IDEAS home Printed from https://ideas.repec.org/f/c/pki366.html

Chang Sik Kim

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2019. "Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach," Working Papers 1915, Department of Economics, University of Missouri.

    Cited by:

    1. Liddle, Brantley, 2023. "Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying," Energy Economics, Elsevier, vol. 124(C).
    2. Grzegorz Ślusarz & Dariusz Twaróg & Barbara Gołębiewska & Marek Cierpiał-Wolan & Jarosław Gołębiewski & Philipp Plutecki, 2023. "The Role of Biogas Potential in Building the Energy Independence of the Three Seas Initiative Countries," Energies, MDPI, vol. 16(3), pages 1-23, January.
    3. Rao, Congjun & Zhang, Yue & Wen, Jianghui & Xiao, Xinping & Goh, Mark, 2023. "Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model," Energy, Elsevier, vol. 263(PC).
    4. Brantley Liddle, 2022. "What Is the Temporal Path of the GDP Elasticity of Energy Consumption in OECD Countries? An Assessment of Previous Findings and New Evidence," Energies, MDPI, vol. 15(10), pages 1-12, May.
    5. Peng, Ying & Liao, Hua & Wang, Fangzhi & Ye, Huiying, 2025. "Optimal path of China's economic structure and energy demand to carbon neutrality," Energy Economics, Elsevier, vol. 141(C).
    6. Cao, Xin & Zhang, Zechen & Qian, Yuan & Wen, Zongguo, 2024. "The spatial pattern, driving factors and evolutionary trend of energy cooperation and consumption in the “Belt and Road Initiative” countries," Energy, Elsevier, vol. 306(C).
    7. Xuejun Li & Minghua Jiang & Deyu Cai & Wenqin Song & Yalu Sun, 2024. "A Hybrid Forecasting Model for Electricity Demand in Sustainable Power Systems Based on Support Vector Machine," Energies, MDPI, vol. 17(17), pages 1-16, September.
    8. Miller, J. Isaac & Nam, Kyungsik, 2022. "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, vol. 114(C).
    9. Xin Ma & Yubin Cai & Hong Yuan & Yanqiao Deng, 2023. "Partially Linear Component Support Vector Machine for Primary Energy Consumption Forecasting of the Electric Power Sector in the United States," Sustainability, MDPI, vol. 15(9), pages 1-26, April.
    10. Wang, You & Gong, Xu, 2022. "Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method," Energy Economics, Elsevier, vol. 105(C).
    11. Zhao, Jing & Miller, J. Isaac & Binfield, Julian & Thompson, Wyatt, 2022. "Modeling and Forecasting Agricultural Commodity Support in the Developing Countries," Commissioned Papers 321785, International Agricultural Trade Research Consortium.
    12. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    13. Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023. "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, vol. 126(C).
    14. Kyungsik Nam & Won-Ki Seo, 2025. "Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach," Papers 2503.07213, arXiv.org.

  2. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.

    Cited by:

    1. C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024. "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers 2406.14145, arXiv.org.
    2. Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
    3. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022. "Economic activity and climate change," Papers 2206.03187, arXiv.org, revised Jun 2022.
    4. Chen, Liang & Dolado, Juan José & Gonzalo, Jesús & Ramos Ramírez, Andrey David, 2023. "Heterogeneous Predictive Association of CO2 with Global Warming," UC3M Working papers. Economics 36451, Universidad Carlos III de Madrid. Departamento de Economía.
    5. Hee Soo (test record) Kim & Christian Matthes & Toan Phan, 2011. "Extreme Weather and the Macroeconomy," Working Paper 21-14, Federal Reserve Bank of Richmond.
    6. Brock, William A. & Miller, J. Isaac, 2024. "Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing," Journal of Econometrics, Elsevier, vol. 245(1).
    7. Kyungsik Nam & Won-Ki Seo, 2025. "Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change," Papers 2509.08591, arXiv.org, revised Oct 2025.
    8. Phella, Anthoulla & Gabriel, Vasco J. & Martins, Luis F., 2024. "Predicting tail risks and the evolution of temperatures," Energy Economics, Elsevier, vol. 131(C).
    9. Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
    10. Marc Gronwald, 2023. "Explosive Temperatures," CESifo Working Paper Series 10680, CESifo.
    11. Won‐Ki Seo, 2024. "Functional principal component analysis for cointegrated functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 320-330, March.
    12. Kyungsik Nam, 2021. "Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing," Econometrics, MDPI, vol. 9(1), pages 1-25, February.
    13. In Choi, 2023. "Does climate change affect economic data?," Empirical Economics, Springer, vol. 64(6), pages 2939-2956, June.
    14. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
    15. Yoosoon Chang & J. Isaac Miller & Joon K. Park, 2024. "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," CAEPR Working Papers 2024-007 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    16. Chen, Li & Gao, Jiti & Vahid, Farshid, 2022. "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, vol. 230(2), pages 240-254.
    17. Gadea-Rivas, Maria Dolores & Gonzalo, Jesús & Ramos, Andrey, 2024. "Trends in temperature data: Micro-foundations of their nature," Economics Letters, Elsevier, vol. 244(C).
    18. Mohitosh Kejriwal & Xuewen Yu & Pierre Perron, 2020. "Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(5), pages 676-690, September.
    19. González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.
    20. Yoonseok Lee & Donggyu Sul, 2021. "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers 238, Center for Policy Research, Maxwell School, Syracuse University.
    21. Paul Haimerl & Stephan Smeekes & Ines Wilms, 2025. "Estimation of Latent Group Structures in Time-Varying Panel Data Models," Papers 2503.23165, arXiv.org, revised Nov 2025.
    22. Manveer Kaur Mangat & Erhard Reschenhofer, 2020. "Frequency-Domain Evidence for Climate Change," Econometrics, MDPI, vol. 8(3), pages 1-15, July.
    23. Pretis, Felix, 2021. "Exogeneity in climate econometrics," Energy Economics, Elsevier, vol. 96(C).
    24. Yoosoon Chang & Yongok Choi & Chang Sik Kim & J. Isaac Miller & Joon Y. Park, 2024. "Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption," CAEPR Working Papers 2024-001 Classification-1, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.

  3. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies," Working Papers 1513, Department of Economics, University of Missouri, revised 25 Jul 2016.

    Cited by:

    1. J. Isaac Miller, 2017. "Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet," Working Papers 1702, Department of Economics, University of Missouri.
    2. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Claudio Morana & Giacomo Sbrana, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," Working Papers 2017.09, Fondazione Eni Enrico Mattei.
    4. Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.

