7
H index
7
i10 index
1322
Citations
Korea University | 7 H index 7 i10 index 1322 Citations RESEARCH PRODUCTION: 30 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cheolbeom Park. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Economic Modelling | 2 |
| Finance Research Letters | 2 |
| Journal of Money, Credit and Banking | 2 |
| Working Papers Series with more than one paper published | # docs |
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| Discussion Paper Series / Institute of Economic Research, Korea University | 13 |
| Year | Title of citing document | |
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| 2025 | Impact 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 | |
| 2024 | What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01. Full description at Econpapers || Download paper | |
| 2025 | How OPEC Oil Shocks Shape U.S. CPI Inflation: Evidence from an IV-SVAR Approach. (2025). Kim, Hyeongwoo ; Bhandari, Subash. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2025-06. Full description at Econpapers || Download paper | |
| 2025 | Price Connectedness in U.S. Biodiesel and Petroleum Diesel Markets. (2025). Irwin, Scott H ; Gerveni, Maria ; Serra, Teresa. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360642. Full description at Econpapers || Download paper | |
| 2024 | Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper | |
| 2024 | Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach. (2024). Chung, Seulki. In: Papers. RePEc:arx:papers:2405.19849. Full description at Econpapers || Download paper | |
| 2025 | Large structural VARs with multiple linear shock and impact inequality restrictions. (2025). Berend, Lukas ; Pruser, Jan. In: Papers. RePEc:arx:papers:2505.19244. Full description at Econpapers || Download paper | |
| 2025 | Oil Shocks and their Impact on Corporate Profitability, Productivity, and Credit Risk: Firm-Level Evidence Over Two Decades. (2025). Vinas, Frederic. In: Working papers. RePEc:bfr:banfra:989. Full description at Econpapers || Download paper | |
| 2024 | Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Kim, Seiwan ; Hyung, Namwon. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127. Full description at Econpapers || Download paper | |
| 2024 | The diverse effects of non‐tariff measures on free trade agreements: Global empirical evidence from binary response models. (2024). Li, Xiaoming. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:4:p:604-624. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical Risks and Their Impact on Global Macro-Financial Stability: Literature and Measurements. (2024). Ngo, Ngoc Anh ; Malovana, Simona ; Hodula, Martin ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2024/8. Full description at Econpapers || Download paper | |
| 2025 | Fundamental Valuation of Equities under Allocative Rationality. (2025). Uctum, Remzi ; Prat, Georges ; JAWADI, Fredj. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-29. Full description at Econpapers || Download paper | |
| 2024 | Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach. (2024). Aman, Aini ; Abdullah, Ahmad Monir. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-24. Full description at Econpapers || Download paper | |
| 2024 | Examining the Relationship between Oil Prices and Stock Returns: Evidence from OECD Countries. (2024). Ozyesil, Mustafa ; Tembelo, Havane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-31. Full description at Econpapers || Download paper | |
| 2024 | Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39. Full description at Econpapers || Download paper | |
| 2024 | Trading Momentum in the U.S. Crude Oil Futures Market. (2024). Hamdan, Dalia ; Starkova, Olga ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-61. Full description at Econpapers || Download paper | |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
| 2024 | Economic and supply chain impacts from energy price shocks in Southeast Asia. (2024). Simshauser, Paul ; Nong, Duy ; Nguyen, Duong Binh ; Pham, Hien. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:929-940. Full description at Econpapers || Download paper | |
| 2025 | Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557. Full description at Econpapers || Download paper | |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper | |
| 2024 | A DSGE model of energy efficiency with vintage capital in Chinese industry. (2024). Tang, LE ; Jefferson, Gary. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000208. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis. (2024). Vo, Xuan Vinh ; Ghardallou, Wafa ; Zeitun, Rami ; Nautiyal, Neeraj ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000470. Full description at Econpapers || Download paper | |
| 2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper | |
| 2024 | Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063. Full description at Econpapers || Download paper | |
| 2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
| 2024 | Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x. Full description at Econpapers || Download paper | |
| 2024 | Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis. (2024). Wang, Yuyouting ; Tian, Sihua ; Li, Shaofang ; Gu, Qinen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004833. Full description at Econpapers || Download paper | |
| 2024 | Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182. Full description at Econpapers || Download paper | |
| 2025 | The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107. Full description at Econpapers || Download paper | |
| 2025 | Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999. Full description at Econpapers || Download paper | |
| 2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper | |
| 2025 | Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884. Full description at Econpapers || Download paper | |
| 2025 | Assessing the quantile dependence and interconnectedness of electricity utilisation across Swedish industrial sectors. (2025). Hedstrm, Axel ; Wadstrm, Christoffer. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008382. Full description at Econpapers || Download paper | |
| 2025 | Return 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 | |
| 2025 | Stock 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 | |
