Details about Chia-Lin Chang

Access statistics for papers by Chia-Lin Chang.

Last updated 2024-09-19. Update your information in the RePEc Author Service.

Short-id: pch286

Working Papers

2024

1. Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets
   KIER Working Papers, Kyoto University, Institute of Economic Research

2019

2. Asymptotic Theory for Rotated Multivariate GARCH Models
   Working Papers, University of Sydney Business School, Discipline of Business Analytics
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
3. 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
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019) View citations (1)
4. 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
5. 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
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (4)
   See also Journal Article RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018, Advances in Decision Sciences, Asia University, Taiwan (2018) View citations (4) (2018)

2018

6. 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
   Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
   Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
   See also Journal Article A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan, Future Internet, MDPI (2018) (2018)
7. An Event Study of Chinese Tourists to Taiwan
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (2)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
8. Asymmetric Risk Impacts of Chinese Tourists to Taiwan
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
9. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (10)
   Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (11)
   Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
   See also Journal Article Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections, JRFM, MDPI (2018) View citations (9) (2018)
10. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (3)
    See also Journal Article Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK, JRFM, MDPI (2018) View citations (3) (2018)
11. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (3)
12. Earnings responses to disability benefit cuts
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
13. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
14. Establishing National Carbon Emission Prices for China
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
    See also Journal Article Establishing national carbon emission prices for China, Renewable and Sustainable Energy Reviews, Elsevier (2019) View citations (14) (2019)
15. Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
16. Long Run Returns Predictability and Volatility with Moving Averages
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (7)
    See also Journal Article Long Run Returns Predictability and Volatility with Moving Averages, Risks, MDPI (2018) View citations (7) (2018)
17. Management Information, Decision Sciences, and Financial Economics: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (21)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (15)
18. Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (1)
19. Pricing Carbon Emissions in China
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018) View citations (5)
    See also Journal Article PRICING CARBON EMISSIONS IN CHINA, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2018) View citations (5) (2018)
20. Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
21. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (19)
    See also Journal Article The fiction of full BEKK: Pricing fossil fuels and carbon emissions, Finance Research Letters, Elsevier (2019) View citations (12) (2019)

2017

22. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
23. A Tourism Financial Conditions Index for Tourism Finance
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 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 (2017)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (2)
    See also Journal Article A Tourism Financial Conditions Index for Tourism Finance, Challenges, MDPI (2017) View citations (2) (2017)
24. Connecting VIX and Stock Index ETF
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
25. Demand for Narcotics in Thailand, with Policy Implications
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Demand for Narcotics in Thailand, with Policy Implications, Journal of Reviews on Global Economics, Lifescience Global (2017) View citations (1) (2017)
26. Joint and Cross-border Patents as Proxies for International Technology Diffusion
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    See also Journal Article Joint and Cross-Border Patents as Proxies for International Technology Diffusion, International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd. (2018) View citations (1) (2018)
27. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (21)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    See also Journal Article Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices, Renewable and Sustainable Energy Reviews, Elsevier (2018) View citations (31) (2018)
28. Realized Stochastic Volatility with General Asymmetry and Long Memory
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (19)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) View citations (17)
    See also Journal Article Realized stochastic volatility with general asymmetry and long memory, Journal of Econometrics, Elsevier (2017) View citations (17) (2017)
29. 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 View citations (2)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
30. The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) View citations (22)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (25)
    See also Journal Article The correct regularity condition and interpretation of asymmetry in EGARCH, Economics Letters, Elsevier (2017) View citations (27) (2017)
31. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017) View citations (5)
32. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (21)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (28)
    See also Journal Article Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA, Sustainability, MDPI (2017) View citations (21) (2017)

2016

33. A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    See also Journal Article A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices, Applied Economics, Taylor & Francis Journals (2018) View citations (14) (2018)
34. A Simple Test for Causality in Volatility
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (2)
    See also Journal Article A Simple Test for Causality in Volatility, Econometrics, MDPI (2017) View citations (25) (2017)
35. 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 View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    See also Journal Article An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors, IJFS, MDPI (2017) View citations (1) (2017)
36. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (5)
    See also Journal Article Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?, International Review of Economics & Finance, Elsevier (2019) View citations (5) (2019)
37. How are VIX and Stock Index ETF Related?
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 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)
38. Industrial Penetration and Internet Intensity
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
39. Management Science, Economics and Finance: A Connection
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (15)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (7)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
40. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (22)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
41. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    See also Journal Article Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China, Energies, MDPI (2019) View citations (7) (2019)
42. Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
    Tinbergen Institute Discussion Papers, Tinbergen Institute 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 (2016)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) View citations (13)
43. Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
    See also Journal Article Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances, Energy, Elsevier (2018) View citations (16) (2018)
44. US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
45. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)