  4. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2015. "A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand," Working Papers 1512, Department of Economics, University of Missouri.

    Cited by:

    1. Bigerna, Simona, 2018. "Estimating temperature effects on the Italian electricity market," Energy Policy, Elsevier, vol. 118(C), pages 257-269.
    2. Xu, Chang & Katchova, Ani, "undated". "Predicting Soybean Yield with NDVI using a Flexible Fourier Transform Model," 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida 266693, Southern Agricultural Economics Association.
    3. Tian, Chuyin & Huang, Guohe & Piwowar, Joseph M. & Yeh, Shin-Cheng & Lu, Chen & Duan, Ruixin & Ren, Jiayan, 2022. "Stochastic RCM-driven cooling and heating energy demand analysis for residential building," Renewable and Sustainable Energy Reviews, Elsevier, vol. 153(C).
    4. Antweiler, Werner & Muesgens, Felix, 2025. "The new merit order: The viability of energy-only electricity markets with only intermittent renewable energy sources and grid-scale storage," Energy Economics, Elsevier, vol. 145(C).
    5. Bortolan, Leonardo & Dey, Atreya & Taschini, Luca, 2024. "Volatile temperatures and their effects on equity returns and firm performance," LSE Research Online Documents on Economics 128521, London School of Economics and Political Science, LSE Library.
    6. Galdi, Giulio & Casarin, Roberto & Ferrari, Davide & Fezzi, Carlo & Ravazzolo, Francesco, 2023. "Nowcasting industrial production using linear and non-linear models of electricity demand," Energy Economics, Elsevier, vol. 126(C).
    7. Hocheol Jeon, 2019. "The Impact of Climate Change on Passenger Vehicle Fuel Consumption: Evidence from U.S. Panel Data," Energies, MDPI, vol. 12(23), pages 1-15, November.
    8. Harish, Santosh & Singh, Nishmeet & Tongia, Rahul, 2020. "Impact of temperature on electricity demand: Evidence from Delhi and Indian states," Energy Policy, Elsevier, vol. 140(C).
    9. Alimohammadisagvand, Behrang & Jokisalo, Juha & Sirén, Kai, 2018. "Comparison of four rule-based demand response control algorithms in an electrically and heat pump-heated residential building," Applied Energy, Elsevier, vol. 209(C), pages 167-179.
    10. Ha-Hyun Jo & Minwoo Jang & Jaehyeok Kim, 2020. "How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function," Energies, MDPI, vol. 13(20), pages 1-17, October.
    11. Gautam, Tej K. & Paudel, Krishna P., 2018. "Estimating sectoral demands for electricity using the pooled mean group method," Applied Energy, Elsevier, vol. 231(C), pages 54-67.
    12. Manner, Hans & Alavi Fard, Farzad & Pourkhanali, Armin & Tafakori, Laleh, 2019. "Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae," Energy Economics, Elsevier, vol. 78(C), pages 143-164.
    13. Hu, Wenxuan & Scholz, Yvonne & Yeligeti, Madhura & Deng, Ying & Jochem, Patrick, 2024. "Future electricity demand for Europe: Unraveling the dynamics of the Temperature Response Function," Applied Energy, Elsevier, vol. 368(C).
    14. Ang, B.W. & Wang, H. & Ma, Xiaojing, 2017. "Climatic influence on electricity consumption: The case of Singapore and Hong Kong," Energy, Elsevier, vol. 127(C), pages 534-543.
    15. Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024. "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series 11438, CESifo.
    16. Mosquera-López, Stephanía & Uribe, Jorge M. & Manotas-Duque, Diego F., 2018. "Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 94(C), pages 456-467.
    17. Miller, J. Isaac & Nam, Kyungsik, 2022. "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, vol. 114(C).
    18. Wang, Chong & Ju, Ping & Wu, Feng & Pan, Xueping & Wang, Zhaoyu, 2022. "A systematic review on power system resilience from the perspective of generation, network, and load," Renewable and Sustainable Energy Reviews, Elsevier, vol. 167(C).
    19. Stéphane AURAY & Vincent CAPONI, 2020. "A Vector Autoregressive Model of Forecast Electricity Consumption in France," Working Papers 2020-06, Center for Research in Economics and Statistics.
    20. Kamal Chapagain & Somsak Kittipiyakul & Pisut Kulthanavit, 2020. "Short-Term Electricity Demand Forecasting: Impact Analysis of Temperature for Thailand," Energies, MDPI, vol. 13(10), pages 1-29, May.
    21. Kyungsik Nam & Won-Ki Seo, 2025. "Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach," Papers 2503.07213, arXiv.org.

  5. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers 1409, Department of Economics, University of Missouri.

    Cited by:

