Seong-Min Yoon : Citation Profile


Are you Seong-Min Yoon?

Pusan National University (95% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (5% share)

22

H index

40

i10 index

1673

Citations

RESEARCH PRODUCTION:

103

Articles

29

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 83
   Journals where Seong-Min Yoon has often published
   Relations with other researchers
   Recent citing documents: 511.    Total self citations: 47 (2.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo53
   Updated: 2022-11-19    RAS profile: 2022-03-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Uddin, Gazi (13)

GUPTA, RANGAN (8)

Tiwari, Aviral (8)

Shahzad, Syed Jawad Hussain (5)

Albulescu, Claudiu (4)

Mensi, walid (3)

Troster, Victor (3)

Sensoy, Ahmet (2)

Pierdzioch, Christian (2)

Vo, Xuan Vinh (2)

Lau, Chi Keung (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Seong-Min Yoon.

Is cited by:

GUPTA, RANGAN (84)

Tiwari, Aviral (68)

Bouri, Elie (34)

Demirer, Riza (29)

Nguyen, Duc Khuong (26)

Shahzad, Syed Jawad Hussain (23)

Ji, Qiang (23)

Vo, Xuan Vinh (21)

Filis, George (20)

Degiannakis, Stavros (19)

Chkili, Walid (17)

Cites to:

Nguyen, Duc Khuong (102)

Hammoudeh, Shawkat (98)

Bollerslev, Tim (59)

Mensi, walid (58)

GUPTA, RANGAN (56)

Engle, Robert (55)

Tabak, Benjamin (51)

Reboredo, Juan (48)

AROURI, Mohamed (43)

Diebold, Francis (43)

Tiwari, Aviral (41)

Main data


Where Seong-Min Yoon has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics13
The North American Journal of Economics and Finance9
Applied Economics9
Sustainability6
Korean Economic Review3
Theoretical and Applied Economics3
International Journal of Finance & Economics3
East Asian Economic Review3
Finance Research Letters3
Economic Modelling2
Journal of Multinational Financial Management2
Resources Policy2
IJFS2
Review of International Economics2
International Review of Financial Analysis2
Energies2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org15
Post-Print / HAL6
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Seong-Min Yoon (2022 and 2021)


YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

2021Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151.

Full description at Econpapers || Download paper

2022Multifractal analysis of equities. Evidence from the emerging and frontier banking sectors. (2022). Raju, Raghavender G ; Guptha, Siva Kiran ; Poojari, Akash P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:61-80.

Full description at Econpapers || Download paper

2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

2021Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

Full description at Econpapers || Download paper

2022Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891.

Full description at Econpapers || Download paper

2021Financial Return Distributions: Past, Present, and COVID-19. (2021). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2107.06659.

Full description at Econpapers || Download paper

2021Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142.

Full description at Econpapers || Download paper

2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

Full description at Econpapers || Download paper

2022On the Dynamics of Solid, Liquid and Digital Gold Futures. (2022). Matsui, Toshiko ; Knottenbelt, William J ; Al-Ali, Ali. In: Papers. RePEc:arx:papers:2202.09845.

Full description at Econpapers || Download paper

2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

Full description at Econpapers || Download paper

2022Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Hao, Lin ; Sun, Cuiping ; Cao, Tingting. In: Papers. RePEc:arx:papers:2206.15039.

Full description at Econpapers || Download paper

2022The Efficient Market Hypothesis for Bitcoin in the context of neural networks. (2022). Osterrieder, Joerg ; Kraehenbuehl, Mike. In: Papers. RePEc:arx:papers:2208.07254.

Full description at Econpapers || Download paper

2022Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311.

Full description at Econpapers || Download paper

2021Are Spillover Effects Between Oil and Gold Prices Asymmetric? Evidence From the COVID-19 Pandemic. (2021). Wu, Mian ; Huang, Wenli. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:43.

Full description at Econpapers || Download paper

2022Positive tone and initial coin offering. (2022). Chen, Zishan ; Zhang, Dunli ; Aerts, Walter. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2237-2266.

Full description at Econpapers || Download paper

2022The determinants of Asian banking crises—Application of the panel threshold logit model. (2022). Hsu, Hsinghua ; Shen, Chunghua. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:248-277.