2015

46. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
47. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
48. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (7)
    See also Journal Article Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database, Journal of Reviews on Global Economics, Lifescience Global (2015) View citations (6) (2015)
49. Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) View citations (2)
    See also Journal Article Choosing expected shortfall over VaR in Basel III using stochastic dominance, International Review of Economics & Finance, Elsevier (2019) View citations (10) (2019)
50. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) View citations (1)
51. Informatics, Data Mining, Econometrics and Financial Economics: A Connection
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (17)
52. International Technology Diffusion of Joint and Cross-border Patents
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
53. 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
54. 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
55. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015) View citations (1)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (2)
56. Research Ideas for the Journal of Health & Medical Economics: Opinion
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
57. The Endowment Effect in Games
    Tinbergen Institute Discussion Papers, Tinbergen Institute
58. 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 View citations (35)
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (36)
    See also Journal Article Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice, Energies, MDPI (2018) View citations (28) (2018)

2014

59. 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
    See also Journal Article A stochastic dominance approach to financial risk management strategies, Journal of Econometrics, Elsevier (2015) View citations (10) (2015)
60. A Tourism Conditions Index
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance 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 (2014)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) View citations (2)
61. A Tourism Financial Conditions Index
    Tinbergen Institute Discussion Papers, Tinbergen Institute 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 (2014)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) View citations (2)
62. Econometric Analysis of Financial Derivatives
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
63. Econometric Analysis of Financial Derivatives: An Overview
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
    See also Journal Article Econometric analysis of financial derivatives: An overview, Journal of Econometrics, Elsevier (2015) View citations (5) (2015)
64. 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
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (3)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) View citations (5)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) View citations (3)
    See also Journal Article JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014) View citations (3) (2014)
65. Modelling a Latent Daily Tourism Financial Conditions Index
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Modelling a latent daily Tourism Financial Conditions Index, International Review of Economics & Finance, Elsevier (2015) View citations (1) (2015)
66. Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (8)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) View citations (5)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
67. Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
    See also Journal Article Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations, Review of Economics, De Gruyter (2014) View citations (7) (2014)
68. Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (4)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (14)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (10)
    See also Journal Article Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc, Econometrics, MDPI (2013) View citations (15) (2013)
69. Recent Developments in Quantitative Finance: An Overview
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014) View citations (1) (2014)
70. 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
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
71. Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014) View citations (13) (2014)

2013

72. Analyzing Fixed-Event Forecast Revisions
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
    See also Journal Article Analyzing fixed-event forecast revisions, International Journal of Forecasting, Elsevier (2013) View citations (7) (2013)
73. Are Forecast Updates Progressive?
    Tinbergen Institute Discussion Papers, Tinbergen Institute 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 (2011)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
    MPRA Paper, University Library of Munich, Germany (2013) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (4)
    See also Journal Article Are forecast updates progressive?, Mathematics and Computers in Simulation (MATCOM), Elsevier (2013) View citations (4) (2013)
74. Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (33)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2013) View citations (33)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (33)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) View citations (33)
    See also Journal Article Coercive journal self citations, impact factor, Journal Influence and Article Influence, Mathematics and Computers in Simulation (MATCOM), Elsevier (2013) View citations (27) (2013)
75. Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) View citations (19)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (17)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (2)
    See also Journal Article Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism, The North American Journal of Economics and Finance, Elsevier (2013) View citations (19) (2013)
76. Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
    Tinbergen Institute Discussion Papers, Tinbergen Institute 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 (2012)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
77. Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2013) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (2)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (1)
    See also Journal Article Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility, JRFM, MDPI (2012) View citations (14) (2012)
78. Modelling Volatility Size Effects for Firm Performance: The Impact of Chinese Tourists to Taiwan
    MPRA Paper, University Library of Munich, Germany
79. Recent Developments in Financial Economics and Econometrics: An Overview
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2013) View citations (4)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) View citations (4)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (4)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    See also Journal Article Recent developments in financial economics and econometrics: An overview, The North American Journal of Economics and Finance, Elsevier (2013) View citations (4) (2013)
80. Risk Modeling and Management: An Overview
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2013) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
81. Robust Ranking of Journal Quality: An Application to Economics
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (41)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) View citations (26)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) View citations (27)
    See also Journal Article Robust Ranking of Journal Quality: An Application to Economics, Econometric Reviews, Taylor & Francis Journals (2016) View citations (12) (2016)
82. The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (1)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (1)
    See also Journal Article The impact of China on stock returns and volatility in the Taiwan tourism industry, The North American Journal of Economics and Finance, Elsevier (2014) View citations (7) (2014)
83. What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013) View citations (3)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013) View citations (12)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2013) View citations (3)
    See also Journal Article WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2013) View citations (3) (2013)

