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Details about Chia-Lin Chang

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Workplace:Department of Applied Economics, National Chung-Hsing University, (more information at EDIRC)
Department of Finance, National Chung-Hsing University, (more information at EDIRC)

Access statistics for papers by Chia-Lin Chang.

Last updated 2019-05-11. Update your information in the RePEc Author Service.

Short-id: pch286


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Working Papers

2019

  1. Asymptotic Theory for Rotated Multivariate GARCH Models
    Working Papers, University of Sydney Business School, Discipline of Business Analytics Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
  2. Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019) Downloads
  3. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads
  4. Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads

2018

  1. A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads
  2. An Event Study of Chinese Tourists to Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads
  3. Asymmetric Risk Impacts of Chinese Tourists to Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
  4. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (3)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads View citations (4)

    See also Journal Article in Journal of Risk and Financial Management (2018)
  5. Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads

    See also Journal Article in Journal of Risk and Financial Management (2018)
  6. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (1)
  7. Earnings responses to disability benefit cuts
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
  8. Establishing National Carbon Emission Prices for China
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads

    See also Journal Article in Renewable and Sustainable Energy Reviews (2019)
  9. Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  10. Long Run Returns Predictability and Volatility with Moving Averages
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (1)

    See also Journal Article in Risks (2018)
  11. Management Information, Decision Sciences, and Financial Economics: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (12)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads View citations (10)
  12. Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads View citations (1)
  13. Pricing Carbon Emissions in China
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads

    See also Journal Article in Annals of Financial Economics (AFE) (2018)
  14. Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) Downloads
  15. The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (9)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) Downloads View citations (17)

    See also Journal Article in Finance Research Letters (2019)

2017

  1. A Generalized Email Classification System for Workflow Analysis
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads
  2. A Tourism Financial Conditions Index for Tourism Finance
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads View citations (1)

    See also Journal Article in Challenges (2017)
  3. Connecting VIX and Stock Index ETF
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (8)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017) Downloads
  4. Demand for Narcotics in Thailand, with Policy Implications
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Reviews on Global Economics (2017)
  5. Joint and Cross-border Patents as Proxies for International Technology Diffusion
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads

    See also Journal Article in International Journal of Innovation and Technology Management (IJITM) (2018)
  6. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (29)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (14)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads

    See also Journal Article in Renewable and Sustainable Energy Reviews (2018)
  7. Realized Stochastic Volatility with General Asymmetry and Long Memory
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (5)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2017)
  8. Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017) Downloads
  9. The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (14)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (11)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017) Downloads View citations (14)

    See also Journal Article in Economics Letters (2017)
  10. The Fiction of Full BEKK
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads View citations (4)
  11. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (14)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017) Downloads View citations (14)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) Downloads View citations (14)

    See also Journal Article in Sustainability (2017)

2016

  1. A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads

    See also Journal Article in Applied Economics (2018)
  2. A Simple Test for Causality in Volatility
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (3)

    See also Journal Article in Econometrics (2017)
  3. An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (1)

    See also Journal Article in International Journal of Financial Studies (2017)
  4. Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (4)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (1)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads View citations (4)

    See also Journal Article in International Review of Economics & Finance (2019)
  5. How are VIX and Stock Index ETF Related?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (11)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (2)
  6. Industrial Penetration and Internet Intensity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
  7. Management Science, Economics and Finance: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (10)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads View citations (11)
  8. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (27)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (16)
  9. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads
  10. Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (12)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads View citations (9)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (7)
  11. Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads

    See also Journal Article in Energy (2018)
  12. US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads
  13. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads View citations (1)

2015

  1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads View citations (2)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (1)
  2. Behavioural, Financial, and Health & Medical Economics: A Connection
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads
  3. Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (3)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (6)

    See also Journal Article in Journal of Reviews on Global Economics (2015)
  4. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (2)

