model In: Tourism Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Determinants of systematic risk in the US Restaurant industry In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2021 | On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Determinants of volatility on international tourism demand for South Korea: an empirical note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2015 | An 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] | article | 2 |
2022 | Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Global energy intensity convergence using a spatial panel growth model In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Optimal Portfolio Diversification Using the Maximum Entropy Principle In: Econometric Reviews. [Full Text][Citation analysis] | article | 49 |
2018 | Testing for a unit root in a nonlinear quantile autoregression framework In: Econometric Reviews. [Full Text][Citation analysis] | article | 12 |
2014 | Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 1 |
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