Full description at Econpapers || Download paper

2021Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352.

Full description at Econpapers || Download paper

2022Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784.

Full description at Econpapers || Download paper

2022Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849.

Full description at Econpapers || Download paper

2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

Full description at Econpapers || Download paper

2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824.

Full description at Econpapers || Download paper

2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

Full description at Econpapers || Download paper

2022Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21.

Full description at Econpapers || Download paper

2021Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). Rajkumar, Antonio ; Charles, Don ; McLean, Sheldon. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46657.

Full description at Econpapers || Download paper

2021Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). McLean, Sheldon ; Rajkumar, Antonio ; Charles, Don. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46813.

Full description at Econpapers || Download paper

2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

Full description at Econpapers || Download paper

2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

Full description at Econpapers || Download paper

2021Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858.

Full description at Econpapers || Download paper

2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

Full description at Econpapers || Download paper

2022Intraday Trading of Precious Metals Futures Using Algorithmic Systems. (2022). Gil, Cohen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921010304.

Full description at Econpapers || Download paper

2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

Full description at Econpapers || Download paper

2022Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling. (2022). Zhao, Xufeng ; Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010328.

Full description at Econpapers || Download paper

2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

Full description at Econpapers || Download paper

2021Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

Full description at Econpapers || Download paper

2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

Full description at Econpapers || Download paper

2021Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

Full description at Econpapers || Download paper

2021Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96.

Full description at Econpapers || Download paper

2022Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139.

Full description at Econpapers || Download paper

2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

Full description at Econpapers || Download paper

2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

Full description at Econpapers || Download paper

2022The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372.

Full description at Econpapers || Download paper

2022The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309.

Full description at Econpapers || Download paper

2022Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562.

Full description at Econpapers || Download paper

2021Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

Full description at Econpapers || Download paper

2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

Full description at Econpapers || Download paper

2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

Full description at Econpapers || Download paper

2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

Full description at Econpapers || Download paper

2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

Full description at Econpapers || Download paper

2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

Full description at Econpapers || Download paper

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

Full description at Econpapers || Download paper

2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

Full description at Econpapers || Download paper

2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

Full description at Econpapers || Download paper

2021Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. (2021). Chen, Weiyan ; Zhu, Huiming ; Hau, Liya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000759.

Full description at Econpapers || Download paper

2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

Full description at Econpapers || Download paper

2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

Full description at Econpapers || Download paper

2021The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market. (2021). Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001327.

Full description at Econpapers || Download paper

2021A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis. (2021). Zhang, Ze-Kun ; Mo, Yi-Na ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001352.

Full description at Econpapers || Download paper

2021Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

Full description at Econpapers || Download paper

2021Herding in the bad times: The 2008 and COVID-19 crises. (2021). Mallor, Tania ; Ferreruela, Sandra . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001467.

Full description at Econpapers || Download paper

2021Lottery-like momentum in the cryptocurrency market. (2021). Cheng, Hui-Pei ; Yen, Kuang-Chieh ; Lin, Chiao-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001625.

Full description at Econpapers || Download paper

2022Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

Full description at Econpapers || Download paper

2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices. (2022). GUPTA, RANGAN ; Ji, Qiang ; Bouri, Elie ; Plastun, Alex. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001789.

Full description at Econpapers || Download paper

2022How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis. (2022). Hau, Liya ; Yu, Dongwei ; Zhu, Huiming ; Chen, Qitong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001844.

Full description at Econpapers || Download paper

2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

Full description at Econpapers || Download paper

2022Commodity financialization and funding liquidity in China. (2022). Zhang, Chengsi ; Liao, Wenting ; Jia, Xiangfu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000304.

Full description at Econpapers || Download paper

2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. (2022). Jareño, Francisco ; Umar, Zaghum ; Jareo, Francisco ; Esparcia, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000328.

Full description at Econpapers || Download paper

2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

Full description at Econpapers || Download paper

2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

Full description at Econpapers || Download paper

2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

Full description at Econpapers || Download paper

2021Extreme heat and stock market activity. (2021). el Ouadghiri, Imane ; Peillex, Jonathan ; Jaballah, Jamil ; Gomes, Mathieu. In: Ecological Economics. RePEc:eee:ecolec:v:179:y:2021:i:c:s092180092030015x.