2012

84. 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 View citations (1)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
    See also Journal Article Asymmetric adjustments in the ethanol and grains markets, Energy Economics, Elsevier (2012) View citations (18) (2012)
85. 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
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    See also Journal Article Currency hedging strategies using dynamic multivariate GARCH, Mathematics and Computers in Simulation (MATCOM), Elsevier (2013) View citations (13) (2013)
86. Dynamic Price Integration in the Global Gold Market
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Dynamic price integration in the global gold market, The North American Journal of Economics and Finance, Elsevier (2013) View citations (18) (2013)
87. 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
    Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
88. 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
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (5)
    See also Journal Article Globalization and knowledge spillover: international direct investment, exports and patents, Economics of Innovation and New Technology, Taylor & Francis Journals (2013) View citations (19) (2013)
89. How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
    KIER Working Papers, Kyoto University, Institute of Economic Research
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (1)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (1)
    See also Journal Article How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics, Journal of Reviews on Global Economics, Lifescience Global (2014) View citations (8) (2014)
90. Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)
    Post-Print, HAL
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (4)
    See also Journal Article Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003), Empirical Economics, Springer (2012) View citations (9) (2012)
91. Modelling Long Memory Volatility in Agricultural Commodity Futures Return
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (30)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) View citations (20)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (5)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) View citations (21)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (7)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (6)
    See also Journal Article MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2012) View citations (19) (2012)
92. Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (19)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) View citations (4)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
    See also Journal Article Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2013) View citations (17) (2013)
93. What do Experts Know About Ranking 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
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (2)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012) View citations (2)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012) View citations (2)

2011

94. 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
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (4)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (6)
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (2)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (3)
    See also Journal Article AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES, The Japanese Economic Review, Japanese Economic Association (2012) View citations (19) (2012)
95. Causality Between Market Liquidity and Depth for Energy and Grains
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (3)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (3)
    See also Journal Article Causality between market liquidity and depth for energy and grains, Energy Economics, Elsevier (2012) View citations (24) (2012)
96. Citations and Impact of ISI Tourism and Hospitality Journals
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (14)
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (20)
97. 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
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (14)
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (16)
    CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010) View citations (38)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (14)
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (31)
    See also Journal Article Conditional correlations and volatility spillovers between crude oil and stock index returns, The North American Journal of Economics and Finance, Elsevier (2013) View citations (136) (2013)
98. 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
    See also Journal Article Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan, The European Journal of Health Economics, Springer (2013) (2013)
99. 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
    Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
    See also Journal Article Evaluating Individual and Mean Non-Replicable Forecasts, Journal for Economic Forecasting, Institute for Economic Forecasting (2012) View citations (1) (2012)
100. 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
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (44)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (37)
     See also Journal Article Great Expectatrics: Great Papers, Great Journals, Great Econometrics, Econometric Reviews, Taylor & Francis Journals (2011) View citations (19) (2011)
101. How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (34)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (25)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (5)
     See also Journal Article How are journal impact, prestige and article influence related? An application to neuroscience, Journal of Applied Statistics, Taylor & Francis Journals (2011) View citations (13) (2011)
102. 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
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (1)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (5)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (1)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (4)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
103. Multiple Threshold Effects for Temperature and Mortality
     MPRA Paper, University Library of Munich, Germany
104. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (26)
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (24)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (14)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
     See also Journal Article 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), Elsevier (2013) View citations (5) (2013)
105. Risk Management of Risk under the Basel Accord: 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
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (23)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (20)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (23)
106. Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (2)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (1)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011) View citations (2)
     See also Journal Article Risk spillovers in oil-related CDS, stock and credit markets, Energy Economics, Elsevier (2013) View citations (33) (2013)
107. The Dynamics of Energy-Grain Prices with Open Interest
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
108. The Rise and Fall of S&P500 Variance Futures
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (8)
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2011) View citations (7)
     Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (1)
     See also Journal Article The rise and fall of S&P500 variance futures, The North American Journal of Economics and Finance, Elsevier (2013) View citations (8) (2013)