    1. Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Jeyhun Mammadov, 2020. "Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case," Energies, MDPI, vol. 13(24), pages 1-18, December.
    2. Yuo-Hsien Shiau & Su-Fen Yang & Rishan Adha & Syamsiyatul Muzayyanah, 2022. "Modeling Industrial Energy Demand in Relation to Subsector Manufacturing Output and Climate Change: Artificial Neural Network Insights," Sustainability, MDPI, vol. 14(5), pages 1-18, March.
    3. Liddle, Brantley, 2023. "Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying," Energy Economics, Elsevier, vol. 124(C).
    4. Asuamah Yeboah, Samuel, 2018. "Do government activities determine electricity consumption in Ghana? An empirical investigation," MPRA Paper 89408, University Library of Munich, Germany.
    5. Gechert, Sebastian & Mey, Bianka & Prante, Franz & Schäfer, Teresa, 2025. "The Price Elasticity of Heating and Cooling Energy Demand," I4R Discussion Paper Series 265, The Institute for Replication (I4R).
    6. Hocheol Jeon, 2019. "The Impact of Climate Change on Passenger Vehicle Fuel Consumption: Evidence from U.S. Panel Data," Energies, MDPI, vol. 12(23), pages 1-15, November.
    7. Julián Pérez-García & Julián Moral-Carcedo, 2017. "Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis," Energies, MDPI, vol. 10(3), pages 1-20, March.
    8. Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.
    9. Hyo-Jin Kim & Gyeong-Sam Kim & Seung-Hoon Yoo, 2019. "Demand Function for Industrial Electricity: Evidence from South Korean Manufacturing Sector," Sustainability, MDPI, vol. 11(18), pages 1-11, September.
    10. Ha-Hyun Jo & Minwoo Jang & Jaehyeok Kim, 2020. "How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function," Energies, MDPI, vol. 13(20), pages 1-17, October.
    11. Kyungsik Nam, 2021. "Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing," Econometrics, MDPI, vol. 9(1), pages 1-25, February.
    12. Daniel de Abreu Pereira Uhr & Júlia Gallego Ziero Uhr, André Luis Squarize Chagas, 2017. "Estimation of price and income elasticities for the Brazilian household electricity demand," Working Papers, Department of Economics 2017_12, University of São Paulo (FEA-USP).
    13. Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016. "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 206-216.
    14. Sharimakin, Akinsehinwa, 2021. "Modelling asymmetric price responses of industrial energy demand with a dynamic hierarchical model," Energy Economics, Elsevier, vol. 98(C).
    15. Kyungsik Nam & Sungro Lee & Hocheol Jeon, 2020. "Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach," Sustainability, MDPI, vol. 12(24), pages 1-10, December.
    16. Pereira Uhr, Daniel de Abreu & Squarize Chagas, André Luis & Ziero Uhr, Júlia Gallego, 2019. "Estimation of elasticities for electricity demand in Brazilian households and policy implications," Energy Policy, Elsevier, vol. 129(C), pages 69-79.
    17. Pérez-García, Julián & Moral-Carcedo, Julián, 2016. "Analysis and long term forecasting of electricity demand trough a decomposition model: A case study for Spain," Energy, Elsevier, vol. 97(C), pages 127-143.
    18. Yasunobu Wakashiro, 2019. "Estimating price elasticity of demand for electricity: the case of Japanese manufacturing industry," International Journal of Economic Policy Studies, Springer, vol. 13(1), pages 173-191, January.
    19. Andrey Polbin & Anton Skrobotov, 2022. "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 5-24.
    20. Fukushige, Mototsugu & Yamawaki, Hiroshige, 2015. "The relationship between an electricity supply ceiling and economic growth: An application of disequilibrium modeling to Taiwan," Journal of Asian Economics, Elsevier, vol. 36(C), pages 14-23.
    21. Hyo-Jin Kim & Jae-Sung Paek & Seung-Hoon Yoo, 2019. "Price Elasticity of Heat Demand in South Korean Manufacturing Sector: An Empirical Investigation," Sustainability, MDPI, vol. 11(21), pages 1-10, November.
    22. Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
    23. Ribó-Pérez, David & Van der Weijde, Adriaan H. & Álvarez-Bel, Carlos, 2019. "Effects of self-generation in imperfectly competitive electricity markets: The case of Spain," Energy Policy, Elsevier, vol. 133(C).
    24. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
    25. Soon, Byung Min & Thompson, Wyatt, "undated". "Testing for Persistent Japanese Beef Trade Impacts from BSE Using a Time-Varying Armington Model," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259150, Agricultural and Applied Economics Association.
    26. Jin, Guiyoung & Lim, Yeji & Nam, Kyungsik, 2025. "Energy efficiency pricing in regulated electricity markets," Energy Economics, Elsevier, vol. 145(C).
    27. Jang, Heesun & Moon, Seongman & Kim, Jihyo, 2024. "Effects of time-of-use pricing for residential customers and wholesale market consequences in South Korea," Energy Economics, Elsevier, vol. 134(C).
    28. Martin Falk & Xiang Lin, 2018. "Income elasticity of overnight stays over seven decades," Tourism Economics, , vol. 24(8), pages 1015-1028, December.
    29. Agnolucci, Paolo & De Lipsis, Vincenzo & Arvanitopoulos, Theodoros, 2017. "Modelling UK sub-sector industrial energy demand," Energy Economics, Elsevier, vol. 67(C), pages 366-374.
    30. Keita Honjo & Hiroto Shiraki & Shuichi Ashina, 2018. "Dynamic linear modeling of monthly electricity demand in Japan: Time variation of electricity conservation effect," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-23, April.
    31. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Carlo A. Bollino & Ceyhun Mahmudlu, 2017. "Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach," Energies, MDPI, vol. 10(11), pages 1-12, November.
    32. Wang, Nan & Mogi, Gento, 2017. "Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?," Energy Policy, Elsevier, vol. 106(C), pages 233-243.
    33. Miller, J. Isaac & Nam, Kyungsik, 2022. "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, vol. 114(C).
    34. Daniel Morais de Souza & Rogerio Silva de Mattos & Alexandre Zanini, 2022. "Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 315-324, March.
    35. Ozturk, Ilhan & Arisoy, Ibrahim, 2016. "An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach," Energy Policy, Elsevier, vol. 99(C), pages 174-179.
    36. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Marzio Galeotti, 2018. "Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach," IEFE Working Papers 101, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    37. Nikos Sakkas & Sofia Yfanti & Costas Daskalakis & Eduard Barbu & Marharyta Domnich, 2021. "Interpretable Forecasting of Energy Demand in the Residential Sector," Energies, MDPI, vol. 14(20), pages 1-17, October.
    38. Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
    39. Joo, Young C. & Park, Sung Y., 2017. "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, vol. 61(C), pages 42-51.
    40. Kaneko, Nanae & Fujimoto, Yu & Kabe, Satoshi & Hayashida, Motonari & Hayashi, Yasuhiro, 2020. "Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand," Applied Energy, Elsevier, vol. 265(C).
    41. Tan, Xiujie & Wang, Banban & Wei, Jie & Taghizadeh-Hesary, Farhad, 2023. "The role of carbon pricing in achieving energy transition in the Post-COP26 era: Evidence from China's industrial energy conservation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    42. Chang Sik Kim & Sunghyun Kim & Yunjong Wang, 2018. "RMB Bloc in East Asia: Too Early to Talk About It?," Asian Economic Papers, MIT Press, vol. 17(3), pages 31-48, Fall.
    43. Hortay, Olivér & Szőke, Tamás, 2019. "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 788-804.
    44. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    45. Aslam, Misbah & Ahmad, Eatzaz, 2023. "Untangling electricity demand elasticities: Insights from heterogeneous household groups in Pakistan," Energy, Elsevier, vol. 282(C).
    46. Kyungsik Nam & Won-Ki Seo, 2025. "Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach," Papers 2503.07213, arXiv.org.
    47. Jeyhun Mikayilov & Fred Joutz & Fakhri Hasanov, 2019. "Gasoline Demand in Saudi Arabia: Are the Price and Income Elasticities Constant?," Discussion Papers ks--2019-dp81, King Abdullah Petroleum Studies and Research Center.

