Details about Sung Y. Park

Access statistics for papers by Sung Y. Park.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: ppa1014

Working Papers

2014

1. Nonlinear Dependence between Stock and Real Estate Markets in China
   MPRA Paper, University Library of Munich, Germany View citations (27)
   See also Journal Article Nonlinear dependence between stock and real estate markets in China, Economics Letters, Elsevier (2014) View citations (27) (2014)

2013

2. A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
   See also Journal Article A simple spatial dependence test robust to local and distributional misspecifications, Economics Letters, Elsevier (2014) View citations (2) (2014)
3. Resource Abundance and Economic Growth in China
   Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University
   See also Journal Article Resource abundance and economic growth in China, China Economic Review, Elsevier (2012) View citations (33) (2012)

Journal Articles

2024

1. Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures
   The North American Journal of Economics and Finance, 2024, 72, (C)

2023

2. Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach
   Energy Policy, 2023, 173, (C) View citations (2)
3. Global energy intensity convergence using a spatial panel growth model
   Applied Economics, 2023, 55, (41), 4745-4764
4. Modeling an early warning system for household debt risk in Korea: A simple deep learning approach
   Journal of Asian Economics, 2023, 84, (C) View citations (1)
5. Quantile connectedness between cryptocurrency and commodity futures
   Finance Research Letters, 2023, 58, (PC) View citations (2)
6. Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework
   Applied Economics Letters, 2023, 30, (16), 2245-2251 View citations (1)

2022

7. Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach
   Applied Economics Letters, 2022, 29, (10), 932-938 View citations (1)

2021

8. Causal relationship among cryptocurrencies: A conditional quantile approach
   Finance Research Letters, 2021, 42, (C) View citations (4)
9. On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition
   Empirical Economics, 2021, 61, (3), 1151-1188
10. Optimal portfolio selection using a simple double-shrinkage selection rule
    Finance Research Letters, 2021, 43, (C) View citations (2)
11. The impact of oil price volatility on stock markets: Evidences from oil-importing countries
    Energy Economics, 2021, 101, (C) View citations (23)

2019

12. Do gender and age impact the time‐varying Okun's law? Evidence from South Korea
    Pacific Economic Review, 2019, 24, (5), 672-685 View citations (2)

2018

13. Dynamic conditional relationships between developed and emerging markets
    Physica A: Statistical Mechanics and its Applications, 2018, 507, (C), 534-543 View citations (13)
14. Generalized empirical likelihood specification test robust to local misspecification
    Economics Letters, 2018, 171, (C), 149-153
15. Information theoretic approaches to income density estimation with an application to the U.S. income data
    The Journal of Economic Inequality, 2018, 16, (4), 461-486
    Also in The Journal of Economic Inequality, 2018, 16, (4), 461-486 (2018)
16. Testing for a unit root in a nonlinear quantile autoregression framework
    Econometric Reviews, 2018, 37, (8), 867-892 View citations (14)
17. Time‐Varying Investor Herding in Chinese Stock Markets
    International Review of Finance, 2018, 18, (4), 717-726 View citations (5)

2017

18. Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test
    International Review of Finance, 2017, 17, (4), 617-626 View citations (16)
19. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries
    International Review of Economics & Finance, 2017, 49, (C), 211-222 View citations (7)
20. Oil prices and stock markets: Does the effect of uncertainty change over time?
    Energy Economics, 2017, 61, (C), 42-51 View citations (58)
21. The dynamic conditional relationship between stock market returns and implied volatility
    Physica A: Statistical Mechanics and its Applications, 2017, 482, (C), 638-648 View citations (11)

2016

22. Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
    Journal of Econometric Methods, 2016, 5, (1), 79-101 View citations (19)
23. Crude oil and stock markets: Causal relationships in tails?
    Energy Economics, 2016, 59, (C), 58-69 View citations (69)
24. Determinants of systematic risk in the US Restaurant industry
    Tourism Economics, 2016, 22, (3), 621-628 View citations (1)
25. Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches
    Journal of Futures Markets, 2016, 36, (10), 968-991 View citations (9)
26. Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations
    Economic Modelling, 2016, 52, (PB), 661-671 View citations (6)
27. Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach
    International Review of Financial Analysis, 2016, 44, (C), 217-225 View citations (2)
28. Optimal conditional hedge ratio: A simple shrinkage estimation approach
    Journal of Empirical Finance, 2016, 38, (PA), 139-156 View citations (4)

2015

29. An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries
    Applied Economics Letters, 2015, 22, (10), 788-795 View citations (4)
30. Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach
    The Journal of Real Estate Finance and Economics, 2015, 50, (2), 270-287 View citations (7)
31. The role of financial speculation in the energy future markets: A new time-varying coefficient approach
    Economic Modelling, 2015, 51, (C), 112-122 View citations (6)

2014

32. A simple spatial dependence test robust to local and distributional misspecifications
    Economics Letters, 2014, 124, (2), 203-206 View citations (2)
    See also Working Paper A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications, Working Papers (2013) (2013)
33. Do net positions in the futures market cause spot prices of crude oil?
    Economic Modelling, 2014, 41, (C), 177-190 View citations (14)
34. Nonlinear dependence between stock and real estate markets in China
    Economics Letters, 2014, 124, (3), 526-529 View citations (27)
    See also Working Paper Nonlinear Dependence between Stock and Real Estate Markets in China, MPRA Paper (2014) View citations (27) (2014)

2013

35. Multivariate density forecast evaluation: A modified approach
    International Journal of Forecasting, 2013, 29, (3), 431-441 View citations (12)
36. Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 307-321 View citations (30)

2012

37. Resource abundance and economic growth in China
    China Economic Review, 2012, 23, (3), 704-719 View citations (33)
    See also Working Paper Resource Abundance and Economic Growth in China, Working Papers (2013) (2013)

2011

38. Money demand in China and time-varying cointegration
    China Economic Review, 2011, 22, (3), 330-343 View citations (22)
39. Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model
    Tourism Economics, 2011, 17, (5), 997-1015 View citations (2)

2010

40. An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach
    Energy Economics, 2010, 32, (1), 110-120 View citations (73)
41. Determinants of volatility on international tourism demand for South Korea: an empirical note
    Applied Economics Letters, 2010, 17, (3), 217-223 View citations (4)
42. Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches
    Journal of Futures Markets, 2010, 30, (1), 71-99 View citations (32)
43. Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis
    Tourism Economics, 2010, 16, (3), 597-610 View citations (7)

2009

44. Maximum entropy autoregressive conditional heteroskedasticity model
    Journal of Econometrics, 2009, 150, (2), 219-230 View citations (26)

2008

45. Optimal Portfolio Diversification Using the Maximum Entropy Principle
    Econometric Reviews, 2008, 27, (4-6), 484-512 View citations (52)

Chapters

2014

1. Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression
   Chapter 7 in Econometric Methods and Their Applications in Finance, Macro and Related Fields, 2014, pp 167-199

Editor

1. Journal of Economic Development
   Chung-Ang Unviersity, Department of Economics
2. Journal of Economic Development
   The Economic Research Institute, Chung-Ang University