2010

109. Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (83)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (30)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (35)
110. Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (99)
     See also Journal Article Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets, Energy Economics, Elsevier (2010) View citations (99) (2010)
111. Article Influence Score = 5YIF divided by 2
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
112. Combining Non-Replicable Forecasts
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
113. Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (5)
     Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (5)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (13)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (5)
     See also Journal Article Crude oil hedging strategies using dynamic multivariate GARCH, Energy Economics, Elsevier (2011) View citations (222) (2011)
114. Estimating the Impacts of Climate Change on Mortality in OECD Countries
     MPRA Paper, University Library of Munich, Germany
115. Evaluating Combined Non-Replicable Forecast
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
116. How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (16)
     Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (12)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (17)
     See also Journal Article How accurate are government forecasts of economic fundamentals? The case of Taiwan, International Journal of Forecasting, Elsevier (2011) View citations (21) (2011)
117. How does Zinfluence Affect Article Influence?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
118. IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (10)
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (10)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (10)
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010) View citations (30)
     See also Journal Article IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development, Tourism Economics (2012) View citations (34) (2012)
119. Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (7)
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (11)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (7)
     See also Journal Article Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations, Tourism Economics (2011) View citations (18) (2011)
120. Journal Impact Factor Versus Eigenfactor and Article Influence
     KIER Working Papers, Kyoto University, Institute of Economic Research View citations (6)
     Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (6)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (5)
121. Modeling the Effect of Oil Price on Global Fertilizer Prices
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (5)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (5)
122. Modeling the Volatility in Global Fertilizer Prices
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
123. 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 View citations (1)
     Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
     KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (7)
     CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (8)
     See also Journal Article Modelling conditional correlations in the volatility of Asian rubber spot and futures returns, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (9) (2011)
124. Modelling the Asymmetric Volatility in Hog Prices in Taiwan
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
125. 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 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 (2009)
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
     See also Journal Article Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) View citations (8) (2011)
126. Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach
     MPRA Paper, University Library of Munich, Germany
     See also Journal Article Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach, Mathematics and Computers in Simulation (MATCOM), Elsevier (2011) (2011)
127. 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 View citations (40)
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (25)
     See also Journal Article WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG, Journal of Economic Surveys, Wiley Blackwell (2011) View citations (20) (2011)
128. What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
     Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010) View citations (45)
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010) View citations (1)
     See also Journal Article What makes a great journal great in the sciences? Which came first, the chicken or the egg?, Scientometrics, Springer (2011) View citations (13) (2011)

2009

129. A Panel Threshold Model of Tourism Specialization and Economic Development
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (14)
     Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (23)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (2)
130. An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (3)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008) View citations (8)
131. Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
     CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo View citations (15)
     Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (15)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (15)
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (17)
     See also Journal Article Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan, Korean Economic Review, Korean Economic Association (2009) View citations (5) (2009)
132. Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo
     Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (3)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (4)
133. How Accurate are Government Forecast of Economic Fundamentals?
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
134. Information from Relationship Lending: Evidence from China
     Other publications TiSEM, Tilburg University, School of Economics and Management View citations (7)
     Also in Discussion Paper, Tilburg University, Center for Economic Research (2009) View citations (13)
135. Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (20)
     Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (15)
     Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009) View citations (23)
136. 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
     Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2009) View citations (19)
137. 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 View citations (3)
138. Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
     CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (25)
     Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009) View citations (25)

2008

139. Doing R&D And/Or Importing Technologies: The Critical Importance of Firm Size in Taiwan's Manufacturing Industries
     Post-Print, HAL
     Also in Post-Print, HAL (2006) View citations (3)
     See also Journal Article Doing R&D and/or Importing Technologies: The Critical Importance of Firm Size in Taiwan’s Manufacturing Industries, Review of Industrial Organization, Springer (2006) View citations (19) (2006)
140. Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan
     Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (1)
     See also Journal Article Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan, Mathematics and Computers in Simulation (MATCOM), Elsevier (2009) View citations (20) (2009)
141. Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry
     Post-Print, HAL View citations (7)
     See also Journal Article Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry, Mathematics and Computers in Simulation (MATCOM), Elsevier (2008) View citations (8) (2008)

2006

142. 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 View citations (5)
143. 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 View citations (5)

2004

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

Journal Articles

2024

1. Has the EU Emissions Trading System Worked Properly?
   Energies, 2024, 17, (15), 1-15

2023

2. Revival Duration and Determinants of ASEAN Machinery Trade During COVID-19 Pandemic and the Global Financial Crisis
   Emerging Markets Finance and Trade, 2023, 59, (4), 1089-1103 View citations (1)

2022

3. Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China
   Renewable and Sustainable Energy Reviews, 2022, 169, (C)
4. Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
   Journal of Econometrics, 2022, 227, (1), 285-304 View citations (2)