    See also Journal Article in International Review of Economics & Finance (2019)
  5. Industrial Agglomeration and Use of the Internet
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads View citations (1)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (1)
  6. Informatics, Data Mining, Econometrics and Financial Economics: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (15)
  7. International Technology Diffusion of Joint and Cross-border Patents
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads
  8. International Technology Diffusion of Joint and Cross-border Patents (Revised version)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
  9. Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
  10. Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads View citations (2)

    See also Journal Article in Managerial Finance (2016)
  11. Research Ideas for the Journal of Health & Medical Economics: Opinion
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) Downloads
  12. The Endowment Effect in Games
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
  13. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (42)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015) Downloads View citations (44)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) Downloads View citations (21)

    See also Journal Article in Energies (2018)

2014

  1. A Stochastic Dominance Approach to Financial Risk Management Strategies
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2015)
  2. A Tourism Conditions Index
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) Downloads View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads View citations (2)
  3. A Tourism Financial Conditions Index
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (3)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) Downloads View citations (3)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads View citations (2)
  4. Econometric Analysis of Financial Derivatives
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (7)
  5. Econometric Analysis of Financial Derivatives: An Overview
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2015)
  6. Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) Downloads View citations (4)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) Downloads

    See also Journal Article in Annals of Financial Economics (AFE) (2014)
  7. Modelling a Latent Daily Tourism Financial Conditions Index
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in International Review of Economics & Finance (2015)
  8. Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (5)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads View citations (15)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads View citations (9)
  9. Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads View citations (7)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) Downloads View citations (1)

    See also Journal Article in Review of Economics (2014)
  10. Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (6)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (4)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (6)

    See also Journal Article in Econometrics (2013)
  11. Recent Developments in Quantitative Finance: An Overview
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Annals of Financial Economics (AFE) (2014)
  12. Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) Downloads
  13. Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Annals of Financial Economics (AFE) (2014)

2013

  1. Analyzing Fixed-Event Forecast Revisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (4)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (6)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads

    See also Journal Article in International Journal of Forecasting (2013)
  2. Are Forecast Updates Progressive?
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    MPRA Paper, University Library of Munich, Germany (2013) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (5)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  3. Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (16)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads View citations (30)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (18)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (29)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (19)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  4. Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (10)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (6)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (7)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (4)

    See also Journal Article in The North American Journal of Economics and Finance (2013)
  5. Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads
  6. Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (2)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (1)

    See also Journal Article in Journal of Risk and Financial Management (2012)
  7. Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Recent Developments in Financial Economics and Econometrics: An Overview
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (4)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (4)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads View citations (4)

    See also Journal Article in The North American Journal of Economics and Finance (2013)
  9. Risk Modeling and Management: An Overview
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (1)
  10. Robust Ranking of Journal Quality: An Application to Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads View citations (41)
    Emory Economics, Department of Economics, Emory University (Atlanta) (2012) Downloads View citations (42)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (6)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (14)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads View citations (14)

    See also Journal Article in Econometric Reviews (2016)
  11. The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (1)

    See also Journal Article in The North American Journal of Economics and Finance (2014)
  12. What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (11)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) Downloads View citations (15)

    See also Journal Article in Annals of Financial Economics (AFE) (2013)

2012

  1. Asymmetric Adjustments in the Ethanol and Grains Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (12)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (2)

    See also Journal Article in Energy Economics (2012)
  2. Currency Hedging Strategies Using Dynamic Multivariate GARCH
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (7)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (8)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  3. Dynamic Price Integration in the Global Gold Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in The North American Journal of Economics and Finance (2013)
  4. Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads
  5. Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (8)

    See also Journal Article in Economics of Innovation and New Technology (2013)
  6. How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads

    See also Journal Article in Journal of Reviews on Global Economics (2014)
  7. Modelling Long Memory Volatility in Agricultural Commodity Futures Return
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (14)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (9)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (5)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (6)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (8)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads View citations (12)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (7)

    See also Journal Article in Annals of Financial Economics (AFE) (2012)
  8. Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (6)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (25)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads View citations (13)

    See also Journal Article in Statistica Neerlandica (2013)
  9. What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (1)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) Downloads

2011

  1. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (5)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (1)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (5)

