Sung Y. Park

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Affiliations

• Chung-Ang University / Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non†causality Test (RePEc:bla:irvfin:v:17:y:2017:i:4:p:617-626)
  by Haiqi Li & Yu Guo & Sung Y. Park
• Time‐Varying Investor Herding in Chinese Stock Markets (RePEc:bla:irvfin:v:18:y:2018:i:4:p:717-726)
  by Haiqi Li & Ying Liu & Sung Y. Park
• Quantile Autoregressive Distributed Lag Model with an Application to House Price Returns (RePEc:bla:obuest:v:75:y:2013:i:2:p:307-321)
  by Antonio F. Galvao JR. & Gabriel Montes-Rojas & Sung Y. Park
• Do gender and age impact the time‐varying Okun's law? Evidence from South Korea (RePEc:bla:pacecr:v:24:y:2019:i:5:p:672-685)
  by Myeong Jun Kim & Sung Y. Park
• Asymmetric Laplace Regression: Maximum Likelihood, Maximum Entropy and Quantile Regression (RePEc:bpj:jecome:v:5:y:2016:i:1:p:79-101:n:8)
  by Bera Anil K. & Galvao Antonio F. & Montes-Rojas Gabriel V. & Park Sung Y.
• Modeling an early warning system for household debt risk in Korea: A simple deep learning approach (RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001300)
  by Kwon, Yujin & Park, Sung Y.
• Money demand in China and time-varying cointegration (RePEc:eee:chieco:v:22:y:2011:i:3:p:330-343)
  by Zuo, Haomiao & Park, Sung Y.
• Resource abundance and economic growth in China (RePEc:eee:chieco:v:23:y:2012:i:3:p:704-719)
  by Fan, Rui & Fang, Ying & Park, Sung Y.
• Do net positions in the futures market cause spot prices of crude oil? (RePEc:eee:ecmode:v:41:y:2014:i:c:p:177-190)
  by Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y.
• The role of financial speculation in the energy future markets: A new time-varying coefficient approach (RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122)
  by Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y.
• Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations (RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671)
  by Li, Haiqi & Zhong, Wanling & Park, Sung Y.
• Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures (RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524)
  by Joo, Young C. & Park, Sung Y.
• A simple spatial dependence test robust to local and distributional misspecifications (RePEc:eee:ecolet:v:124:y:2014:i:2:p:203-206)
  by Fang, Ying & Park, Sung Y. & Zhang, Jinfeng
• Nonlinear dependence between stock and real estate markets in China (RePEc:eee:ecolet:v:124:y:2014:i:3:p:526-529)
  by Ding, Haoyuan & Chong, Terence Tai-leung & Park, Sung Y.
• Generalized empirical likelihood specification test robust to local misspecification (RePEc:eee:ecolet:v:171:y:2018:i:c:p:149-153)
  by Li, Haiqi & Fan, Rui & Park, Sung Y.
• Maximum entropy autoregressive conditional heteroskedasticity model (RePEc:eee:econom:v:150:y:2009:i:2:p:219-230)
  by Park, Sung Y. & Bera, Anil K.
• Optimal conditional hedge ratio: A simple shrinkage estimation approach (RePEc:eee:empfin:v:38:y:2016:i:pa:p:139-156)
  by Kim, Myeong Jun & Park, Sung Y.
• The impact of oil price volatility on stock markets: Evidences from oil-importing countries (RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003091)
  by Joo, Young C. & Park, Sung Y.
• An estimation of U.S. gasoline demand: A smooth time-varying cointegration approach (RePEc:eee:eneeco:v:32:y:2010:i:1:p:110-120)
  by Park, Sung Y. & Zhao, Guochang
• Crude oil and stock markets: Causal relationships in tails? (RePEc:eee:eneeco:v:59:y:2016:i:c:p:58-69)
  by Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y.
• Oil prices and stock markets: Does the effect of uncertainty change over time? (RePEc:eee:eneeco:v:61:y:2017:i:c:p:42-51)
  by Joo, Young C. & Park, Sung Y.
• Does high-speed rail reduce local CO2 emissions in China? A counterfactual approach (RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522005900)
  by Yan, Zhimin & Park, Sung Y.
• Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach (RePEc:eee:finana:v:44:y:2016:i:c:p:217-225)
  by Li, Haiqi & Kim, Myeong Jun & Park, Sung Y.
• Causal relationship among cryptocurrencies: A conditional quantile approach (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316937)
  by Kim, Myeong Jun & Canh, Nguyen Phuc & Park, Sung Y.
• Optimal portfolio selection using a simple double-shrinkage selection rule (RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001008)
  by Joo, Young C. & Park, Sung Y.
• Quantile connectedness between cryptocurrency and commodity futures (RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008449)
  by Joo, Young C. & Park, Sung Y.
• Multivariate density forecast evaluation: A modified approach (RePEc:eee:intfor:v:29:y:2013:i:3:p:431-441)
  by Ko, Stanley I.M. & Park, Sung Y.
