8
H index
7
i10 index
1420
Citations
Korea University | 8 H index 7 i10 index 1420 Citations RESEARCH PRODUCTION: 31 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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| Finance Research Letters | 2 |
| Journal of Money, Credit and Banking | 2 |
| Economic Modelling | 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 | |
| 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 | |
| 2026 | Natural Gas Price Shocks and the U.S. Fertilizer Market: Are All Price Shocks Alike?. (2026). Brorsen, B ; Kim, Jaebeom ; Lee, Wonseok. In: 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026. RePEc:ags:asea26:404832. Full description at Econpapers || Download paper | |
| 2025 | The Influence of Global Crude Oil Prices on Banking Sector Profitability: Panel Evidence from Selected Economies. (2025). Huang, Fei-Ming ; Mwanjilinji, Emmanuel Ezekiel. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401162. 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 | |
| 2026 | 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 | |
| 2024 | IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128. Full description at Econpapers || Download paper | |
| 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 | |
| 2025 | Re‐Investigating the UIP Hypothesis: Recent Evidence From BRICS Economies. (2025). Bhatia, Madhur. In: Economic Notes. RePEc:bla:ecnote:v:54:y:2025:i:1:n:e70002. Full description at Econpapers || Download paper | |
| 2025 | The Value of Investor Sophistication. (2025). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Fu, Chengbo. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:4:p:761-790. 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 | The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Shen, Qian ; Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28. Full description at Econpapers || Download paper | |
| 2024 | The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28. 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 | The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24. 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 | |
| 2025 | The evaluation of economic impact of the Basel Convention on the trade of waste electrical and electronic equipment. (2025). Chen, Yiting ; Chi, Pei-Yu ; Chang, Kuo-I., ; Lin, Chin-Ho. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001204. Full description at Econpapers || Download paper | |
| 2025 | Crude oil price shocks and idiosyncratic risk: Implications for business groups. (2025). Lee, Chi-Chuan ; Tiwari, Aviral Kumar ; Tripathi, Nitya Nand. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001319. Full description at Econpapers || Download paper | |
| 2025 | Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681. Full description at Econpapers || Download paper | |
| 2025 | Trade liberalization and manufacturing robot adoption: Evidence from Chinese free trade agreements. (2025). Etienne, Xiaoli ; Li, Jian ; Hu, Hualu ; Nie, Fei. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001890. 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 | |
| 2025 | Oil price shocks and green bond spreads: Evidence from China. (2025). Wang, Xiangjin ; Lan, Qiujun ; Ge, Linnan ; Li, Jingxin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:178-190. 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 | |
| 2026 | How do free trade agreements affect firms’ export values? Insights into the mechanisms of trade costs and export stability. (2026). Wei, Yunyan ; Yue, Wen. In: Economic Modelling. RePEc:eee:ecmode:v:157:y:2026:i:c:s0264999326000167. 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 | |
| 2025 | Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993. Full description at Econpapers || Download paper | |
| 2026 | Regime-Switching volatility and risk quantification in South Asian and developed stock Markets: A Comparative perspective using Markov-Switching GARCH with MLE and MCMC estimations. (2026). Raza, Syed Maisam ; Jamal, Surayya ; Ishtiaq, Muhammad ; Mushtaq, Hina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002165. Full description at Econpapers || Download paper | |
| 2025 | Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284. Full description at Econpapers || Download paper | |
| 2025 | Demographic transition and financial assets. (2025). Rai, Karan ; Garg, Bhavesh. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125000895. Full description at Econpapers || Download paper | |
| 2026 | Individual ethics and economic policy uncertainty. (2026). Onuoha, Uchenna C ; Hull, Tyler ; McLemore, Ping. In: Emerging Markets Review. RePEc:eee:ememar:v:71:y:2026:i:c:s1566014125001852. 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 | Climate change and crude oil prices: An interval forecast model with interval-valued textual data. (2024). Hong, Yongmiao ; Cheng, Zishu ; Sun, Yuying ; Wang, Shouyang ; Li, Mingchen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003207. 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 | |
| 2025 | Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049. Full description at Econpapers || Download paper | |
| 2025 | Oil market uncertainty and Chinas macroeconomy: Causality-in-quantiles test and quantile spillover effects analysis. (2025). Zhou, Jinlan ; Li, Zhensheng ; Liu, Zhuang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004451. Full description at Econpapers || Download paper | |
| 2025 | Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645. Full description at Econpapers || Download paper | |
| 2025 | Does excess futures market demand affect the spot price of oil?. (2025). Decoste, Joseph. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325004487. Full description at Econpapers || Download paper | |
| 2025 | Energy uncertainty and corporate bankruptcy risk: International evidence. (2025). Kannadhasan, M ; Halder, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007352. Full description at Econpapers || Download paper | |
| 2025 | Oil price uncertainty and corporate digital transformation: Evidence from China. (2025). Zhang, Tao ; Wang, Jinpeng. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007881. Full description at Econpapers || Download paper | |
| 2026 | Energy market connectedness: A tale of two crises. (2026). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325006140. Full description at Econpapers || Download paper | |
| 2026 | Nonlinear temperature sensitivity of residential electricity demand: Evidence from a distributional regression approach. (2026). Seo, Won-Ki ; Nam, Kyungsik. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009065. Full description at Econpapers || Download paper | |