    See also Journal Article in The Japanese Economic Review (2012)
  2. Causality Between Market Liquidity and Depth for Energy and Grains
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (1)

    See also Journal Article in Energy Economics (2012)
  3. Citations and Impact of ISI Tourism and Hospitality Journals
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (13)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (26)
  4. Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) Downloads View citations (29)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (7)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (4)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (7)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (19)

    See also Journal Article in The North American Journal of Economics and Finance (2013)
  5. Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in The European Journal of Health Economics (2013)
  6. Evaluating Individual and Mean Non-Replicable Forecasts
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads

    See also Journal Article in Journal for Economic Forecasting (2012)
  7. Great Expectatrics: Great Papers, Great Journals, Great Econometrics
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (23)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (57)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (45)

    See also Journal Article in Econometric Reviews (2011)
  8. How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (35)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (40)

    See also Journal Article in Journal of Applied Statistics (2011)
  9. Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (5)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (5)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (6)
  10. Multiple Threshold Effects for Temperature and Mortality
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (10)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (22)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (18)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (10)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
  12. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (18)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (15)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (16)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (14)

    See also Journal Article in Managerial Finance (2011)
  13. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) Downloads View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads

    See also Journal Article in Energy Economics (2013)
  14. The Dynamics of Energy-Grain Prices with Open Interest
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads
  15. The Rise and Fall of S&P500 Variance Futures
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (6)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) Downloads View citations (9)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) Downloads View citations (1)

    See also Journal Article in The North American Journal of Economics and Finance (2013)

2010

  1. Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (16)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (16)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (11)
  2. Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (58)
    See also Journal Article in Energy Economics (2010)
  3. Article Influence Score = 5YIF divided by 2
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  4. Combining Non-Replicable Forecasts
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  5. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (1)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (9)

    See also Journal Article in Energy Economics (2011)
  6. Estimating the Impacts of Climate Change on Mortality in OECD Countries
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Evaluating Combined Non-Replicable Forecast
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  8. How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (16)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (18)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (4)

    See also Journal Article in International Journal of Forecasting (2011)
  9. How does Zinfluence Affect Article Influence?
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  10. IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (3)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (3)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) Downloads View citations (15)
  11. Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (11)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (8)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (8)
  12. Journal Impact Factor Versus Eigenfactor and Article Influence
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (6)
  13. Knowledge sourcing and firm performance in an industrializing economy: The case of Taiwan (1992-2003)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Empirical Economics (2012)
  14. Modeling the Effect of Oil Price on Global Fertilizer Prices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (5)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads View citations (4)
  15. Modeling the Volatility in Global Fertilizer Prices
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) Downloads
  16. Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (7)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (8)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
  17. Modelling the Asymmetric Volatility in Hog Prices in Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads
  18. Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (3)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009) Downloads View citations (3)

    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
  19. Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2011)
  20. What Makes a Great Journal Great in Economics? The Singer Not the Song
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (53)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads View citations (35)

    See also Journal Article in Journal of Economic Surveys (2011)
  21. What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) Downloads View citations (62)

    See also Journal Article in Scientometrics (2011)

2009

  1. A Panel Threshold Model of Tourism Specialization and Economic Development
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (15)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (4)
  2. An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (2)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008) Downloads View citations (9)
  3. Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (13)
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) Downloads View citations (11)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (12)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (11)

    See also Journal Article in Korean Economic Review (2009)
  4. Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (3)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (4)
  5. How Accurate are Government Forecast of Economic Fundamentals?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (2)
  6. Information from Relationship Lending: Evidence from China
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (11)
  7. Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (16)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (13)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) Downloads View citations (24)
  8. Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads View citations (13)
    Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2009) Downloads View citations (20)
  9. Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (3)
  10. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads View citations (15)
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) Downloads View citations (14)

2008

  1. Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance Downloads View citations (1)
    See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2009)

2006

  1. Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan in the 1990s
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg Downloads View citations (7)
  2. Using the Asymptotically Ideal Model to estimate the impact of knowledge on labour productivity: An application to Taiwan in the 1990s
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg Downloads View citations (6)