2021

5. Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
   Econometrics, 2021, 9, (2), 1-21
6. Factors Affecting the Cases and Deaths of COVID-19 Victims
   IJERPH, 2021, 18, (2), 1-10 View citations (2)
7. Leaning against the Bubble: Central Bank Intervention in Walrasian Asset Markets
   Risks, 2021, 9, (12), 1-12
8. Valuation of Trust in Government: The Wellbeing Valuation Approach
   Sustainability, 2021, 13, (19), 1-14 View citations (2)

2020

9. A Charter for Sustainable Tourism after COVID-19
   Sustainability, 2020, 12, (9), 1-4 View citations (59)
10. Alternative Global Health Security Indexes for Risk Analysis of COVID-19
    IJERPH, 2020, 17, (9), 1-17 View citations (4)
11. Causality between CO2 Emissions and Stock Markets
    Energies, 2020, 13, (11), 1-14 View citations (9)
12. Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets
    JRFM, 2020, 13, (6), 1-4 View citations (1)
13. Editorial for Applied Econometrics
    JRFM, 2020, 13, (9), 1-5
14. Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*
    Renewable and Sustainable Energy Reviews, 2020, 134, (C) View citations (50)
15. Risk and Financial Management of COVID-19 in Business, Economics and Finance
    JRFM, 2020, 13, (5), 1-7 View citations (19)
16. The Future of Tourism in the COVID-19 Era
    Advances in Decision Sciences, 2020, 24, (3), 218-230 View citations (6)

2019

17. 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 View citations (5)
    See also Working Paper Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?, Documentos de Trabajo del ICAE (2016) (2016)
18. Choosing expected shortfall over VaR in Basel III using stochastic dominance
    International Review of Economics & Finance, 2019, 60, (C), 95-113 View citations (10)
    See also Working Paper Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance, Tinbergen Institute Discussion Papers (2015) View citations (3) (2015)
19. Establishing national carbon emission prices for China
    Renewable and Sustainable Energy Reviews, 2019, 106, (C), 1-16 View citations (14)
    See also Working Paper Establishing National Carbon Emission Prices for China, Econometric Institute Research Papers (2018) View citations (1) (2018)
20. Modeling Latent Carbon Emission Prices for Japan: Theory and Practice
    Energies, 2019, 12, (21), 1-21 View citations (1)
21. Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
    Energies, 2019, 12, (8), 1-24 View citations (7)
    See also Working Paper Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China, Tinbergen Institute Discussion Papers (2016) (2016)
22. The fiction of full BEKK: Pricing fossil fuels and carbon emissions
    Finance Research Letters, 2019, 28, (C), 11-19 View citations (12)
    See also Working Paper The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions, Documentos de Trabajo del ICAE (2018) (2018)
23. Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
    Energy Economics, 2019, 81, (C), 779-792 View citations (18)

2018

24. A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
    Future Internet, 2018, 10, (3), 1-26
    See also Working Paper A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan, Econometric Institute Research Papers (2018) (2018)
25. A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
    Applied Economics, 2018, 50, (7), 804-823 View citations (14)
    See also Working Paper A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices, Tinbergen Institute Discussion Papers (2016) View citations (1) (2016)
26. An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan
    Sustainability, 2018, 10, (11), 1-77 View citations (3)
27. Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    JRFM, 2018, 11, (1), 1-29 View citations (9)
    See also Working Paper Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections, Tinbergen Institute Discussion Papers (2018) View citations (10) (2018)
28. Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
    JRFM, 2018, 11, (4), 1-25 View citations (3)
    See also Working Paper Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK, Documentos de Trabajo del ICAE (2018) (2018)
29. DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS
    Advances in Decision Sciences, 2018, 22, (1), 36-94 View citations (3)
30. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
    Advances in Decision Sciences, 2018, 22, (1), 13-22 View citations (5)
31. Joint and Cross-Border Patents as Proxies for International Technology Diffusion
    International Journal of Innovation and Technology Management (IJITM), 2018, 15, (02), 1-29 View citations (1)
    See also Working Paper Joint and Cross-border Patents as Proxies for International Technology Diffusion, Tinbergen Institute Discussion Papers (2017) (2017)
32. Long Run Returns Predictability and Volatility with Moving Averages
    Risks, 2018, 6, (4), 1-18 View citations (7)
    See also Working Paper Long Run Returns Predictability and Volatility with Moving Averages, Documentos de Trabajo del ICAE (2018) View citations (1) (2018)
33. Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
    Renewable and Sustainable Energy Reviews, 2018, 81, (P1), 1002-1018 View citations (31)
    See also Working Paper Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices, Tinbergen Institute Discussion Papers (2017) View citations (21) (2017)
34. Moving Average Market Timing in European Energy Markets: Production Versus Emissions
    Energies, 2018, 11, (12), 1-24 View citations (5)
35. PRICING CARBON EMISSIONS IN CHINA
    Annals of Financial Economics (AFE), 2018, 13, (03), 1-37 View citations (5)
    See also Working Paper Pricing Carbon Emissions in China, Tinbergen Institute Discussion Papers (2018) View citations (5) (2018)
36. RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018
    Advances in Decision Sciences, 2018, 22, (1), 23-35 View citations (4)
    See also Working Paper Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018, Documentos de Trabajo del ICAE (2019) (2019)
37. Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
    Energy, 2018, 151, (C), 984-997 View citations (16)
    See also Working Paper Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances, Tinbergen Institute Discussion Papers (2016) (2016)
38. Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    Energies, 2018, 11, (6), 1-19 View citations (28)
    See also Working Paper Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice, Econometric Institute Research Papers (2015) View citations (35) (2015)