| 2024 | Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Vigne, Samuel A ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714. Full description at Econpapers || Download paper | |
| 2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper | |
| 2024 | Evolving energies: Analyzing stability amidst recent challenges in the natural gas market. (2024). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002783. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper | |
| 2024 | Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301. Full description at Econpapers || Download paper | |
| 2024 | The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109. Full description at Econpapers || Download paper | |
| 2024 | Multiple factor flows and heterogeneous premium of urban house prices: Empirical evidence from Chinese cities. (2024). Geng, Chen ; Dong, Jichang ; Li, Xiuting ; Huang, Xirong. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324013163. Full description at Econpapers || Download paper | |
| 2024 | What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x. Full description at Econpapers || Download paper | |
| 2024 | The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395. Full description at Econpapers || Download paper | |
| 2024 | Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds. (2024). Chen, Zhenshan ; Liu, Jie ; Zhu, Yinglun ; Lin, Gengyan. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001194. Full description at Econpapers || Download paper | |
| 2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041. Full description at Econpapers || Download paper | |
| 2025 | Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution. (2025). Niu, Linlin ; Hong, Zhiwu ; Chen, Jiazi. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:153-174. Full description at Econpapers || Download paper | |
| 2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
| 2024 | Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Darvas, Zsolt ; Schepp, Zoltan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548. Full description at Econpapers || Download paper | |
| 2024 | Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594. Full description at Econpapers || Download paper | |
| 2024 | USDA reports affect the stock market, too. (2024). Robe, Michel ; Heckelei, Thomas ; Ionici, Octavian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000035. Full description at Econpapers || Download paper | |
| 2024 | Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230. Full description at Econpapers || Download paper | |
| 2024 | Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631. Full description at Econpapers || Download paper | |
| 2024 | Have the causal effects between equities, oil prices, and monetary policy changed over time?. (2024). Olson, Eric ; Kurov, Alexander ; Wolfe, Marketa Halova. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000655. Full description at Econpapers || Download paper | |
| 2025 | The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators. (2025). Merika, Anna ; Andrikopoulos, Andreas ; Stoupos, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000182. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Du, HE ; Zhang, Chunguang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698. Full description at Econpapers || Download paper | |
| 2024 | On the effect of short-run and long-run US economic expectations on oil and gold volatilities. (2024). Pino, Gabriel ; Jose, Barrales-Ruiz. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003040. Full description at Econpapers || Download paper | |
| 2024 | Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555. Full description at Econpapers || Download paper | |
| 2024 | The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x. Full description at Econpapers || Download paper | |
| 2024 | How does oil market volatility impact mutual fund performance?. (2024). Calice, Giovanni ; Alsubaiei, Bader Jawid ; Vivian, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1601-1621. Full description at Econpapers || Download paper | |
| 2024 | Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224. Full description at Econpapers || Download paper | |
| 2024 | Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Hanif, Waqas ; Kang, Sang Hoon ; Boako, Gideon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469. Full description at Econpapers || Download paper | |
| 2025 | Oil shocks and capital structure: Role of ESG across the globe. (2025). Bhattacherjee, Purba ; Mishra, Sibanjan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001455. Full description at Econpapers || Download paper | |
| 2024 | Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Umar, Zaghum ; Manel, Youssef ; Gubareva, Mariya ; Mokni, Khaled. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230. Full description at Econpapers || Download paper | |
| 2024 | How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility spillovers among oil price shocks and international green bond markets. (2024). Umar, Zaghum ; Abakah, Emmanuel ; Hadhri, Sinda ; Usman, Muhammad ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000461. Full description at Econpapers || Download paper | |
| 2024 | Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. (2024). Du, Qunyang ; Dong, Qingyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003386. Full description at Econpapers || Download paper | |
| 2025 | Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842. Full description at Econpapers || Download paper | |
| 2025 | Connectedness across environmental, social, and governance (ESG) indices: evidence from emerging markets. (2025). Demir, Ender ; Assaf, Ata ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003891. Full description at Econpapers || Download paper | |
| 2025 | Measuring multi-scale risk contagion between crude oil, clean energy, and stock market: A MODWT-Vine-copula method. (2025). Zhu, Huiming ; Chen, Yaling ; Liu, Yinpeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000467. Full description at Econpapers || Download paper | |
| 2025 | Exposure of stock sector returns to petroleum price shocks: The case of petroleum exporters and importers. (2025). Mateus, Cesario ; Bagirov, Miramir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001254. Full description at Econpapers || Download paper | |