• The dynamic conditional relationship between stock market returns and implied volatility (RePEc:eee:phsmap:v:482:y:2017:i:c:p:638-648)
  by Park, Sung Y. & Ryu, Doojin & Song, Jeongseok
• Dynamic conditional relationships between developed and emerging markets (RePEc:eee:phsmap:v:507:y:2018:i:c:p:534-543)
  by Song, Wonho & Park, Sung Y. & Ryu, Doojin
• Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries (RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222)
  by Ma, Wei & Li, Haiqi & Park, Sung Y.
• Journal of Economic Development (RePEc:jed:journl)
  from Chung-Ang Unviersity, Department of Economics as editor
• Information theoretic approaches to income density estimation with an application to the U.S. income data (RePEc:kap:jecinq:v:16:y:2018:i:4:d:10.1007_s10888-018-9377-y)
  by Sung Y. Park & Anil K. Bera
• Determinants of Housing Prices in Hong Kong: A Box-Cox Quantile Regression Approach (RePEc:kap:jrefec:v:50:y:2015:i:2:p:270-287)
  by Hyung-Gun Kim & Kwong-Chin Hung & Sung Park
• Nonlinear Dependence between Stock and Real Estate Markets in China (RePEc:pra:mprapa:57774)
  by Chong, Terence Tai Leung & Ding, Haoyuan & Park, Sung Y
• Journal of Economic Development (RePEc:ris:jecdev)
  from The Economic Research Institute, Chung-Ang University as editor
• Interrelationships among Korean Outbound Tourism Demand: Granger Causality Analysis (RePEc:sae:toueco:v:16:y:2010:i:3:p:597-610)
  by Joo Hwan Seo & Sung Yong Park & Soyoung Boo
• Quantile Elasticity of International Tourism Demand for South Korea Using the Quantile Autoregressive Distributed Lag Model (RePEc:sae:toueco:v:17:y:2011:i:5:p:997-1015)
  by Haiqi Li & Sung Yong Park & Joo Hwan Seo
• Determinants of systematic risk in the US Restaurant industry (RePEc:sae:toueco:v:22:y:2016:i:3:p:621-628)
  by Sung Y. Park & Sang Hyuck Kim
• On time and frequency-varying Okun’s coefficient: a new approach based on ensemble empirical mode decomposition (RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01904-5)
  by Myeong Jun Kim & Stanley I. M. Ko & Sung Y. Park
• Information theoretic approaches to income density estimation with an application to the U.S. income data (RePEc:spr:joecin:v:16:y:2018:i:4:d:10.1007_s10888-018-9377-y)
  by Sung Y. Park & Anil K. Bera
• Determinants of volatility on international tourism demand for South Korea: an empirical note (RePEc:taf:apeclt:v:17:y:2010:i:3:p:217-223)
  by Sung Yong Park & Sang Young Jei
• An empirical test for Okun's law using a smooth time-varying parameter approach: evidence from East Asian countries (RePEc:taf:apeclt:v:22:y:2015:i:10:p:788-795)
  by Myeong Jun Kim & Sung Y. Park & Sang Young Jei
• Relationship between household income and socio-political capital in rural Vietnam: a panel quantile regression approach (RePEc:taf:apeclt:v:29:y:2022:i:10:p:932-938)
  by Myeong Jun Kim & Tram T. H. Nguyen & Sung Y. Park
• Testing for market efficiency in cryptocurrencies: evidence from a non-linear conditional quantile framework (RePEc:taf:apeclt:v:30:y:2023:i:16:p:2245-2251)
  by Myeong Jun Kim & Sung Y. Park
• Global energy intensity convergence using a spatial panel growth model (RePEc:taf:applec:v:55:y:2023:i:41:p:4745-4764)
  by Do Yeong Lee & Sung Y. Park
• Optimal Portfolio Diversification Using the Maximum Entropy Principle (RePEc:taf:emetrv:v:27:y:2008:i:4-6:p:484-512)
  by Anil Bera & Sung Park
• Testing for a unit root in a nonlinear quantile autoregression framework (RePEc:taf:emetrv:v:37:y:2018:i:8:p:867-892)
  by Haiqi Li & Sung Y. Park
• Estimation and hedging effectiveness of time‐varying hedge ratio: Flexible bivariate garch approaches (RePEc:wly:jfutmk:v:30:y:2010:i:1:p:71-99)
  by Sung Yong Park & Sang Young Jei
• Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches (RePEc:wly:jfutmk:v:36:y:2016:i:10:p:968-991)
  by Rui Fan & Haiqi Li & Sung Y. Park
• Which Quantile is the Most Informative? Maximum Likelihood, Maximum Entropy and Quantile Regression (RePEc:wsi:wschap:9789814513470_0007)
  by Anil K. Bera & Antonio F. Galvao Jr. & Gabriel V. Montes-Rojas & Sung Y. Park
• Resource Abundance and Economic Growth in China (RePEc:wyi:wpaper:002026)
  by Rui Fan & Ying Fang & Sung Y. Park
• A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications (RePEc:wyi:wpaper:002027)
  by Ying Fang & Sung Y. Park & Jinfeng Zhang