2004

  1. Doing R&D and Importing Technology: an Empirical Investigation on Taiwan’s manufacturing firms
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  2. Innovation Strategy and Total Factor Productivity Growth: Micro Evidence from Taiwanese Manufacturing Firms
    Discussion Papers (IRES - Institut de Recherches Economiques et Sociales), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads

Journal Articles

2019

  1. Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
    International Review of Economics & Finance, 2019, 59, (C), 50-70 Downloads
    See also Working Paper (2016)
  2. Choosing expected shortfall over VaR in Basel III using stochastic dominance
    International Review of Economics & Finance, 2019, 60, (C), 95-113 Downloads View citations (1)
    See also Working Paper (2015)
  3. Establishing national carbon emission prices for China
    Renewable and Sustainable Energy Reviews, 2019, 106, (C), 1-16 Downloads
    See also Working Paper (2018)
  4. Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
    Energies, 2019, 12, (8), 1-24 Downloads
  5. The fiction of full BEKK: Pricing fossil fuels and carbon emissions
    Finance Research Letters, 2019, 28, (C), 11-19 Downloads View citations (4)
    See also Working Paper (2018)

2018

  1. A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
    Applied Economics, 2018, 50, (7), 804-823 Downloads View citations (3)
    See also Working Paper (2016)
  2. An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan
    Sustainability, 2018, 10, (11), 1-77 Downloads
  3. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    Journal of Risk and Financial Management, 2018, 11, (1), 1-29 Downloads
    See also Working Paper (2018)
  4. Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
    Journal of Risk and Financial Management, 2018, 11, (4), 1-25 Downloads
    See also Working Paper (2018)
  5. Joint and Cross-Border Patents as Proxies for International Technology Diffusion
    International Journal of Innovation and Technology Management (IJITM), 2018, 15, (02), 1-29 Downloads
    See also Working Paper (2017)
  6. Long Run Returns Predictability and Volatility with Moving Averages
    Risks, 2018, 6, (4), 1-18 Downloads View citations (1)
    See also Working Paper (2018)
  7. Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
    Renewable and Sustainable Energy Reviews, 2018, 81, (P1), 1002-1018 Downloads View citations (6)
    See also Working Paper (2017)
  8. Moving Average Market Timing in European Energy Markets: Production Versus Emissions
    Energies, 2018, 11, (12), 1-24 Downloads
  9. PRICING CARBON EMISSIONS IN CHINA
    Annals of Financial Economics (AFE), 2018, 13, (03), 1-37 Downloads
    See also Working Paper (2018)
  10. Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
    Energy, 2018, 151, (C), 984-997 Downloads
    See also Working Paper (2016)
  11. Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    Energies, 2018, 11, (6), 1-19 Downloads View citations (14)
    See also Working Paper (2015)

2017

  1. A Simple Test for Causality in Volatility
    Econometrics, 2017, 5, (1), 1-5 Downloads View citations (23)
    See also Working Paper (2016)
  2. A Tourism Financial Conditions Index for Tourism Finance
    Challenges, 2017, 8, (2), 1-17 Downloads
    See also Working Paper (2017)
  3. An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
    International Journal of Financial Studies, 2017, 6, (1), 1-24 Downloads
    See also Working Paper (2016)
  4. Demand for Narcotics in Thailand, with Policy Implications
    Journal of Reviews on Global Economics, 2017, 6, 279-284 Downloads
    See also Working Paper (2017)
  5. Realized stochastic volatility with general asymmetry and long memory
    Journal of Econometrics, 2017, 199, (2), 202-212 Downloads View citations (5)
    See also Working Paper (2017)
  6. Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview
    Journal of Reviews on Global Economics, 2017, 6, 218-224 Downloads
  7. The correct regularity condition and interpretation of asymmetry in EGARCH
    Economics Letters, 2017, 161, (C), 52-55 Downloads View citations (14)
    See also Working Paper (2017)
  8. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
    Sustainability, 2017, 9, (10), 1-22 Downloads View citations (13)
    See also Working Paper (2017)