  6. Yoosoon Chang & Yongok Choi & Chang Sik Kim & Joon Y. Park & J. Isaac Miller, 2013. "Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand," Working Papers 1320, Department of Economics, University of Missouri.

    Cited by:

    1. Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Jeyhun Mammadov, 2020. "Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case," Energies, MDPI, vol. 13(24), pages 1-18, December.
    2. AlKathiri, Nader & Darandary, Abdulelah & Mikayilov, Jeyhun I., 2024. "Does the income elasticity of energy demand vary with the stages of economic development?," Economics Letters, Elsevier, vol. 245(C).
    3. Liddle, Brantley & Parker, Steven & Hasanov, Fakhri, 2023. "Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated," Energy Economics, Elsevier, vol. 125(C).
    4. Liddle, Brantley, 2023. "Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying," Energy Economics, Elsevier, vol. 124(C).
    5. Gechert, Sebastian & Mey, Bianka & Prante, Franz & Schäfer, Teresa, 2025. "The Price Elasticity of Heating and Cooling Energy Demand," I4R Discussion Paper Series 265, The Institute for Replication (I4R).
    6. Meangbua, Onicha & Dhakal, Shobhakar & Kuwornu, John K.M., 2019. "Factors influencing energy requirements and CO2 emissions of households in Thailand: A panel data analysis," Energy Policy, Elsevier, vol. 129(C), pages 521-531.
    7. Julián Pérez-García & Julián Moral-Carcedo, 2017. "Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis," Energies, MDPI, vol. 10(3), pages 1-20, March.
    8. Gao, Jiti & Peng, Bin & Smyth, Russell, 2021. "On income and price elasticities for energy demand: A panel data study," Energy Economics, Elsevier, vol. 96(C).
    9. Ha-Hyun Jo & Minwoo Jang & Jaehyeok Kim, 2020. "How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function," Energies, MDPI, vol. 13(20), pages 1-17, October.
    10. Brantley Liddle, 2022. "What Is the Temporal Path of the GDP Elasticity of Energy Consumption in OECD Countries? An Assessment of Previous Findings and New Evidence," Energies, MDPI, vol. 15(10), pages 1-12, May.
    11. Kyungsik Nam & Sungro Lee & Hocheol Jeon, 2020. "Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach," Sustainability, MDPI, vol. 12(24), pages 1-10, December.
    12. Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea," Energy Economics, Elsevier, vol. 46(C), pages 334-347.
    13. Friedrich, Marina & Lin, Yicong, 2024. "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 239(1).
    14. Yoosoon Chang & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand," Working Papers 1409, Department of Economics, University of Missouri.
    15. Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
    16. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
    17. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
    18. Fakhri J. Hasanov & Lester C. Hunt & Ceyhun I. Mikayilov, 2016. "Modeling and Forecasting Electricity Demand in Azerbaijan Using Cointegration Techniques," Energies, MDPI, vol. 9(12), pages 1-31, December.
    19. Le, Ha Chi & Bhattacharya, Mita & Smyth, Russell & Zhang, Xibin, 2024. "Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries," Energy Economics, Elsevier, vol. 139(C).
    20. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Carlo A. Bollino & Ceyhun Mahmudlu, 2017. "Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach," Energies, MDPI, vol. 10(11), pages 1-12, November.
    21. Miller, J. Isaac & Nam, Kyungsik, 2022. "Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions," Energy Economics, Elsevier, vol. 114(C).
    22. Yongok Choi, 2020. "Impact of Longevity Risks on the Korean Government: Proposing a New Mortality Forecasting Model," Korean Economic Review, Korean Economic Association, vol. 36, pages 201-225.
    23. Bennedsen, Mikkel & Hillebrand, Eric & Jensen, Sebastian, 2023. "A neural network approach to the environmental Kuznets curve," Energy Economics, Elsevier, vol. 126(C).
    24. Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
    25. Mohammad Nure Alam, 2021. "Accessing the Effect of Renewables on the Wholesale Power Market," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 341-360.
    26. Kyungsik Nam & Won-Ki Seo, 2025. "Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach," Papers 2503.07213, arXiv.org.
    27. Jeyhun Mikayilov & Fred Joutz & Fakhri Hasanov, 2019. "Gasoline Demand in Saudi Arabia: Are the Price and Income Elasticities Constant?," Discussion Papers ks--2019-dp81, King Abdullah Petroleum Studies and Research Center.

  7. Peter C.B. Phillips & Chang Sik Kim, 2007. "Long Run Covariance Matrices for Fractionally Integrated Processes," Cowles Foundation Discussion Papers 1611, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Robinson Kruse & Christian Leschinski & Michael Will, 2016. "Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting," CREATES Research Papers 2016-17, Department of Economics and Business Economics, Aarhus University.
    2. Peter C.B. Phillips, 2008. "Long Memory and Long Run Variation," Cowles Foundation Discussion Papers 1656, Cowles Foundation for Research in Economics, Yale University.
    3. Leschinski, Christian, 2017. "On the memory of products of long range dependent time series," Economics Letters, Elsevier, vol. 153(C), pages 72-76.
    4. Qunyong Wang & Na Wu, 2012. "Long-run covariance and its applications in cointegration regression," Stata Journal, StataCorp LLC, vol. 12(3), pages 525-542, September.
    5. McAdam, Peter & Christopoulos, Dimitris, 2015. "Do financial reforms help stabilize inequality?," Working Paper Series 1780, European Central Bank.
    6. Farzad Sabzikar & Qiying Wang & Peter C.B. Phillips, 2018. "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," Cowles Foundation Discussion Papers 2131, Cowles Foundation for Research in Economics, Yale University.

  8. Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.