| 2024 | Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764. Full description at Econpapers || Download paper | |
| 2024 | How Oil Prices Impact the Japanese and South Korean Economies: Evidence from the stock market and implications for renewable energy. (2024). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:24065. Full description at Econpapers || Download paper | |
| 2024 | How Oil Prices Impact the Indonesian and South Korean Economies: Evidence from the stock market. (2024). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:24070. Full description at Econpapers || Download paper | |
| 2024 | How Oil Prices Impact the Taiwanese Economy: Evidence from the stock market. (2024). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:24071. Full description at Econpapers || Download paper | |
| 2024 | Does “Paper Oil” Matter? Energy Markets’ Financialization and Co-Movements with Equity Markets. (2024). Robe, Michel ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:13-224:d:1399878. Full description at Econpapers || Download paper | |
| 2024 | Trends and Challenges after the Impact of COVID-19 and the Energy Crisis on Financial Markets. (2024). Xanthopoulos, Stylianos ; Katsampoxakis, Ioannis ; Basdekis, Charalampos ; Christopoulos, Apostolos G. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3857-:d:1450373. Full description at Econpapers || Download paper | |
| 2024 | Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713. 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, Hyeon-Seok. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:1001-:d:1342719. Full description at Econpapers || Download paper | |
| 2025 | Evidence 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 | |
| 2025 | How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach. (2025). Bilal, Aman ; Ahmed, Shakeel ; Zada, Hassan ; Thalassinos, Eleftherios ; Nawaz, Muhammad Hassaan. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:5:p:93-:d:1652807. Full description at Econpapers || Download paper | |
| 2025 | How Oil Prices Impact the Japanese and South Korean Economies: Evidence from the Stock Market and Implications for Energy Security. (2025). Thorbecke, Willem. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4794-:d:1662585. Full description at Econpapers || Download paper | |
| 2024 | From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, R ; Abid, I ; Mzoughi, H ; Urom, C. In: Post-Print. RePEc:hal:journl:hal-04681726. Full description at Econpapers || Download paper | |
| 2025 | Analysis of Co-Movements in Ecowas Financial Markets of Oil Importing and Exporting Countries and the Price of Brent: A Wavelet Approach. (2025). Saeraphin, Prao Yao ; Marcel, Anzian Kouamae ; Mouroufie, Djeban Koffi. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:8:p:24. Full description at Econpapers || Download paper | |
| 2024 | Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2024). Cross, Jamie ; Chang, Yoosoon ; Bjørnland, Hilde ; Bjornland, Hilde C. In: CAEPR Working Papers. RePEc:inu:caeprp:2023005. Full description at Econpapers || Download paper | |
| 2025 | Dynamic connectedness analysis between crude oil price changes and Polish stock market sectors. (2025). Chiril, Viorica ; Nuta, Alina Cristina. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2025:v:16(1):p:98-127. Full description at Econpapers || Download paper | |
| 2024 | On the WTI-WCS Oil Price Differential. (2024). Xu, Libo. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:2:d:10.1007_s11293-024-09801-3. Full description at Econpapers || Download paper | |
| 2025 | Time–Frequency Connectedness Between Oil Price Shocks and Stock Returns Under Bullish and Bearish Market States: Evidence from African Oil Importers and Exporters. (2025). Chen, Minghui ; Wang, Chuwen ; Msofe, Zulkifr Abdallah. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10712-3. Full description at Econpapers || Download paper | |
| 2025 | Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y. Full description at Econpapers || Download paper | |
| 2025 | What drives house prices in Turkey? Evidence from Bayesian SVAR model. (2025). Yildirim, Zge Filiz. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09845-0. Full description at Econpapers || Download paper | |
| 2024 | Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?. (2024). Dąbrowski, Marek ; Dbrowski, Marek A ; Janus, Jakub. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-023-09738-1. Full description at Econpapers || Download paper | |
| 2024 | Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z. Full description at Econpapers || Download paper | |
| 2025 | Forecasting stock returns with sum-of-the-parts methodology: international evidence. (2025). Noman, Abdullah ; Naka, Atsuyuki ; Athari, Mahtab. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00380-1. Full description at Econpapers || Download paper | |
| 2025 | Oil price shocks, policy uncertainty, and China’s carbon emissions trading market price. (2025). Cao, Qiang ; Hong, Qin ; Yu, Wenmei. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04724-z. Full description at Econpapers || Download paper | |
| 2024 | The time-varying effects of geopolitical risk on mutual fund risk taking. (2024). Huang, Yaoye ; Liu, Jie ; Zhu, Yinglun ; Chen, Zhenshan. In: PLOS ONE. RePEc:plo:pone00:0303766. Full description at Econpapers || Download paper | |
| 2024 | Testing the significance of pricing factors of oil and gas companies. (2024). Garca-Medina, Andres ; Trinidad-Segovia, Juan Evangelista ; Garcia-Amate, Antonio ; Molero-Gonzlez, Laura ; Snchez-Granero, Miguel Angel. In: PLOS ONE. RePEc:plo:pone00:0316147. Full description at Econpapers || Download paper | |
| 2024 | Exploring the sensitivity of BRICS stock markets to oil Price shocks: a quantile-on-quantile perspective. (2024). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:120190. Full description at Econpapers || Download paper | |
| 2025 | Quantile Analysis of Oil Price Shocks and Stock Market Performance: A European Perspective. (2025). Audi, Marc ; Ali, Amjad ; Poulin, Marc ; Ahmad, Khalil. In: MPRA Paper. RePEc:pra:mprapa:124295. Full description at Econpapers || Download paper | |
