Search Results - person:"Park, Sung Y."

Hedging Bitcoin with Commodity Futures : An Analysis with Copper, Gas, Gold, and Crude Oil Futures

Joo, Young C.; Park, Sung Y. - 2023

There is increased interest in the dynamic relationships between cryptocurrency and commodity futures. This study examines the hedging performance of four well-known commodity futures against fluctuations in Bitcoin prices. Furthermore, this study used the DCC- and ADCC-MGARCH models to estimate...

Persistent link: https://www.econbiz.de/10014254600

Quantile causal relationship between Bitcoin and stock indices

Kim, Myeong Jun; Park, Sung Y. - In: Journal of the Asia Pacific economy 30 (2025) 3, pp. 812-828

Persistent link: https://www.econbiz.de/10015515666

Does High-Speed Rail Reduce Local Co2 Emissions in China? A Panel Data Counterfactual Approach

Yan, Zhimin; Park, Sung Y. - 2022

This study analyzes the effect of high-speed rail (HSR) projects on CO 2 emissions in targeted city nodes of four selected HSR lines/segments in China. We employ a panel data counterfactual approach to analyze the impact of HSR on local CO 2 emissions using prefecture-level data. We consider 18...

Persistent link: https://www.econbiz.de/10013312992

Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures

Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014534817

Is art market efficient? : Evidence from non-linear quantile unit-root tests

Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 31 (2024) 15, pp. 1389-1396

Persistent link: https://www.econbiz.de/10015075376

Global energy intensity convergence using a spatial panel growth model

Lee, Do Yeong; Park, Sung Y. - In: Applied economics 55 (2023) 41, pp. 4745-4764

Persistent link: https://www.econbiz.de/10014334762

Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework

Kim, Myeong Jun; Park, Sung Y. - In: Applied economics letters 30 (2023) 16, pp. 2245-2251

Persistent link: https://www.econbiz.de/10014364745

Quantile connectedness between cryptocurrency and commodity futures

Joo, Young C.; Park, Sung Y. - In: Finance research letters 58 (2023) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10014631094

Modeling an early warning system for household debt risk in Korea : a simple deep learning approach

Kwon, Yujin; Park, Sung Y. - In: Journal of Asian economics 84 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014248378

Does high-speed rail reduce local CO2 emissions in China? : a counterfactual approach

Yan, Zhimin; Park, Sung Y. - In: Energy policy 173 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014249276