    Cited by:

    1. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Pedro José Piqueras Martínez, 2024. "Dynamic Factor Models and Fractional Integration – With an Application to US Real Economic Activity," CESifo Working Paper Series 11486, CESifo.
    2. Hector Carcel & Luis A. Gil-Alana, 2018. "Inflation analysis in the Central American Monetary Council," Empirical Economics, Springer, vol. 54(2), pages 547-565, March.
    3. Tan, Zhengxun & Liu, Juan & Chen, Juanjuan, 2021. "Detecting stock market turning points using wavelet leaders method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    4. Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2020. "New robust inference for predictive regressions," Papers 2006.01191, arXiv.org, revised Mar 2023.
    5. Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    6. Giorgio Canarella & Stephen M Miller, 2017. "Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 43(1), pages 78-103, January.
    7. Frank S. Nielsen, 2009. "Local Whittle estimation of multivariate fractionally integrated processes," CREATES Research Papers 2009-38, Department of Economics and Business Economics, Aarhus University.
    8. James Davidson & Dooruj Rambaccussing, 2015. "A test of the long memory hypothesis based on self-similarity," Dundee Discussion Papers in Economics 286, Economic Studies, University of Dundee.
    9. Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
    10. Giorgio Canarella & Stephen M. Miller, 2016. "Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US," Working papers 2016-11, University of Connecticut, Department of Economics.
    11. Ling Hu & Peter C.B. Phillips, 2002. "Dynamics of the Federal Funds Target Rate: A Nonstationary Discrete Choice Approach," Cowles Foundation Discussion Papers 1365, Cowles Foundation for Research in Economics, Yale University.
    12. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009. "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
    13. Marcel Aloy & Gilles de Truchis, 2013. "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems," AMSE Working Papers 1353, Aix-Marseille School of Economics, France, revised 29 Oct 2013.
    14. Peter C.B. Phillips, 1999. "Unit Root Log Periodogram Regression," Cowles Foundation Discussion Papers 1244, Cowles Foundation for Research in Economics, Yale University.
    15. Frank S. Nielsen, 2011. "Local Whittle estimation of multi‐variate fractionally integrated processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(3), pages 317-335, May.
    16. Frank S. Nielsen, 2008. "Local polynomial Whittle estimation covering non-stationary fractional processes," CREATES Research Papers 2008-28, Department of Economics and Business Economics, Aarhus University.
    17. Katsumi Shimotsu, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Paper 1061, Economics Department, Queen's University.
    18. Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025. "Persistence in real GDP: Evidence from Europe and the US," Economics Bulletin, AccessEcon, vol. 45(3), pages 1376-1388.
    19. Lenin Arango-Castillo & Francisco J. Martínez-Ramírez & María José Orraca, 2024. "Univariate Measures of Persistence: A Comparative Analysis," Working Papers 2024-11, Banco de México.
    20. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.
    21. Marcel Aloy & Gilles Truchis, 2016. "Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 83-104, June.
    22. Basma Bekdache & Christopher F. Baum, 2000. "A re-evaluation of empirical tests of the Fisher hypothesis," Boston College Working Papers in Economics 472, Boston College Department of Economics.
    23. Kufenko, Vadim, 2016. "Spurious periodicities in cliometric series: Simultaneous testing," Violette Reihe: Schriftenreihe des Promotionsschwerpunkts "Globalisierung und Beschäftigung" 48/2016, University of Hohenheim, Carl von Ossietzky University Oldenburg, Evangelisches Studienwerk.
    24. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017. "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, vol. 53(C), pages 117-124.
    25. Michael KUEHL, 2008. "Strong Comovements of Exchange Rates: Theoretical and Empirical Cases when Currencies Become the Same Asset," EcoMod2008 23800071, EcoMod.
    26. Rangan Gupta & Christophe André & Luis Gil-Alana, 2015. "Comovement in Euro area housing prices: A fractional cointegration approach," Urban Studies, Urban Studies Journal Limited, vol. 52(16), pages 3123-3143, December.
    27. Chaker Aloui & Hela BEN HAMIDA, 2015. "Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(1), pages 30-54, January.
    28. Arteche, Josu, 2024. "Bootstrapping long memory time series: Application in low frequency estimators," Econometrics and Statistics, Elsevier, vol. 29(C), pages 1-15.
    29. Per Frederiksen & Frank S. Nielsen, 2008. "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers 2008-59, Department of Economics and Business Economics, Aarhus University.
    30. Gündüz, Yalin & Kaya, Orcun, 2013. "Sovereign default swap market efficiency and country risk in the eurozone," Discussion Papers 08/2013, Deutsche Bundesbank.

Articles

  1. Jungwoon Seo & Chang-Sik Kim & Bong-Seok Kim & Sihyeon Park, 2024. "Customers’ Behavioral Intentions in Relation to Sustainable Green Marketing Activities in Hotels," SAGE Open, , vol. 14(2), pages 21582440241, May.

    Cited by:

    1. Laleczka Brañes & Maria Fernanda Gamarra & Nancy Karen Guillen & Mónica Regalado, 2025. "Avoiding Greenwashing Through the Application of Effective Green Marketing: The Case of Hospitality Industry in Lima City—Peru," Sustainability, MDPI, vol. 17(17), pages 1-18, August.

  2. Minsoo Jeong & Chang Sik Kim & Haeseong Park, 2022. "Re-examining The Time-varying Relationship Between Health and Income Distributions," International Economic Journal, Taylor & Francis Journals, vol. 36(2), pages 158-170, April.

    Cited by:

    1. Byaro, Mwoya & Mafwolo, Gemma & Ngereza, Caroline, 2023. "Does unemployment in sub-Saharan Africa have asymmetric effects on health? A panel quantile approach," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).

  3. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
    See citations under working paper version above.
  4. Soondong Hong & Heejoon Han & Chang Sik Kim, 2020. "World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s," Empirical Economics, Springer, vol. 59(2), pages 765-798, August.

    Cited by:

    1. Jarle Aarstad & Olav A. Kvitastein, 2021. "Do Operating Profits Induce a Wage Premium Equally Shared among Employees Earning High or Low Incomes?," Economies, MDPI, vol. 9(2), pages 1-7, May.

  5. Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
    See citations under working paper version above.
  6. Chang Sik Kim & Sunghyun Kim & Yunjong Wang, 2018. "RMB Bloc in East Asia: Too Early to Talk About It?," Asian Economic Papers, MIT Press, vol. 17(3), pages 31-48, Fall.

    Cited by:

    1. Jingbo Guo & Zhiyong Wang, 2023. "Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approach," PLOS ONE, Public Library of Science, vol. 18(6), pages 1-27, June.
    2. An, Jiyoun & Kim, Hyo Sang & Park, Bokyeong, 2024. "Do China's policy measures for RMB internationalization foster currency co-movements?," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 1033-1050.
    3. Liu, Tao & Wang, Xiaosong & Woo, Wing Thye, 2022. "The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset," Journal of Asian Economics, Elsevier, vol. 78(C).
    4. Shekhar Hari Kumar & Vimal Balasubramaniam & Ila Patnaik & Ajay Shah, 2020. "Who cares about the Renminbi?," 2020 Papers pha1373, Job Market Papers.