| 2025 | The Macroeconomic Fragility of Critical Mineral Markets. (2025). Smyth, Russell ; Vespignani, Joaquin Vespignani ; Kang, Wilson. In: MPRA Paper. RePEc:pra:mprapa:125351. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | What causes house prices to fluctuate? Evidence from South Korea In: Asian Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2021 | What Causes House Prices to Fluctuate? Evidence from South Korea.(2021) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2022 | Tracking a central bankers preference: A nonparametric regression approach In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Real exchange rate dynamics: Relative importance of Taylor‐rule fundamentals, monetary policy shocks, and risk‐premium shocks In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Impact of Oil Price Shocks on the U.S. Stock Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1114 |
| 2009 | THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET.(2009) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1114 | article | |
| 2004 | Precautionary Saving, Borrowing Constraints, and Fiscal Policy In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Exchange rate predictability, risk premiums, and predictive system In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2020 | Exchange Rate Predictability, Risk Premiums, and Predictive System.(2020) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2025 | Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2007 | Electricity market structure, electricity price, and its volatility In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2010 | When does the dividend-price ratio predict stock returns? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 2017 | Is the recent low oil price attributable to the shale revolution? In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
| 2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2017 | Is the Recent Low Oil Price Attributable to the Shale Revolution?.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2018 | Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2017 | Can monetary policy cause the uncovered interest parity puzzle? In: Japan and the World Economy. [Full Text][Citation analysis] | article | 5 |
| 2014 | Can Monetary Policy Cause the Uncovered Interest Parity Puzzle?.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Exchange rate predictability and a monetary model with time-varying cointegration coefficients In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
| 2013 | Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients.(2013) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2012 | Do Free Trade Agreements Increase Economic Growth of the Member Countries? In: World Development. [Full Text][Citation analysis] | article | 27 |
| 2010 | Borrowing Constraints, the Marginal Propensity to Consume, and the Effectiveness of Fiscal Policy In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | FTA and Economic Growth: A Nonparametric Approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Disappearing Dividends: Implications for the Dividend-Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Disappearing Dividends: Implications for the Dividend–Price Ratio and Return Predictability.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2014 | Stock Market Predictability: Global Evidence and an Explanation In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Are Exchange Rates Disconnected from Macroeconomic Variables? Evidence from the Factor Approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Are exchange rates disconnected from macroeconomic variables? Evidence from the factor approach.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2020 | Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Demographic Structure and House Prices in the United States: Reconciliation Using Metropolitan Area Data.(2022) In: Journal of Economic Development. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2020 | Reading a central bankers preference: A non parametric regression approach In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Monetary Policy and Exchange Rate Response: Evidence from Shock-based SVAR with Uncertainty Measures In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2010 | How does changing age distribution impact stock prices? A nonparametric approach In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2011 | How does changing age distribution impact stock prices? a nonparametric approach.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
| 2011 | ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX In: Journal of Economic Development. [Full Text][Citation analysis] | article | 0 |
| 2012 | Election Cycles and Stock Market Reaction: International Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Excess sensitivity of consumption, liquidity constraints, and mandatory saving In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2003 | Dispersion of analysts expectations and the cross-section of stock returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2023 | Optimal salary inequality for team performance: evidence from National Football League data In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2011 | Comments on ‘Reform of Financial Supervisory and Regulatory Regimes: What has Been Achieved and What is Still Missing’ by Takatoshi Ito In: International Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 2015 | Soccer sentiment and investment opportunities in the Korean stock market In: Asia-Pacific Journal of Accounting & Economics. [Full Text][Citation analysis] | article | 1 |
| 2005 | Stock Return Predictability and the Dispersion in Earnings Forecasts In: The Journal of Business. [Full Text][Citation analysis] | article | 25 |
| 2017 | Regime Shifts in Price‐Dividend Ratios and Expected Stock Returns: A Present‐Value Approach In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 7 |
| 2006 | Rational Beliefs or Distorted Beliefs: The Equity Premium Puzzle and Micro Survey Data In: Southern Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 2013 | LIFE-CYCLE INCOME HYPOTHESIS AND DEMOGRAPHIC STRUCTURE: A SEMI-NONPARAMETRIC ANALYSIS USING A PANEL OF COUNTRIES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team