2017

39. A Simple Test for Causality in Volatility
    Econometrics, 2017, 5, (1), 1-5 View citations (25)
    See also Working Paper A Simple Test for Causality in Volatility, Tinbergen Institute Discussion Papers (2016) View citations (3) (2016)
40. A Tourism Financial Conditions Index for Tourism Finance
    Challenges, 2017, 8, (2), 1-17 View citations (2)
    See also Working Paper A Tourism Financial Conditions Index for Tourism Finance, Econometric Institute Research Papers (2017) View citations (2) (2017)
41. An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
    IJFS, 2017, 6, (1), 1-24 View citations (1)
    See also Working Paper An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors, Econometric Institute Research Papers (2016) View citations (1) (2016)
42. Demand for Narcotics in Thailand, with Policy Implications
    Journal of Reviews on Global Economics, 2017, 6, 279-284 View citations (1)
    See also Working Paper Demand for Narcotics in Thailand, with Policy Implications, MPRA Paper (2017) View citations (1) (2017)
43. Realized stochastic volatility with general asymmetry and long memory
    Journal of Econometrics, 2017, 199, (2), 202-212 View citations (17)
    See also Working Paper Realized Stochastic Volatility with General Asymmetry and Long Memory, Tinbergen Institute Discussion Papers (2017) View citations (19) (2017)
44. 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 View citations (2)
45. The correct regularity condition and interpretation of asymmetry in EGARCH
    Economics Letters, 2017, 161, (C), 52-55 View citations (27)
    See also Working Paper The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH, Documentos de Trabajo del ICAE (2017) (2017)
46. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
    Sustainability, 2017, 9, (10), 1-22 View citations (21)
    See also Working Paper Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA, Econometric Institute Research Papers (2017) View citations (21) (2017)

2016

47. Robust Ranking of Journal Quality: An Application to Economics
    Econometric Reviews, 2016, 35, (1), 50-97 View citations (12)
    See also Working Paper Robust Ranking of Journal Quality: An Application to Economics, Tinbergen Institute Discussion Papers (2013) View citations (2) (2013)

2015

48. A stochastic dominance approach to financial risk management strategies
    Journal of Econometrics, 2015, 187, (2), 472-485 View citations (10)
    See also Working Paper A Stochastic Dominance Approach to Financial Risk Management Strategies, Documentos de Trabajo del ICAE (2014) (2014)
49. Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
    Journal of Reviews on Global Economics, 2015, 4, 120-125 View citations (6)
    See also Working Paper Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database, Documentos de Trabajo del ICAE (2015) (2015)
50. Econometric analysis of financial derivatives: An overview
    Journal of Econometrics, 2015, 187, (2), 403-407 View citations (5)
    See also Working Paper Econometric Analysis of Financial Derivatives: An Overview, Working Papers in Economics (2014) (2014)
51. Modelling a latent daily Tourism Financial Conditions Index
    International Review of Economics & Finance, 2015, 40, (C), 113-126 View citations (1)
    See also Working Paper Modelling a Latent Daily Tourism Financial Conditions Index, MPRA Paper (2014) (2014)

2014

52. 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 View citations (8)
    See also Working Paper How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics, KIER Working Papers (2012) (2012)
53. 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 View citations (3)
    See also Working Paper Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations, Documentos de Trabajo del ICAE (2014) (2014)
54. RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-7 View citations (1)
    See also Working Paper Recent Developments in Quantitative Finance: An Overview, MPRA Paper (2014) View citations (1) (2014)
55. Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
    Review of Economics, 2014, 65, (1), 35-52 View citations (7)
    See also Working Paper Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations, Working Papers in Economics (2014) View citations (1) (2014)
56. TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS
    Annals of Financial Economics (AFE), 2014, 09, (02), 1-26 View citations (13)
    See also Working Paper Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds, MPRA Paper (2014) View citations (13) (2014)
57. 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 View citations (7)
    See also Working Paper The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry, Working Papers in Economics (2013) (2013)