  7. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
    See citations under working paper version above.
  8. Chang, Yoosoon & Kim, Chang Sik & Park, Joon Y., 2016. "Nonstationarity in time series of state densities," Journal of Econometrics, Elsevier, vol. 192(1), pages 152-167.

    Cited by:

    1. Won-Ki Seo, 2020. "Functional Principal Component Analysis for Cointegrated Functional Time Series," Papers 2011.12781, arXiv.org, revised Apr 2023.
    2. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017. "Trends in distributional characteristics : Existence of global warming," UC3M Working papers. Economics 24121, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Yoosoon Chang & Fabio Gómez-Rodríguez & Mr. Gee Hee Hong, 2022. "The Effects of Economic Shocks on Heterogeneous Inflation Expectations," IMF Working Papers 2022/132, International Monetary Fund.
    4. Salish, Nazarii & Gleim, Alexander, 2019. "A moment-based notion of time dependence for functional time series," Journal of Econometrics, Elsevier, vol. 212(2), pages 377-392.
    5. Brendan K. Beare & Won-Ki Seo, 2017. "Representation of I(1) and I(2) autoregressive Hilbertian processes," Papers 1701.08149, arXiv.org, revised Sep 2019.
    6. Kyungsik Nam & Won-Ki Seo, 2025. "Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change," Papers 2509.08591, arXiv.org, revised Oct 2025.
    7. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    8. Yoosoon Chang & Soyoung Kim & Joon Park, 2025. "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAEPR Working Papers 2025-002 Classification- , Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    9. Won‐Ki Seo, 2024. "Functional principal component analysis for cointegrated functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(2), pages 320-330, March.
    10. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2019. "Parametric Inference on the Mean of Functional Data Applied to Lifetime Income Curves," Working papers 2019rwp-153, Yonsei University, Yonsei Economics Research Institute.
    11. Gadea Rivas, María Dolores & Gonzalo, Jesús & Olmo, José, 2024. "Testing extreme warming and geographical heterogeneity," UC3M Working papers. Economics 45023, Universidad Carlos III de Madrid. Departamento de Economía.
    12. Jin Seo Cho & Peter C. B. Phillips & Juwon Seo, 2022. "Parametric Conditional Mean Inference With Functional Data Applied To Lifetime Income Curves," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 63(1), pages 391-456, February.
    13. Yoosoon Chang & Fabio Gomez-Rodriguez & Christian Matthes, 2023. "The Influence of Fiscal and Monetary Policies on the Shape of the Yield Curve," CAEPR Working Papers 2023-008 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    14. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2021. "Forecasting regional long-run energy demand: A functional coefficient panel approach," Energy Economics, Elsevier, vol. 96(C).
    15. Yoosoon Chang & J. Isaac Miller & Joon K. Park, 2024. "Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change," CAEPR Working Papers 2024-007 Classification-E, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
    16. Massimo Franchi & Iliyan Georgiev & Paolo Paruolo, 2024. "Canonical correlation analysis of stochastic trends via functional approximation," Papers 2411.19572, arXiv.org, revised Sep 2025.
    17. Minsu Chang & Xiaohong Chen & Frank Schorfheide, 2021. "Heterogeneity and Aggregate Fluctuations," Cowles Foundation Discussion Papers 2289, Cowles Foundation for Research in Economics, Yale University.
    18. Yoshiyuki ARATA, 2017. "A Functional Linear Regression Model in the Space of Probability Density Functions," Discussion papers 17015, Research Institute of Economy, Trade and Industry (RIETI).
    19. Minsu Chang & Frank Schorfheide, 2024. "On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity," PIER Working Paper Archive 24-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
    20. Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Working Papers 1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
    21. Morten {O}rregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2023. "Inference on common trends in functional time series," Papers 2312.00590, arXiv.org, revised Mar 2026.
    22. María Dolores Gadea Rivas & Jesús Gonzalo, 2022. "A tale of three cities: climate heterogeneity," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 13(1), pages 475-511, May.
    23. Brendan K. Beare & Juwon Seo & Won-Ki Seo, 2017. "Cointegrated Linear Processes in Hilbert Space," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(6), pages 1010-1027, November.
    24. Yoonseok Lee & Donggyu Sul, 2021. "Depth-Weighted Forecast Combination: Application to COVID-19 Cases," Center for Policy Research Working Papers 238, Center for Policy Research, Maxwell School, Syracuse University.
    25. Petersen, Alexander & Zhang, Chao & Kokoszka, Piotr, 2022. "Modeling Probability Density Functions as Data Objects," Econometrics and Statistics, Elsevier, vol. 21(C), pages 159-178.
    26. Massimo Franchi & Paolo Paruolo, 2017. "Cointegration in functional autoregressive processes," Papers 1712.07522, arXiv.org, revised Oct 2018.
    27. Gadea Rivas, María Dolores & Gonzalo, Jesús, 2022. "Climate change heterogeneity: a new quantitative approach," UC3M Working papers. Economics 35442, Universidad Carlos III de Madrid. Departamento de Economía.
    28. Morten Ørregaard Nielsen & Won-Ki Seo & Dakyung Seong, 2020. "Inference on the dimension of the nonstationary subspace in functional time series," Working Paper 1420, Economics Department, Queen's University.
    29. Christian Bayer & Luis Calderon & Moritz Kuhn, 2025. "Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2025_625, University of Bonn and University of Mannheim, Germany.
    30. Seo, Won-Ki & Beare, Brendan K., 2019. "Cointegrated linear processes in Bayes Hilbert space," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 90-95.

  9. Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016. "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 206-216.
    See citations under working paper version above.
  10. Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2014. "Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea," Energy Economics, Elsevier, vol. 46(C), pages 334-347.