2016

  1. Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting
    Managerial Finance, 2016, 42, (4), 324-337 Downloads
    See also Working Paper (2015)
  2. Robust Ranking of Journal Quality: An Application to Economics
    Econometric Reviews, 2016, 35, (1), 50-97 Downloads View citations (6)
    See also Working Paper (2013)

2015

  1. A stochastic dominance approach to financial risk management strategies
    Journal of Econometrics, 2015, 187, (2), 472-485 Downloads View citations (11)
    See also Working Paper (2014)
  2. Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
    Journal of Reviews on Global Economics, 2015, 4, 120-125 Downloads View citations (4)
    See also Working Paper (2015)
  3. Econometric analysis of financial derivatives: An overview
    Journal of Econometrics, 2015, 187, (2), 403-407 Downloads View citations (3)
    See also Working Paper (2014)
  4. Modelling a latent daily Tourism Financial Conditions Index
    International Review of Economics & Finance, 2015, 40, (C), 113-126 Downloads View citations (1)
    See also Working Paper (2014)

2014

  1. How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
    Journal of Reviews on Global Economics, 2014, 3, 33-47 Downloads View citations (9)
    See also Working Paper (2012)
  2. JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS
    Annals of Financial Economics (AFE), 2014, 09, (01), 1-31 Downloads
    See also Working Paper (2014)
  3. RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-7 Downloads View citations (1)
    See also Working Paper (2014)
  4. Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
    Review of Economics, 2014, 65, (1), 35-52 Downloads View citations (9)
    See also Working Paper (2014)
  5. TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-26 Downloads View citations (3)
    See also Working Paper (2014)
  6. The impact of China on stock returns and volatility in the Taiwan tourism industry
    The North American Journal of Economics and Finance, 2014, 29, (C), 381-401 Downloads View citations (3)
    See also Working Paper (2013)

2013

  1. Analyzing fixed-event forecast revisions
    International Journal of Forecasting, 2013, 29, (4), 622-627 Downloads View citations (6)
    See also Working Paper (2013)
  2. Are forecast updates progressive?
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 9-18 Downloads
    See also Working Paper (2013)
  3. Coercive journal self citations, impact factor, Journal Influence and Article Influence
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 190-197 Downloads View citations (18)
    See also Working Paper (2013)
  4. Conditional correlations and volatility spillovers between crude oil and stock index returns
    The North American Journal of Economics and Finance, 2013, 25, (C), 116-138 Downloads View citations (63)
    See also Working Paper (2011)
  5. Currency hedging strategies using dynamic multivariate GARCH
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 164-182 Downloads View citations (6)
    See also Working Paper (2012)
  6. Dynamic price integration in the global gold market
    The North American Journal of Economics and Finance, 2013, 26, (C), 227-235 Downloads View citations (11)
    See also Working Paper (2012)
  7. Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan
    The European Journal of Health Economics, 2013, 14, (2), 287-295 Downloads
    See also Working Paper (2011)
  8. Globalization and knowledge spillover: international direct investment, exports and patents
    Economics of Innovation and New Technology, 2013, 22, (4), 329-352 Downloads View citations (5)
    See also Working Paper (2012)
  9. Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
    The North American Journal of Economics and Finance, 2013, 26, (C), 519-534 Downloads View citations (9)
    See also Working Paper (2013)
  10. Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    Econometrics, 2013, 1, (3), 1-19 Downloads View citations (14)
    See also Working Paper (2014)
  11. Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability
    Statistica Neerlandica, 2013, 67, (1), 27-53 Downloads View citations (8)
    See also Working Paper (2012)
  12. Recent developments in financial economics and econometrics: An overview
    The North American Journal of Economics and Finance, 2013, 26, (C), 217–226 Downloads View citations (4)
    See also Working Paper (2013)
  13. Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 183-204 Downloads View citations (5)
    See also Working Paper (2011)
  14. Risk spillovers in oil-related CDS, stock and credit markets
    Energy Economics, 2013, 36, (C), 526-535 Downloads View citations (21)
    See also Working Paper (2011)
  15. The rise and fall of S&P500 variance futures
    The North American Journal of Economics and Finance, 2013, 25, (C), 151-167 Downloads View citations (1)
    See also Working Paper (2011)
  16. WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE
    Annals of Financial Economics (AFE), 2013, 08, (01), 1-30 Downloads
    See also Working Paper (2013)