2013

58. Analyzing fixed-event forecast revisions
    International Journal of Forecasting, 2013, 29, (4), 622-627 View citations (7)
    See also Working Paper Analyzing Fixed-Event Forecast Revisions, Tinbergen Institute Discussion Papers (2013) View citations (6) (2013)
59. Are forecast updates progressive?
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 9-18 View citations (4)
    See also Working Paper Are Forecast Updates Progressive?, Tinbergen Institute Discussion Papers (2013) View citations (4) (2013)
60. Coercive journal self citations, impact factor, Journal Influence and Article Influence
    Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 190-197 View citations (27)
    See also Working Paper Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence, Econometric Institute Research Papers (2013) View citations (33) (2013)
61. 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 View citations (136)
    See also Working Paper Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns, Documentos de Trabajo del ICAE (2011) (2011)
62. Currency hedging strategies using dynamic multivariate GARCH
    Mathematics and Computers in Simulation (MATCOM), 2013, 94, (C), 164-182 View citations (13)
    See also Working Paper Currency Hedging Strategies Using Dynamic Multivariate GARCH, Documentos de Trabajo del ICAE (2012) (2012)
63. Dynamic price integration in the global gold market
    The North American Journal of Economics and Finance, 2013, 26, (C), 227-235 View citations (18)
    See also Working Paper Dynamic Price Integration in the Global Gold Market, MPRA Paper (2012) View citations (2) (2012)
64. 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
    See also Working Paper Endogenous technological change in medicine and its impact on healthcare costs: evidence from the pharmaceutical market in Taiwan, MPRA Paper (2011) (2011)
65. Globalization and knowledge spillover: international direct investment, exports and patents
    Economics of Innovation and New Technology, 2013, 22, (4), 329-352 View citations (19)
    See also Working Paper Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents, Documentos de Trabajo del ICAE (2012) (2012)
66. 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 View citations (19)
    See also Working Paper Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism, Documentos de Trabajo del ICAE (2013) (2013)
67. Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    Econometrics, 2013, 1, (3), 1-19 View citations (15)
    See also Working Paper Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc, Working Papers in Economics (2014) View citations (4) (2014)
68. Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability
    Statistica Neerlandica, 2013, 67, (1), 27-53 View citations (17)
    See also Working Paper Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability, Working Papers in Economics (2012) View citations (19) (2012)
69. Recent developments in financial economics and econometrics: An overview
    The North American Journal of Economics and Finance, 2013, 26, (C), 217–226 View citations (4)
    See also Working Paper Recent Developments in Financial Economics and Econometrics: An Overview, Tinbergen Institute Discussion Papers (2013) View citations (4) (2013)
70. 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 View citations (5)
    See also Working Paper Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures, Working Papers in Economics (2011) View citations (26) (2011)
71. Risk spillovers in oil-related CDS, stock and credit markets
    Energy Economics, 2013, 36, (C), 526-535 View citations (33)
    See also Working Paper Risk Spillovers in Oil-Related CDS, Stock and Credit Markets, KIER Working Papers (2011) View citations (2) (2011)
72. The rise and fall of S&P500 variance futures
    The North American Journal of Economics and Finance, 2013, 25, (C), 151-167 View citations (8)
    See also Working Paper The Rise and Fall of S&P500 Variance Futures, Working Papers in Economics (2011) View citations (8) (2011)
73. 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 View citations (3)
    See also Working Paper What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance, KIER Working Papers (2013) View citations (3) (2013)