    Cited by:

    1. Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Jeyhun Mammadov, 2020. "Gasoline Demand Elasticities at the Backdrop of Lower Oil Prices: Fuel-Subsidizing Country Case," Energies, MDPI, vol. 13(24), pages 1-18, December.
    2. Yuo-Hsien Shiau & Su-Fen Yang & Rishan Adha & Syamsiyatul Muzayyanah, 2022. "Modeling Industrial Energy Demand in Relation to Subsector Manufacturing Output and Climate Change: Artificial Neural Network Insights," Sustainability, MDPI, vol. 14(5), pages 1-18, March.
    3. Liddle, Brantley, 2023. "Is timing everything? Assessing the evidence on whether energy/electricity demand elasticities are time-varying," Energy Economics, Elsevier, vol. 124(C).
    4. Asuamah Yeboah, Samuel, 2018. "Do government activities determine electricity consumption in Ghana? An empirical investigation," MPRA Paper 89408, University Library of Munich, Germany.
    5. Gechert, Sebastian & Mey, Bianka & Prante, Franz & Schäfer, Teresa, 2025. "The Price Elasticity of Heating and Cooling Energy Demand," I4R Discussion Paper Series 265, The Institute for Replication (I4R).
    6. Hocheol Jeon, 2019. "The Impact of Climate Change on Passenger Vehicle Fuel Consumption: Evidence from U.S. Panel Data," Energies, MDPI, vol. 12(23), pages 1-15, November.
    7. Julián Pérez-García & Julián Moral-Carcedo, 2017. "Why Electricity Demand Is Highly Income-Elastic in Spain: A Cross-Country Comparison Based on an Index-Decomposition Analysis," Energies, MDPI, vol. 10(3), pages 1-20, March.
    8. Hyo-Jin Kim & Gyeong-Sam Kim & Seung-Hoon Yoo, 2019. "Demand Function for Industrial Electricity: Evidence from South Korean Manufacturing Sector," Sustainability, MDPI, vol. 11(18), pages 1-11, September.
    9. Ha-Hyun Jo & Minwoo Jang & Jaehyeok Kim, 2020. "How Population Age Distribution Affects Future Electricity Demand in Korea: Applying Population Polynomial Function," Energies, MDPI, vol. 13(20), pages 1-17, October.
    10. Kyungsik Nam, 2021. "Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing," Econometrics, MDPI, vol. 9(1), pages 1-25, February.
    11. Daniel de Abreu Pereira Uhr & Júlia Gallego Ziero Uhr, André Luis Squarize Chagas, 2017. "Estimation of price and income elasticities for the Brazilian household electricity demand," Working Papers, Department of Economics 2017_12, University of São Paulo (FEA-USP).
    12. Chang, Yoosoon & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2016. "A new approach to modeling the effects of temperature fluctuations on monthly electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 206-216.
    13. Sharimakin, Akinsehinwa, 2021. "Modelling asymmetric price responses of industrial energy demand with a dynamic hierarchical model," Energy Economics, Elsevier, vol. 98(C).
    14. Kyungsik Nam & Sungro Lee & Hocheol Jeon, 2020. "Nonlinearity between CO 2 Emission and Economic Development: Evidence from a Functional Coefficient Panel Approach," Sustainability, MDPI, vol. 12(24), pages 1-10, December.
    15. Pereira Uhr, Daniel de Abreu & Squarize Chagas, André Luis & Ziero Uhr, Júlia Gallego, 2019. "Estimation of elasticities for electricity demand in Brazilian households and policy implications," Energy Policy, Elsevier, vol. 129(C), pages 69-79.
    16. Pérez-García, Julián & Moral-Carcedo, Julián, 2016. "Analysis and long term forecasting of electricity demand trough a decomposition model: A case study for Spain," Energy, Elsevier, vol. 97(C), pages 127-143.
    17. Yasunobu Wakashiro, 2019. "Estimating price elasticity of demand for electricity: the case of Japanese manufacturing industry," International Journal of Economic Policy Studies, Springer, vol. 13(1), pages 173-191, January.
    18. Andrey Polbin & Anton Skrobotov, 2022. "On decrease in oil price elasticity of GDP and investment in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 5-24.
    19. Fukushige, Mototsugu & Yamawaki, Hiroshige, 2015. "The relationship between an electricity supply ceiling and economic growth: An application of disequilibrium modeling to Taiwan," Journal of Asian Economics, Elsevier, vol. 36(C), pages 14-23.
    20. Hyo-Jin Kim & Jae-Sung Paek & Seung-Hoon Yoo, 2019. "Price Elasticity of Heat Demand in South Korean Manufacturing Sector: An Empirical Investigation," Sustainability, MDPI, vol. 11(21), pages 1-10, November.
    21. Khan, Muhammad Arshad & Abbas, Faisal, 2016. "The dynamics of electricity demand in Pakistan: A panel cointegration analysis," Renewable and Sustainable Energy Reviews, Elsevier, vol. 65(C), pages 1159-1178.
    22. Liddle, Brantley & Smyth, Russell & Zhang, Xibin, 2020. "Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel," Energy Economics, Elsevier, vol. 86(C).
    23. Ribó-Pérez, David & Van der Weijde, Adriaan H. & Álvarez-Bel, Carlos, 2019. "Effects of self-generation in imperfectly competitive electricity markets: The case of Spain," Energy Policy, Elsevier, vol. 133(C).
    24. Salisu, Afees A. & Ayinde, Taofeek O., 2016. "Modeling energy demand: Some emerging issues," Renewable and Sustainable Energy Reviews, Elsevier, vol. 54(C), pages 1470-1480.
    25. Soon, Byung Min & Thompson, Wyatt, "undated". "Testing for Persistent Japanese Beef Trade Impacts from BSE Using a Time-Varying Armington Model," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259150, Agricultural and Applied Economics Association.
    26. Jin, Guiyoung & Lim, Yeji & Nam, Kyungsik, 2025. "Energy efficiency pricing in regulated electricity markets," Energy Economics, Elsevier, vol. 145(C).
    27. Jang, Heesun & Moon, Seongman & Kim, Jihyo, 2024. "Effects of time-of-use pricing for residential customers and wholesale market consequences in South Korea," Energy Economics, Elsevier, vol. 134(C).
    28. Martin Falk & Xiang Lin, 2018. "Income elasticity of overnight stays over seven decades," Tourism Economics, , vol. 24(8), pages 1015-1028, December.
    29. Agnolucci, Paolo & De Lipsis, Vincenzo & Arvanitopoulos, Theodoros, 2017. "Modelling UK sub-sector industrial energy demand," Energy Economics, Elsevier, vol. 67(C), pages 366-374.
    30. Keita Honjo & Hiroto Shiraki & Shuichi Ashina, 2018. "Dynamic linear modeling of monthly electricity demand in Japan: Time variation of electricity conservation effect," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-23, April.
    31. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Carlo A. Bollino & Ceyhun Mahmudlu, 2017. "Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach," Energies, MDPI, vol. 10(11), pages 1-12, November.
    32. Wang, Nan & Mogi, Gento, 2017. "Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?," Energy Policy, Elsevier, vol. 106(C), pages 233-243.
    33. Daniel Morais de Souza & Rogerio Silva de Mattos & Alexandre Zanini, 2022. "Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models," International Journal of Energy Economics and Policy, Econjournals, vol. 12(2), pages 315-324, March.
    34. Ozturk, Ilhan & Arisoy, Ibrahim, 2016. "An estimation of crude oil import demand in Turkey: Evidence from time-varying parameters approach," Energy Policy, Elsevier, vol. 99(C), pages 174-179.
    35. Chang, Yoosoon & Choi, Yongok & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y., 2016. "Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand," Energy Economics, Elsevier, vol. 60(C), pages 232-243.
    36. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Marzio Galeotti, 2018. "Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach," IEFE Working Papers 101, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy.
    37. Nikos Sakkas & Sofia Yfanti & Costas Daskalakis & Eduard Barbu & Marharyta Domnich, 2021. "Interpretable Forecasting of Energy Demand in the Residential Sector," Energies, MDPI, vol. 14(20), pages 1-17, October.
    38. Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023. "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, vol. 82(C).
    39. Joo, Young C. & Park, Sung Y., 2017. "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, vol. 61(C), pages 42-51.
    40. Kaneko, Nanae & Fujimoto, Yu & Kabe, Satoshi & Hayashida, Motonari & Hayashi, Yasuhiro, 2020. "Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand," Applied Energy, Elsevier, vol. 265(C).
    41. Choo, Dahae & Jang, Heesun & Kim, Jihyo, 2025. "Strategic and price-dependent responses to opt-in time-of-use tariffs: Evidence from Jeju Island, Korea," Energy Policy, Elsevier, vol. 206(C).
    42. Tan, Xiujie & Wang, Banban & Wei, Jie & Taghizadeh-Hesary, Farhad, 2023. "The role of carbon pricing in achieving energy transition in the Post-COP26 era: Evidence from China's industrial energy conservation," Renewable and Sustainable Energy Reviews, Elsevier, vol. 182(C).
    43. Chang Sik Kim & Sunghyun Kim & Yunjong Wang, 2018. "RMB Bloc in East Asia: Too Early to Talk About It?," Asian Economic Papers, MIT Press, vol. 17(3), pages 31-48, Fall.
    44. Hortay, Olivér & Szőke, Tamás, 2019. "Keresleti árrugalmasság becslése a magyar villamosenergia-piacon [Estimating demand-price elasticity on the Hungarian electric energy market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 788-804.
    45. Wang, Banban & Wei, Jie & Tan, Xiujie & Su, Bin, 2021. "The sectorally heterogeneous and time-varying price elasticities of energy demand in China," Energy Economics, Elsevier, vol. 102(C).
    46. Le, Ha Chi & Bhattacharya, Mita & Smyth, Russell & Zhang, Xibin, 2025. "The impact of R&D on energy consumption: Evidence from nonlinear semi-parametric estimations for selected OECD countries," Energy Economics, Elsevier, vol. 149(C).
    47. Aslam, Misbah & Ahmad, Eatzaz, 2023. "Untangling electricity demand elasticities: Insights from heterogeneous household groups in Pakistan," Energy, Elsevier, vol. 282(C).
    48. Kyungsik Nam & Won-Ki Seo, 2025. "Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach," Papers 2503.07213, arXiv.org.
    49. Jeyhun Mikayilov & Fred Joutz & Fakhri Hasanov, 2019. "Gasoline Demand in Saudi Arabia: Are the Price and Income Elasticities Constant?," Discussion Papers ks--2019-dp81, King Abdullah Petroleum Studies and Research Center.