Full description at Econpapers || Download paper

2021Economic policy uncertainty, contracting frictions and imports sourcing decisions. (2021). Li, Jie. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000495.

Full description at Econpapers || Download paper

2021Inflation and Bitcoin: A descriptive time-series analysis. (2021). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

Full description at Econpapers || Download paper

2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

Full description at Econpapers || Download paper

2022How does economic policy uncertainty affect cross-border M&A: Evidence from Chinese firms. (2022). Wang, Kaixiu ; Su, Yueying ; Li, Wanli. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000255.

Full description at Econpapers || Download paper

2021When Pep comes calling, the oil market answers: The effect of football player transfer movements on abnormal fluctuations in oil price futures. (2021). , Quan ; Do, Hung Xuan ; Smyth, Russell ; Nepal, Rabindra. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002310.

Full description at Econpapers || Download paper

2021Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383.

Full description at Econpapers || Download paper

2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

Full description at Econpapers || Download paper

2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

Full description at Econpapers || Download paper

2021The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364.

Full description at Econpapers || Download paper

2021Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions. (2021). Patra, Saswat. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003406.

Full description at Econpapers || Download paper

2021Linkages between the international crude oil market and the Chinese stock market: A BEKK-GARCH-AFD approach. (2021). Li, Jingyu ; Qian, Tao ; Liu, Ranran ; Xie, Qiwei. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003704.

Full description at Econpapers || Download paper

2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

Full description at Econpapers || Download paper

2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

Full description at Econpapers || Download paper

2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

Full description at Econpapers || Download paper

2021Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?. (2021). Mokni, Khaled ; Ben Salha, Ousama ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321003947.

Full description at Econpapers || Download paper

2021Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

Full description at Econpapers || Download paper

2021An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

Full description at Econpapers || Download paper

2021A state-preference volatility index for the natural gas market. (2021). Ding, Ashley. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004862.

Full description at Econpapers || Download paper

2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

Full description at Econpapers || Download paper

2021Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x.

Full description at Econpapers || Download paper

2022Historical carbon abatement in the commercial building operation: China versus the US. (2022). Cai, Weiguang ; Feng, Wei ; Ma, Zhili ; Li, Kai ; Zhang, Shufan. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005624.

Full description at Econpapers || Download paper

2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

Full description at Econpapers || Download paper

2022Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408.

Full description at Econpapers || Download paper

2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

Full description at Econpapers || Download paper

2022Shale revolution, oil and gas prices, and drilling activities in the United States. (2022). Etienne, Xiaoli ; Li, Bingxin ; Shakya, Shishir. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000597.

Full description at Econpapers || Download paper

2022Breaks, trends and correlations in commodity prices in the very long-run. (2022). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Awaworyi-Churchill, Sefa. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001116.

Full description at Econpapers || Download paper

2022Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi Salah ; Molnar, Peter ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810.

Full description at Econpapers || Download paper

2022Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Wang, Qunwei ; Bi, Xiaoyi ; Dai, Xingyu ; Tong, Yuan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001153.

Full description at Econpapers || Download paper

2022Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market: A MODWT-Vine quantile regression approach. (2022). Liu, Wenhua ; He, Shaoyi ; Dai, Zhifeng ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001335.

Full description at Econpapers || Download paper

2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Seong-Min Yoon:


YearTitleTypeCited
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences.
[Full Text][Citation analysis]
article1
2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET In: Theoretical and Applied Economics.
[Full Text][Citation analysis]
article0
2009FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET In: Theoretical and Applied Economics.
[Full Text][Citation analysis]
article0
2009VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES In: Theoretical and Applied Economics.
[Full Text][Citation analysis]
article0
2002Dynamical Behavior of Continuous Tick Data in Futures Exchange Market In: Papers.
[Full Text][Citation analysis]
paper5
2003Herd Behavior of Returns in the Futures Exchange Market In: Papers.
[Full Text][Citation analysis]
paper0
2003Herd Behaviors in the Stock and Foreign Exchange Markets In: Papers.
[Full Text][Citation analysis]
paper7
2004Herd behaviors in the stock and foreign exchange markets.(2004) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2003Multifractal Features in the Foreign Exchange and Stock Markets In: Papers.
[Full Text][Citation analysis]
paper0
2003Volatility and Returns in Korean Futures Exchange Markets In: Papers.
[Full Text][Citation analysis]
paper0
2004Power Law Distributions in Korean Household Incomes In: Papers.
[Full Text][Citation analysis]
paper4
2004Herd Behaviors in Financial Markets In: Papers.
[Full Text][Citation analysis]
paper3
2004Multifractal Measures for the Yen-Dollar Exchange Rate In: Papers.
[Full Text][Citation analysis]
paper0
2004Zipfs Law Distributions for Korean Stock Prices In: Papers.
[Full Text][Citation analysis]
paper0
2004Phase Transition of Dynamical Herd Behaviors in Financial Markets In: Papers.
[Full Text][Citation analysis]
paper1
2004Dynamical Volatilities for Yen-Dollar Exchange Rates In: Papers.
[Full Text][Citation analysis]
paper5
2006Dynamical volatilities for yen–dollar exchange rates.(2006) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2004Power Law Distributions for Stock Prices in Financial Markets In: Papers.
[Full Text][Citation analysis]
paper0
2005Dynamical Minority Games in Futures Exchange Markets In: Papers.
[Full Text][Citation analysis]
paper0
2005Dynamical Stochastic Processes of Returns in Financial Markets In: Papers.
[Full Text][Citation analysis]
paper0
2007Dynamical stochastic processes of returns in financial markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2005Dynamical Structures of High-Frequency Financial Data In: Papers.
[Full Text][Citation analysis]
paper0
2007Dynamical structures of high-frequency financial data.(2007) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2011Monotone strong increases in risk and their comparative statics In: International Journal of Economic Theory.
[Full Text][Citation analysis]
article1
2016Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics.
[Full Text][Citation analysis]
article29
2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada In: Review of International Economics.
[Full Text][Citation analysis]
article0
2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China In: The World Economy.
[Full Text][Citation analysis]
article3
2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies In: International Economics.
[Full Text][Citation analysis]
article1
2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Multi-scale causality and extreme tail inter-dependence among housing prices In: Economic Modelling.
[Full Text][Citation analysis]
article3
2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach In: Economic Modelling.
[Full Text][Citation analysis]
article6
2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article16
2017OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
2019Network connectedness and net spillover between financial and commodity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article41
2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article2
2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article15
2020Spillovers and diversification potential of bank equity returns from developed and emerging America In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article9
2020Spillovers and diversification potential of bank equity returns from developed and emerging America.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 9
paper
2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2021How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2017Cross-country determinants of economic policy uncertainty spillovers In: Economics Letters.
[Full Text][Citation analysis]
article54
2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices In: Energy Economics.
[Full Text][Citation analysis]
article12
2009Forecasting volatility of crude oil markets In: Energy Economics.
[Full Text][Citation analysis]
article192
2013Modeling and forecasting the volatility of petroleum futures prices In: Energy Economics.
[Full Text][Citation analysis]
article64
2012Modelling and forecasting the volatility of petroleum futures prices.(2012) In: EcoMod2012.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2014How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process In: Energy Economics.
[Full Text][Citation analysis]
article55
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]
article130
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 130
paper
2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate In: Energy Economics.
[Full Text][Citation analysis]
article41
2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets In: Energy Economics.
[Full Text][Citation analysis]
article185
2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management In: Energy Economics.
[Full Text][Citation analysis]
article34
2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea In: Energy Economics.
[Full Text][Citation analysis]
article21
2019FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis In: Energy Economics.
[Full Text][Citation analysis]
article12
2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 In: Energy Economics.
[Full Text][Citation analysis]
article33
2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis In: Energy Economics.
[Full Text][Citation analysis]
article38
2021OPEC news and jumps in the oil market In: Energy Economics.
[Full Text][Citation analysis]
article1
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article12
2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article13
2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets In: Finance Research Letters.
[Full Text][Citation analysis]
article12
2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets In: Finance Research Letters.
[Full Text][Citation analysis]
article86
2019Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis In: Finance Research Letters.
