Sun‐Yong Choi

1.9k total citations · 1 hit paper
65 papers, 1.3k citations indexed

About

Sun‐Yong Choi is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Sun‐Yong Choi has authored 65 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 39 papers in Finance, 39 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Sun‐Yong Choi's work include Market Dynamics and Volatility (31 papers), Financial Risk and Volatility Modeling (23 papers) and Stochastic processes and financial applications (18 papers). Sun‐Yong Choi is often cited by papers focused on Market Dynamics and Volatility (31 papers), Financial Risk and Volatility Modeling (23 papers) and Stochastic processes and financial applications (18 papers). Sun‐Yong Choi collaborates with scholars based in South Korea, United Arab Emirates and Russia. Sun‐Yong Choi's co-authors include Zaghum Umar, Тамара Теплова, Onur Polat, Ahmed Bossman, Jeong‐Hoon Kim, Ji‐Hun Yoon, Kyoung‐Joo Lee, Jean‐Pierre Fouque, Xuan Vinh Vo and Min‐Jae Lee and has published in prestigious journals such as PLoS ONE, Journal of Mathematical Analysis and Applications and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Sun‐Yong Choi

61 papers receiving 1.3k citations

Hit Papers

The impact of the Russia-Ukraine conflict on the connecte... 2022 2026 2023 2024 2022 100 200 300
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The impact of the Russia-Ukraine conflict on the connectedness of financial markets
    2022 303 citations Zaghum Umar, Sun‐Yong Choi et al. Finance research letters profile →

Peers

Sun‐Yong Choi
Janusz Brzeszczyński United Kingdom
Štefan Lyócsa Slovakia
Harald Kinateder Germany
Md Akhtaruzzaman Australia
Niklas Wagner Germany
Oğuzhan Çepni Türkiye
Onur Polat Türkiye
Samet Günay Kuwait
Eduard Baumöhl Slovakia
Satish Kumar India
Janusz Brzeszczyński United Kingdom
Sun‐Yong Choi
Citations per year, relative to Sun‐Yong Choi Sun‐Yong Choi (= 1×) peers Janusz Brzeszczyński

Countries citing papers authored by Sun‐Yong Choi

Since Specialization
Citations

This map shows the geographic impact of Sun‐Yong Choi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Sun‐Yong Choi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Sun‐Yong Choi more than expected).

Fields of papers citing papers by Sun‐Yong Choi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Sun‐Yong Choi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Sun‐Yong Choi. The network helps show where Sun‐Yong Choi may publish in the future.

Co-authorship network of co-authors of Sun‐Yong Choi

This figure shows the co-authorship network connecting the top 25 collaborators of Sun‐Yong Choi. A scholar is included among the top collaborators of Sun‐Yong Choi based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Sun‐Yong Choi. Sun‐Yong Choi is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Kang, Ji-Won, Dong‐Soo Kwon, & Sun‐Yong Choi. (2025). A Hybrid Frequency Decomposition–CNN–Transformer Model for Predicting Dynamic Cryptocurrency Correlations. Electronics. 14(21). 4136–4136.
2.
Kim, Do-Hyeon, et al.. (2025). Time-Varying Market Efficiency: A Focus on Crude Oil and Commodity Dynamics. Fractal and Fractional. 9(3). 162–162. 3 indexed citations
3.
Kim, Dong‐Jun, et al.. (2025). Quantile spillover effects and sector dynamics in U.S. stock markets: Normal vs. extreme market conditions. Finance research letters. 83. 107608–107608. 1 indexed citations
4.
Choi, Sun‐Yong, et al.. (2025). The impact of financial statement indicators on bank credit ratings: Insights from machine learning and SHAP techniques. Finance research letters. 85. 107758–107758.
5.
Choi, Sun‐Yong. (2024). Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. Journal of Multinational Financial Management. 76. 100874–100874. 4 indexed citations
6.
Choi, Sun‐Yong, et al.. (2024). The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. Finance research letters. 72. 106532–106532. 7 indexed citations
7.
8.
Umar, Zaghum, et al.. (2024). Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. The Quarterly Review of Economics and Finance. 94. 281–293. 1 indexed citations
9.
Kim, Donghyun, et al.. (2024). Pricing for perpetual American strangle options under stochastic volatility with fast mean reversion. Mathematics and Computers in Simulation. 227. 41–57.
10.
11.
Lee, Min‐Jae & Sun‐Yong Choi. (2023). Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis. Fractal and Fractional. 7(6). 478–478. 8 indexed citations
12.
Umar, Zaghum, et al.. (2023). Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels. PLoS ONE. 18(8). e0288377–e0288377. 14 indexed citations
13.
Choi, Sun‐Yong. (2023). The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war. Heliyon. 9(9). e19726–e19726. 7 indexed citations
14.
Choi, Sun‐Yong, et al.. (2023). Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?. PLoS ONE. 18(10). e0291684–e0291684. 2 indexed citations
15.
Choi, Sun‐Yong, et al.. (2022). Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index. PLoS ONE. 17(11). e0277261–e0277261. 2 indexed citations
16.
Choi, Sun‐Yong, et al.. (2021). A Mellin Transform Approach to the Pricing of Options with Default Risk. Computational Economics. 59(3). 1113–1134. 11 indexed citations
17.
Choi, Sun‐Yong. (2020). Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. Finance research letters. 37. 101783–101783. 135 indexed citations
18.
19.
Choi, Sun‐Yong & Jeong‐Hoon Kim. (2014). Equity-linked annuities with multiscale hybrid stochastic and local volatility. Scandinavian Actuarial Journal. 2016(5). 466–487. 3 indexed citations
20.
Kim, Jeong‐Hoon, et al.. (2013). Multiscale analysis of a perpetual American option with the stochastic elasticity of variance. Applied Mathematics Letters. 26(7). 670–675. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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