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Details about Sung Y. Park

Homepage:http://www.sungpark.net
Workplace:Economics, Chung-Ang University, (more information at EDIRC)

Access statistics for papers by Sung Y. Park.

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

Short-id: ppa1014


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Working Papers

2014

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

2013

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

2023

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

2022

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

2021

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

2019

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

2018

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

2017

  1. Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test
    International Review of Finance, 2017, 17, (4), 617-626 Downloads View citations (15)
  2. Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries
    International Review of Economics & Finance, 2017, 49, (C), 211-222 Downloads View citations (7)
  3. Oil prices and stock markets: Does the effect of uncertainty change over time?
    Energy Economics, 2017, 61, (C), 42-51 Downloads View citations (53)
  4. The dynamic conditional relationship between stock market returns and implied volatility
    Physica A: Statistical Mechanics and its Applications, 2017, 482, (C), 638-648 Downloads View citations (11)

2016

  1. Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
    Journal of Econometric Methods, 2016, 5, (1), 79-101 Downloads View citations (19)
  2. Crude oil and stock markets: Causal relationships in tails?
    Energy Economics, 2016, 59, (C), 58-69 Downloads View citations (66)
  3. Determinants of systematic risk in the US Restaurant industry
    Tourism Economics, 2016, 22, (3), 621-628 Downloads View citations (1)
  4. Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches
    Journal of Futures Markets, 2016, 36, (10), 968-991 Downloads View citations (9)
  5. Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations
    Economic Modelling, 2016, 52, (PB), 661-671 Downloads View citations (6)
  6. 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 Downloads View citations (2)
  7. Optimal conditional hedge ratio: A simple shrinkage estimation approach
    Journal of Empirical Finance, 2016, 38, (PA), 139-156 Downloads View citations (4)

2015

  1. 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 Downloads View citations (4)
  2. 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 Downloads View citations (7)
  3. The role of financial speculation in the energy future markets: A new time-varying coefficient approach
    Economic Modelling, 2015, 51, (C), 112-122 Downloads View citations (6)

2014

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

2013

  1. Multivariate density forecast evaluation: A modified approach
    International Journal of Forecasting, 2013, 29, (3), 431-441 Downloads View citations (12)
  2. Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns
    Oxford Bulletin of Economics and Statistics, 2013, 75, (2), 307-321 Downloads View citations (28)

2012

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

2011

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

2010

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

2009

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

2008

  1. Optimal Portfolio Diversification Using the Maximum Entropy Principle
    Econometric Reviews, 2008, 27, (4-6), 484-512 Downloads 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 Downloads

Editor

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