| 2025 | Carbon pricing and stock performance: Are carbon prices already more influential than energy prices?. (2025). Fouquet, Roger ; Kim, Jeongwon ; Broadstock, David C. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525002824. 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 | Can decomposition of influencing factors improve the ability of models to predict crude oil prices?. (2025). Xin, Ziyu ; Chen, Tingqiang ; Wu, Chengqi ; Li, Caiyuan. In: Energy. RePEc:eee:energy:v:336:y:2025:i:c:s0360544225040502. 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 | |
| 2025 | What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701. Full description at Econpapers || Download paper | |
| 2025 | Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727. Full description at Econpapers || Download paper | |
| 2025 | Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy. (2025). Zhao, Yunning ; Xu, Wen ; Xiao, Jihong ; Liu, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006416. Full description at Econpapers || Download paper | |
| 2025 | Gambling sentiment spillover to stock markets: Evidence from China surrounding FIFA world cup. (2025). Ho, Taek ; Bae, Sung C ; Liu, Chenyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008026. 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 | Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x. 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 | Asymmetric impact of oil structural shocks on non-ferrous metals supply chains: A groundbreaking multidimensional quantile-on-quantile regression. (2024). Wang, Hongtao ; Jia, Nanfei ; Jiang, Yinghui ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005398. Full description at Econpapers || Download paper | |
| 2024 | Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696. Full description at Econpapers || Download paper | |
| 2024 | Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173. 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 | |
| 2025 | Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369. Full description at Econpapers || Download paper | |
| 2026 | What are the implications of geopolitical risks on travel and leisure firms?. (2026). Saadaoui, Jamel ; Tao, Miaomiao ; Sun, Kang ; Chi, Jingnan. In: Finance Research Letters. RePEc:eee:finlet:v:91:y:2026:i:c:s1544612325026686. Full description at Econpapers || Download paper | |
| 2025 | Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610. 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 | Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar ; Mishra, Sibanjan. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747. Full description at Econpapers || Download paper | |
| 2025 | Seeing is believing: Forecasting oil market returns with artificial intelligence-powered visual climate change perception. (2025). Liu, Dan. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001012. Full description at Econpapers || Download paper | |
| 2025 | Financial development, disaggregated oil shocks, and renewable energy consumption. (2025). Aliakbari, Tayyebeh ; Glebocki, Helena. In: International Economics. RePEc:eee:inteco:v:183:y:2025:i:c:s2110701725000460. 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 | |
| 2026 | Investor disagreement and state-dependent mispricing: New evidence on the analyst dispersion anomaly. (2026). Xu, Zhiwei ; Yang, Yinan ; Zhang, Teng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:182:y:2026:i:c:s0378426625001979. Full description at Econpapers || Download paper | |
| 2026 | Policy news and stock market volatility. (2026). Davis, Steven ; bloom, nicholas ; Baker, Scott R ; Kost, Kyle. In: Journal of Financial Economics. RePEc:eee:jfinec:v:175:y:2026:i:c:s0304405x25001953. 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 | |
| 2025 | Risk, uncertainty, world business cycles, and the U.S. stock-oil relationship. (2025). Mollick, Andr Varella. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000352. Full description at Econpapers || Download paper | |
| 2025 | Energy price uncertainty and sectoral tail risk: Evidence from quantile-on-quantile connectedness. (2025). Lin, Boqiang ; Lan, Tianxu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s240585132500056x. Full description at Econpapers || Download paper | |
| 2026 | Oil prices as a predictor of stock market returns. (2026). Tsekrekos, Andrianos ; Vasileiadis, Konstantinos I. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:41:y:2026:i:c:s2405851326000024. Full description at Econpapers || Download paper | |
| 2025 | Oil dependency, political instability and the stock market: A perspective from the Middle East and Africa. (2025). Eissa, Mohamed Abdelaziz ; al Refai, Hisham ; Chortareas, Georgios. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:6:p:1201-1221. Full description at Econpapers || Download paper | |
| 2025 | The predictive power of the oil variance risk premium. (2025). McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000923. Full description at Econpapers || Download paper | |
| 2025 | Oil price swings and inflationary echoes: The impact of oil market shocks on consumer and producer prices in Europe and the U.S.. (2025). Vale, Sofia ; Gago, Joana. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725002090. 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 | |
| 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 | 1193 |
| 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: 1193 | article | |
| 2026 | Monetary policy and exchange rate response: evidence from shock-restricted SVAR with uncertainty measures In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 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 | 23 |
| 2017 | Is the recent low oil price attributable to the shale revolution? In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
| 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: 39 | 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: 39 | 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 | 8 |
| 2017 | Can monetary policy cause the uncovered interest parity puzzle? In: Japan and the World Economy. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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 | 29 |
| 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: 29 | paper | |
| 2012 | Do Free Trade Agreements Increase Economic Growth of the Member Countries? In: World Development. [Full Text][Citation analysis] | article | 33 |
| 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 | 21 |
| 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: 21 | 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 | 2 |
| 2005 | Stock Return Predictability and the Dispersion in Earnings Forecasts In: The Journal of Business. [Full Text][Citation analysis] | article | 29 |
| 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 | 3 |
| 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 |
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