Yoon-Jae Whang : Citation Profile

Seoul National University

18

H index

26

i10 index

1531

Citations

RESEARCH PRODUCTION:

35

Articles

76

Papers

1

Books

RESEARCH ACTIVITY:

   35 years (1989 - 2024). See details.
   Cites by year: 43
   Journals where Yoon-Jae Whang has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 45 (2.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwh7
   Updated: 2025-04-12    RAS profile: 2025-01-06    
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Relations with other researchers

Works with:

LINTON, OLIVER (7)

GAO, Jiti (2)

Zelli, Roberto (2)

Oka, Tatsushi (2)

Pittau, Maria Grazia (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yoon-Jae Whang.

Is cited by:

LINTON, OLIVER (47)

Wong, Wing-Keung (45)

Shahzad, Syed Jawad Hussain (41)

Maasoumi, Esfandiar (31)

shi, xiaoxia (23)

Uddin, Gazi (23)

Hsu, Yu-Chin (22)

Lean, Hooi Hooi (22)

Stengos, Thanasis (22)

Lee, Sokbae (Simon) (21)

Wilhelm, Daniel (21)

Cites to:

LINTON, OLIVER (46)

Andrews, Donald (39)

Imbens, Guido (17)

Angrist, Joshua (15)

Chernozhukov, Victor (15)

Heckman, James (14)

Maasoumi, Esfandiar (13)

Newey, Whitney (12)

Duclos, Jean-Yves (11)

GAO, Jiti (10)

Davidson, Russell (9)

Main data

Production by document typearticlebookpaper198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240100200300400Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 18Most cited documents12345678910111213141516171819200200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Yoon-Jae Whang has published?

Journals with more than one article published# docs
Journal of Econometrics15
Econometric Theory8
Econometrics Journal2
Economics Letters2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University11
CeMMAP working papers / Institute for Fiscal Studies6
Papers / arXiv.org3
KIER Working Papers / Kyoto University, Institute of Economic Research2
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía2

Recent works citing Yoon-Jae Whang (2025 and 2024)

Year  ↓Title of citing document  ↓
2025Pairwise Valid Instruments. (2022). Sun, Zhenting ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2203.08050.

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2025Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2024Estimating Heterogeneous Bounds for Treatment Effects under Sample Selection and Non-response. (2022). Heiler, Phillip. In: Papers. RePEc:arx:papers:2209.04329.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects. (2024). Kato, Masahiro. In: Papers. RePEc:arx:papers:2403.03240.

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2024Tests for almost stochastic dominance. (2024). Mora-Corral, Carlos ; Ba, Amparo. In: Papers. RePEc:arx:papers:2403.15258.

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2025Comprehensive Causal Machine Learning. (2024). Mareckova, Jana ; Lechner, Michael. In: Papers. RePEc:arx:papers:2405.10198.

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2025Testing Conditional Stochastic Dominance at Target Points. (2025). Kim, Deborah ; Canay, Ivan A ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2503.14747.

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2025Simultaneous Inference Bands for Autocorrelations. (2025). Zahn, Tanja ; Pohle, Marc-Oliver ; Hassler, Uwe. In: Papers. RePEc:arx:papers:2503.18560.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoonjin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024Conditions for extrapolating differences in consumption to differences in welfare. (2024). Kaplan, David ; Zhao, Wei. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1090-1104.

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2024Different demands for almost the same assets? Demographic structures different effect on direct and indirect equity purchase. (2024). Hyung, Namwon ; Kim, Seiwan. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:104-127.

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2024.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2024Energy security risk and financial development nexus: Disaggregated level evidence from South Korea by cross-quantilogram approach. (2024). Alola, Andrew Adewale ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s030626192400518x.

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2024Significance test for semiparametric conditional average treatment effects and other structural functions. (2024). Zhu, Lixing ; Guo, XU ; Zhou, Niwen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:189:y:2024:i:c:s0167947323001500.

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2024Heterogeneous quantile regression for longitudinal data with subgroup structures. (2024). Wang, Lei ; Hou, Zhaohan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:194:y:2024:i:c:s0167947324000124.

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2024Utility of inequality sensitive measures of the gender wage gap: Evidence from South Africa. (2024). Mosomi, Jacqueline ; Oyenubi, Adeola. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:576-590.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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2024Inference in models with partially identified control functions. (2024). Aradillas-Lopez, Andres. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002695.

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2024Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice. (2024). Mourifie, Ismael ; Meango, Romuald ; Henry, Marc. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002877.

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2024The law of large numbers for large stable matchings. (2024). Song, Kyungchul ; Schwartz, Jacob. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000885.

