Beum Jo Park : Citation Profile

Dankook University

6

H index

6

i10 index

188

Citations

RESEARCH PRODUCTION:

19

Articles

1

Papers

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 7
   Journals where Beum Jo Park has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 9 (4.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa753
   Updated: 2026-01-10    RAS profile: 2021-12-31    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Beum Jo Park.

Is cited by:

Buchinsky, Moshe (4)

Goutte, Stéphane (4)

Shen, Dehua (4)

Damette, Olivier (4)

Fitzenberger, Bernd (3)

Demirer, Riza (3)

GUPTA, RANGAN (3)

Hahn, Jinyong (2)

koenker, roger (2)

Grossi, Luigi (2)

Peña, Daniel (2)

Cites to:

Bollerslev, Tim (24)

Andersen, Torben (14)

Diebold, Francis (11)

Engle, Robert (11)

Shleifer, Andrei (10)

Campbell, John (10)

Tauchen, George (8)

Hommes, Cars (8)

Summers, Lawrence (7)

Maheu, John (7)

McCurdy, Thomas (7)

Main data

Where Beum Jo Park has published?

Journals with more than one article published# docs
Economic Analysis (Quarterly)8
Journal of Banking & Finance2

Recent works citing Beum Jo Park (2025 and 2024)

YearTitle of citing document
2024Statistical Learning of Value-at-Risk and Expected Shortfall. (2024). Cr, S ; Nguyen, Hoang-Dung ; Gobet, E ; Barrera, D ; Saadeddine, B. In: Papers. RePEc:arx:papers:2209.06476.

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2024Pinball boosting of regression quantiles. (2024). Linner, Stefan ; Bauer, Ida ; Haupt, Harry. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:200:y:2024:i:c:s0167947324001117.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2025Natural disasters as macroeconomic tail risks. (2025). Moench, Emanuel ; Chavleishvili, Sulkhan. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002653.

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2025Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941.

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2024Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582.

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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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

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2024Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Li, Xiao ; Wu, Ruoxi ; Wang, Chen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291.

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2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

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2025The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning. (2025). Ibrahim, Bassam A ; Elamer, Ahmed A ; Abdou, Hussein A. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05024-4.

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2025Assessing the Risk of Bitcoin Futures Market: New Evidence. (2025). Dutta, Anupam. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:2:d:10.1007_s40745-024-00517-4.

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2025Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00753-4.

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2025Conditional quantile estimation for GARCH model based on mixed-frequency data. (2025). Li, Jiamin ; Cheng, Jianhua ; Zhao, Shishun ; Zhang, Zhenming. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01704-y.

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2024Forecasting and stress testing with quantile vector autoregression. (2024). Manganelli, Simone ; Chavleishvili, Sulkhan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:66-85.

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Works by Beum Jo Park:

YearTitleTypeCited
2007TRADING VOLUME, VOLATILITY, AND GARCH EFFECTS IN THE SOUTH KOREAN WON/US DOLLAR EXCHANGE MARKET: EVIDENCE FROM CONDITIONAL QUANTILE ESTIMATION* In: The Japanese Economic Review.
[Full Text][Citation analysis]		article2
2015Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework In: Review of International Economics.
[Full Text][Citation analysis]		article2
2007The Impact of Surprise Information on the Relation between Volatility and Trading Volume in Exchange Rate Markets (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2008A Study on the Relationship between Volatility and Trading Volumes Using a Surprising-Information-Stochastic-Volatility(SISV) Model (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2011The extension of a continuous beliefs system and analyzing herd behavior in stock markets (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2012Dynamics of Asset Prices Based on Time-varying Risk Aversion and Adaptive Beliefs System (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2013Volatility Regimes and the Relationship between Volatility, Trading Volume, and Spreads in the FX market (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2014The Short-Term Risk Premium Puzzle: Revisited by Dynamic Herd Behavior (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2015Risk Preferences in Decision Making and Cognitive Ability: An Experimental Analysis (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
2016Investors Herd Behavior and its Relation with Volatility in the Korean Stock Market (in Korean) In: Economic Analysis (Quarterly).
[Full Text][Citation analysis]		article0
1996An interior point algorithm for nonlinear quantile regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article87
2010Surprising information, the MDH, and the relationship between volatility and trading volume In: Journal of Financial Markets.
[Full Text][Citation analysis]		article18
2011Asymmetric herding as a source of asymmetric return volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2014Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2022The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article12
2002An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. In: Journal of Forecasting.
[Citation analysis]		article27
2017A Dynamic Measure of Intentional Herd Behavior in Financial Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2011Forecasting Volatility in Financial Markets Using a Bivariate Stochastic Volatility Model with Surprising Information In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2002Asymmetric Volatility of Exchange Rate Returns Under The EMS: Some Evidence From Quantile Regression Approach for Tgarch Models In: International Economic Journal.
[Full Text][Citation analysis]		article0
2009Risk-return relationship in equity markets: using a robust GMM estimator for GARCH-M models In: Quantitative Finance.
[Full Text][Citation analysis]		article3

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