2012

74. AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES
    The Japanese Economic Review, 2012, 63, (3), 397-419 View citations (19)
    See also Working Paper Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates, Documentos de Trabajo del ICAE (2011) (2011)
75. Asymmetric adjustments in the ethanol and grains markets
    Energy Economics, 2012, 34, (6), 1990-2002 View citations (18)
    See also Working Paper Asymmetric Adjustments in the Ethanol and Grains Markets, Documentos de Trabajo del ICAE (2012) View citations (1) (2012)
76. Causality between market liquidity and depth for energy and grains
    Energy Economics, 2012, 34, (5), 1683-1692 View citations (24)
    See also Working Paper Causality Between Market Liquidity and Depth for Energy and Grains, Econometric Institute Research Papers (2011) View citations (3) (2011)
77. Evaluating Individual and Mean Non-Replicable Forecasts
    Journal for Economic Forecasting, 2012, (3), 22-43 View citations (1)
    See also Working Paper Evaluating Individual and Mean Non-Replicable Forecasts, Documentos de Trabajo del ICAE (2011) (2011)
78. IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
    Tourism Economics, 2012, 18, (1), 5-41 View citations (34)
    See also Working Paper IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development, Econometric Institute Research Papers (2010) View citations (10) (2010)
79. Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003)
    Empirical Economics, 2012, 42, (3), 947-986 View citations (9)
    See also Working Paper Knowledge sourcing and firm performance in an industrializing economy: the case of Taiwan (1992–2003), Post-Print (2012) (2012)
80. MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS
    Annals of Financial Economics (AFE), 2012, 07, (02), 1-27 View citations (19)
    See also Working Paper Modelling Long Memory Volatility in Agricultural Commodity Futures Return, KIER Working Papers (2012) View citations (30) (2012)
81. Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
    JRFM, 2012, 5, (1), 1-37 View citations (14)
    See also Working Paper Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility, Working Papers in Economics (2013) View citations (1) (2013)

2011

82. Crude oil hedging strategies using dynamic multivariate GARCH
    Energy Economics, 2011, 33, (5), 912-923 View citations (222)
    See also Working Paper Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH, KIER Working Papers (2010) View citations (5) (2010)
83. Great Expectatrics: Great Papers, Great Journals, Great Econometrics
    Econometric Reviews, 2011, 30, (6), 583-619 View citations (19)
    See also Working Paper Great Expectatrics: Great Papers, Great Journals, Great Econometrics, Documentos de Trabajo del ICAE (2011) (2011)
84. How accurate are government forecasts of economic fundamentals? The case of Taiwan
    International Journal of Forecasting, 2011, 27, (4), 1066-1075 View citations (21)
    See also Working Paper How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan, KIER Working Papers (2010) View citations (16) (2010)
85. How are journal impact, prestige and article influence related? An application to neuroscience
    Journal of Applied Statistics, 2011, 38, (11), 2563-2573 View citations (13)
    See also Working Paper How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience, KIER Working Papers (2011) View citations (34) (2011)
86. Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
    Tourism Economics, 2011, 17, (3), 481-507 View citations (18)
    See also Working Paper Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations, KIER Working Papers (2010) View citations (7) (2010)
87. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
    Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1482-1490 View citations (9)
    See also Working Paper Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns, Working Papers in Economics (2010) View citations (1) (2010)
88. 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 View citations (8)
    See also Working Paper Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO, Working Papers in Economics (2010) View citations (3) (2010)
89. 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
    See also Working Paper Price Stabilization in the Taiwan Hog and Broiler Industries: Evidence from a STAR Approach, MPRA Paper (2010) (2010)
90. WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG
    Journal of Economic Surveys, 2011, 25, (2), 326-361 View citations (20)
    See also Working Paper What Makes a Great Journal Great in Economics? The Singer Not the Song, Working Papers in Economics (2010) View citations (40) (2010)
91. What makes a great journal great in the sciences? Which came first, the chicken or the egg?
    Scientometrics, 2011, 87, (1), 17-40 View citations (13)
    See also Working Paper What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?, Econometric Institute Research Papers (2010) (2010)

2010

92. Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
    Energy Economics, 2010, 32, (6), 1445-1455 View citations (99)
    See also Working Paper Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets, Working Papers in Economics (2010) View citations (99) (2010)

2009

93. Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan
    Korean Economic Review, 2009, 25, 241-267 View citations (5)
    See also Working Paper Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan, CARF F-Series (2009) View citations (15) (2009)
94. Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data
    Tourism Economics, 2009, 15, (3), 501-511 View citations (26)
95. Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2787-2796 View citations (20)
    See also Working Paper Industrial Agglomeration, Geographic Innovation and Total Factor Productivity: The Case of Taiwan, Working Papers in Economics (2008) View citations (1) (2008)
96. 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 View citations (15)
97. Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (5), 1472-1487 View citations (8)

2008

98. 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 View citations (18)
99. 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 View citations (8)
    See also Working Paper Public policy, innovation and total factor productivity: An application to Taiwan's manufacturing industry, Post-Print (2008) View citations (7) (2008)

2006

100. 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 View citations (19)
     See also Working Paper Doing R&D And/Or Importing Technologies: The Critical Importance of Firm Size in Taiwan's Manufacturing Industries, Post-Print (2008) (2008)

Editor

1. Journal of Reviews on Global Economics
   Lifescience Global