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2024Heterogeneous treatment effect bounds under sample selection with an application to the effects of social media on political polarization. (2024). Heiler, Phillip. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s030440762400201x.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2024Factor proportions model for Russian mineral supply-driven global energy transition: Does externality matter?. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Berezin, Andrey ; Sergi, Bruno S. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007405.

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2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

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2024Does geopolitical uncertainty matter for the diffusion of clean energy?. (2024). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001610.

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2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

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2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2024The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Goodell, John W ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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2024Relationship between the popularity of a platform and the price of NFT assets. (2024). Chang, Tsangyao ; Mikhaylov, Alexey. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000874.

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2024Extremely stablecoins. (2024). Fernandez-Mejia, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002988.

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2024The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100.

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2024Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence. (2024). Wei, YU ; Hu, Rui ; Wang, Qian ; Zhang, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009437.

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2024The asymmetric and time-varying effects of trade policy uncertainty on the insurance premiums in China: Evidence from cross-quantilogram. (2024). Fu, Yimang ; Xiang, Feiyun. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400970x.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Unbounded heteroscedasticity in autoregressive models. (2024). Samartzis, Panagiotis ; Kourogenis, Nikolaos ; Pittis, Nikitas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000634.

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2024Synergistic dynamics unveiled: Interplay between rare earth prices, clean energy innovations, and tech companies market resilience amidst the Covid-19 pandemic and Russia-Ukraine conflict. (2024). Islam, Md. Monirul ; Vasa, Laszlo ; Ahmad, Ashfaq ; Mentel, Grzegorz ; Yang, Xiaoming. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013260.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Mineral production amidst the economy of uncertainty: Response of metallic and non-metallic minerals to geopolitical turmoil in Saudi Arabia. (2024). Tarique, MD ; Alam, Md Fakhre ; Ur, Anis ; Islam, Md Monirul. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001910.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Ahmed, Faroque ; Zeqiraj, Veton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367.

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2024Dynamics of green and conventional bond markets: Evidence from the generalized chaos analysis. (2024). Miti, Petar ; Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:633:y:2024:i:c:s0378437123009524.

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2024Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China. (2024). Wang, Yuzhan ; Fu, Yaping ; Chen, Yanan ; Qi, Haozhi. In: Renewable Energy. RePEc:eee:renene:v:233:y:2024:i:c:s0960148124011996.

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2024Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars. (2024). Horvath, Matu ; Gyonyor, Lucie Stank. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000229.

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2025The advantages of CBOE credit VIXs for corporate bond investors in North America: A sectoral analysis. (2025). Ozkan, Oktay ; Bouri, Elie ; Iqbal, Najaf. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004008.

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2024The correlation between the green bond market and carbon trading markets under climate change: Evidence from China. (2024). Zhang, Xiaoling ; Qi, Tianbai ; Pang, Lidong ; Pirtea, Marilen Gabriel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s004016252400163x.

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2024Airline stock market performance and political relations: A cross-quantilogram analysis of Chinese and US carriers. (2024). Cai, Yifei ; Wu, Yanrui ; Zhang, Yahua ; Chang, Tsangyao. In: Transport Policy. RePEc:eee:trapol:v:155:y:2024:i:c:p:124-149.

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2025Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study. (2025). Bannerjee, Siddhartha S ; Pillai, Rekha ; Mohsen, Mujeeb Saif ; Tabash, Mosab I. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:3:p:66-:d:1604781.

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2025.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2024Estimating Counterfactual Distribution Functions via Optimal Distribution Balancing with Applications. (2024). Wu, Yaqian ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202415.

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2025Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis. (2025). Niveditha, P S. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10572-x.

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2024Model averaging for estimating treatment effects. (2024). , Geoffrey ; Zou, Guohua ; Zhang, Xinyu ; Zhao, Zhihao. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:1:d:10.1007_s10463-023-00876-4.

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2025Empirical likelihood change point detection in quantile regression models. (2025). Piyadi, Ramadha D ; Ratnasingam, Suthakaran. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:2:d:10.1007_s00180-024-01526-w.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024Weak convergence of the conditional U-statistics for locally stationary functional time series. (2024). Bouzebda, Salim ; Soukarieh, Inass. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:27:y:2024:i:2:d:10.1007_s11203-023-09305-y.

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2024How does the stock market affect the interest rate corridor system in China?. (2024). Feng, XU ; Zhang, Shen ; Wan, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1820-1833.

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2024Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Naifar, Nader ; Siddique, Asima ; Mujtaba, Ghulam ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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2024Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador. (2024). Wall, Alan ; Perezurdiales, Maria ; Centorrino, Samuele ; Bravoureta, Boris. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:3:p:365-382.

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More than 100 citations found, this list is not complete...

Works by Yoon-Jae Whang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2016Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function In: Papers.
[Full Text][Citation analysis]		paper48
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2006SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS In: Econometric Theory.
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