2012

  1. AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES
    The Japanese Economic Review, 2012, 63, (3), 397-419 Downloads View citations (11)
    See also Working Paper (2011)
  2. Asymmetric adjustments in the ethanol and grains markets
    Energy Economics, 2012, 34, (6), 1990-2002 Downloads View citations (14)
    See also Working Paper (2012)
  3. Causality between market liquidity and depth for energy and grains
    Energy Economics, 2012, 34, (5), 1683-1692 Downloads View citations (19)
    See also Working Paper (2011)
  4. Evaluating Individual and Mean Non-Replicable Forecasts
    Journal for Economic Forecasting, 2012, (3), 22-43 Downloads View citations (1)
    See also Working Paper (2011)
  5. Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)
    Empirical Economics, 2012, 42, (3), 947-986 Downloads View citations (8)
    See also Working Paper (2010)
  6. MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS
    Annals of Financial Economics (AFE), 2012, 07, (02), 1-27 Downloads View citations (3)
    See also Working Paper (2012)
  7. Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    Journal of Risk and Financial Management, 2012, 5, (1), 1-37 Downloads View citations (7)
    See also Working Paper (2013)

2011

  1. Crude oil hedging strategies using dynamic multivariate GARCH
    Energy Economics, 2011, 33, (5), 912-923 Downloads View citations (136)
    See also Working Paper (2010)
  2. Great Expectatrics: Great Papers, Great Journals, Great Econometrics
    Econometric Reviews, 2011, 30, (6), 583-619 Downloads View citations (16)
    See also Working Paper (2011)
  3. How accurate are government forecasts of economic fundamentals? The case of Taiwan
    International Journal of Forecasting, 2011, 27, (4), 1066-1075 Downloads View citations (21)
    See also Working Paper (2010)
  4. How are journal impact, prestige and article influence related? An application to neuroscience
    Journal of Applied Statistics, 2011, 38, (11), 2563-2573 Downloads View citations (19)
    See also Working Paper (2011)
  5. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1482-1490 Downloads View citations (5)
    See also Working Paper (2010)
  6. Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1491-1506 Downloads View citations (9)
    See also Working Paper (2010)
  7. Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach
    Mathematics and Computers in Simulation (MATCOM), 2011, 82, (2), 213-219 Downloads
    See also Working Paper (2010)
  8. Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures
    Managerial Finance, 2011, 37, (11), 1088-1106 Downloads View citations (12)
    See also Working Paper (2011)
  9. WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG
    Journal of Economic Surveys, 2011, 25, (2), 326-361 View citations (13)
    See also Working Paper (2010)
  10. What makes a great journal great in the sciences? Which came first, the chicken or the egg?
    Scientometrics, 2011, 87, (1), 17-40 Downloads View citations (4)
    See also Working Paper (2010)

2010

  1. Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
    Energy Economics, 2010, 32, (6), 1445-1455 Downloads View citations (57)
    See also Working Paper (2010)

2009

  1. Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan
    Korean Economic Review, 2009, 25, 241-267 Downloads View citations (4)
    See also Working Paper (2009)
  2. Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2787-2796 Downloads View citations (15)
    See also Working Paper (2008)
  3. Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (5), 1730-1744 Downloads View citations (10)
  4. Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (5), 1472-1487 Downloads View citations (7)

2008

  1. A double-threshold GARCH model of stock market and currency shocks on stock returns
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (3), 458-474 Downloads View citations (12)
  2. Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry
    Mathematics and Computers in Simulation (MATCOM), 2008, 79, (3), 352-367 Downloads View citations (5)

2006

  1. Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries
    Review of Industrial Organization, 2006, 29, (3), 253-278 Downloads View citations (16)

Editor

  1. Journal of Reviews on Global Economics
    Lifescience Global
 
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