  11. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.

    Cited by:

    1. Zhishui Hu & Peter C.B. Phillips & Qiying Wang, 2019. "Nonlinear Cointegrating Power Function Regression with Endogeneity," Cowles Foundation Discussion Papers 2211, Cowles Foundation for Research in Economics, Yale University.

  12. Chang Sik Kim & Joon Park, 2010. "Cointegrating Regressions with Time Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 29(4), pages 397-438.

    Cited by:

    1. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2016. "Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 47(3), pages 341-365, March.
    2. Valentin Patilea & Hamdi Raïssi, 2014. "Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1099-1111, September.
    3. Quentin Giai Gianetto & Hamdi Raïssi, 2015. "Testing Instantaneous Causality in Presence of Nonconstant Unconditional Covariance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 46-53, January.
    4. Hirukawa, Junichi & Raïssi, Hamdi, 2020. "Testing linear relationships between non-constant variances of economic variables," Economic Modelling, Elsevier, vol. 90(C), pages 182-189.
    5. Kim, Chang Sik & Kim, In-Moo, 2012. "Partial parametric estimation for nonstationary nonlinear regressions," Journal of Econometrics, Elsevier, vol. 167(2), pages 448-457.
    6. Papana, A. & Kyrtsou, K. & Kugiumtzis, D. & Diks, C.G.H., 2013. "Partial Symbolic Transfer Entropy," CeNDEF Working Papers 13-16, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.

  13. Soobin Kim & Chang Sik Kim, 2010. "Do S&P 500 and KOSPI Move Together?: A Functional Regression Approach," Korean Economic Review, Korean Economic Association, vol. 26, pages 401-430.

    Cited by:

    1. Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.

  14. Kim Chang Sik, 2009. "Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-27, September.

    Cited by:

    1. Ibarra, Raul, 2013. "A spatial dominance approach to evaluate the performance of stocks and bonds: Does the investment horizon matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(4), pages 429-439.
    2. Eunhee Lee & Chang Kim & In-Moo Kim, 2015. "Equity premium over different investment horizons," Empirical Economics, Springer, vol. 48(3), pages 1169-1187, May.
    3. Sungro Lee, Chang Sik Kim, In-Moo Kim & Chang Sik Kim & In-Moo Kim, 2012. "Testing the Monday Effect using High-frequency Intraday Returns: A Spatial Dominance Approach," Korean Economic Review, Korean Economic Association, vol. 28, pages 69-90.

  15. Phillips, Peter C.B. & Kim, Chang Sik, 2007. "Long-Run Covariance Matrices For Fractionally Integrated Processes," Econometric Theory, Cambridge University Press, vol. 23(6), pages 1233-1247, December.
    See citations under working paper version above.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.