[Full Text][Citation analysis]
article34
2019Time-frequency co-movements between the largest nonferrous metal futures markets In: Resources Policy.
[Full Text][Citation analysis]
article8
2021Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes In: Resources Policy.
[Full Text][Citation analysis]
article0
2019Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article13
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article3
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2004Multifractal features of financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article23
2004Dynamics of the minority game for patients In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2006Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
2007Long memory properties in return and volatility: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article31
2008Long memory features in the high frequency data of the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article22
2009Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article20
2009Weather effects on returns: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article19
2010Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article16
2010Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article5
2010Long memory volatility in Chinese stock markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article34
2011Structural changes and volatility transmission in crude oil markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article39
2011Changes of firm size distribution: The case of Korea In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2013Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article21
2017Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article25
2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article28
2018A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article9
2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article4
2019Financial crises and dynamic spillovers among Chinese stock and commodity futures markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article17
2020Inflation cycle synchronization in ASEAN countries In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2020Inflation cycle synchronization in ASEAN countries.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2021Tail dependence risk and spillovers between oil and food prices In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article3
2014Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article28
2019Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2014Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate In: Working Papers.
[Full Text][Citation analysis]
paper1
2020Dynamic Spillover and Hedging among Carbon, Biofuel and Oil In: Energies.
[Full Text][Citation analysis]
article5
2020Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach In: Energies.
[Full Text][Citation analysis]
article6
2019The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns In: IJFS.
[Full Text][Citation analysis]
article0
2020Investor Sentiment and Herding Behavior in the Korean Stock Market In: IJFS.
[Full Text][Citation analysis]
article3
2020Relationship between International Reserves and FX Rate Movements In: Sustainability.
[Full Text][Citation analysis]
article0
2020Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach In: Sustainability.
[Full Text][Citation analysis]
article2
2021Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market In: Sustainability.
[Full Text][Citation analysis]
article1
2021Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan In: Sustainability.
[Full Text][Citation analysis]
article1
2021The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange In: Sustainability.
[Full Text][Citation analysis]
article0
2022Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden In: Sustainability.
[Full Text][Citation analysis]
article1
2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]
article0
2020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics.
[Full Text][Citation analysis]
article4
2008Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market In: Korean Economic Review.
[Full Text][Citation analysis]
article4
2009Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation In: Korean Economic Review.
[Full Text][Citation analysis]
article1
2010Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns In: Korean Economic Review.
[Full Text][Citation analysis]
article0
2016Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]
article24
2018Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2020The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange In: Working Papers.
[Citation analysis]
paper0
2011The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia In: East Asian Economic Review.
[Full Text][Citation analysis]
article5
2009Modeling and Forecasting the Volatility of Eastern European Emerging Markets In: East Asian Economic Review.
[Full Text][Citation analysis]
article0
2007A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets In: East Asian Economic Review.
[Full Text][Citation analysis]
article1
2019Dynamic connectedness network in economic policy uncertainties In: Applied Economics Letters.
[Full Text][Citation analysis]
article11
2017Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching In: Applied Economics.
[Full Text][Citation analysis]
article11
2017Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics.
[Full Text][Citation analysis]
article11
2017Are exchange rates interdependent? Evidence using wavelet analysis In: Applied Economics.
[Full Text][Citation analysis]
article6
2020Impact of food price volatility on the US restaurant sector In: Applied Economics.
[Full Text][Citation analysis]
article0
2020Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets In: Applied Economics.
[Full Text][Citation analysis]
article1
2020Regional and copula estimation effects on EU and US energy equity portfolios In: Applied Economics.
[Full Text][Citation analysis]
article3
2021Spillovers and portfolio optimization of agricultural commodity and global equity markets In: Applied Economics.
[Full Text][Citation analysis]
article1
2021Financial instability and environmental degradation: a panel data investigation In: Applied Economics.
[Full Text][Citation analysis]
article0
2022The influence of oil, gold and stock market index on US equity sectors In: Applied Economics.
[Full Text][Citation analysis]
article0
2020Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article5
2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2012Can We Predict Exchange Rate Movements at Short Horizons? In: Journal of Forecasting.
[Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team