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Details about Sung Y. Park

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

Access statistics for papers by Sung Y. Park.

Last updated 2019-04-07. 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 (8)
    See also Journal Article in Economics Letters (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 in Economics Letters (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 in China Economic Review (2012)

2010

  1. Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression
    Working Papers, Department of Economics, City University London Downloads View citations (1)

2009

  1. Quantile autoregressive distributed lag model with an application to house price returns
    Working Papers, Department of Economics, City University London Downloads View citations (3)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2013)

Journal Articles

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 (4)
  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
  4. Testing for a unit root in a nonlinear quantile autoregression framework
    Econometric Reviews, 2018, 37, (8), 867-892 Downloads
  5. Time‐Varying Investor Herding in Chinese Stock Markets
    International Review of Finance, 2018, 18, (4), 717-726 Downloads

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 (1)
  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 (3)
  3. Oil prices and stock markets: Does the effect of uncertainty change over time?
    Energy Economics, 2017, 61, (C), 42-51 Downloads View citations (11)
  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 (5)

2016

  1. Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression
    Journal of Econometric Methods, 2016, 5, (1), 79-101 Downloads View citations (4)
  2. Crude oil and stock markets: Causal relationships in tails?
    Energy Economics, 2016, 59, (C), 58-69 Downloads View citations (18)
  3. Design and optical analyses of an arrayed microfluidic tunable prism panel for enhancing solar energy collection
    Applied Energy, 2016, 162, (C), 450-459 Downloads View citations (3)
  4. Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches
    Journal of Futures Markets, 2016, 36, (10), 968-991 Downloads View citations (2)
  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 (2)
  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 (1)
  7. Optimal conditional hedge ratio: A simple shrinkage estimation approach
    Journal of Empirical Finance, 2016, 38, (PA), 139-156 Downloads View citations (1)

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
  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 (2)
  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 (3)

2014

  1. A simple spatial dependence test robust to local and distributional misspecifications
    Economics Letters, 2014, 124, (2), 203-206 Downloads
    See also Working Paper (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 (7)
  3. Nonlinear dependence between stock and real estate markets in China
    Economics Letters, 2014, 124, (3), 526-529 Downloads View citations (8)
    See also Working Paper (2014)

2013

  1. Multivariate density forecast evaluation: A modified approach
    International Journal of Forecasting, 2013, 29, (3), 431-441 Downloads View citations (7)
  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 (14)
    See also Working Paper (2009)

2012

  1. Resource abundance and economic growth in China
    China Economic Review, 2012, 23, (3), 704-719 Downloads View citations (6)
    See also Working Paper (2013)

2011

  1. Money demand in China and time-varying cointegration
    China Economic Review, 2011, 22, (3), 330-343 Downloads View citations (14)

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 (42)
  2. Determinants of volatility on international tourism demand for South Korea: an empirical note
    Applied Economics Letters, 2010, 17, (3), 217-223 Downloads
  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 (19)

2009

  1. Maximum entropy autoregressive conditional heteroskedasticity model
    Journal of Econometrics, 2009, 150, (2), 219-230 Downloads View citations (15)

2008

  1. Optimal Portfolio Diversification Using the Maximum Entropy Principle
    Econometric Reviews, 2008, 27, (4-6), 484-512 Downloads View citations (22)

Editor

  1. Journal of Economic Development
    Chung-Ang Unviersity, Department of Economics
 
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