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)

17

H index

27

i10 index

944

Citations

RESEARCH PRODUCTION:

74

Articles

27

Papers

RESEARCH ACTIVITY:

   18 years (2002 - 2020). See details.
   Cites by year: 52
   Journals where Seong-Min Yoon has often published
   Relations with other researchers
   Recent citing documents: 195.    Total self citations: 33 (3.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo53
   Updated: 2021-03-01    RAS profile: 2020-08-05    
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Relations with other researchers


Works with:

Uddin, Gazi (10)

Tiwari, Aviral (7)

GUPTA, RANGAN (5)

Albulescu, Claudiu (4)

Mensi, walid (4)

Troster, Victor (3)

Shahzad, Syed Jawad Hussain (2)

Lau, Chi Keung (2)

Sensoy, Ahmet (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 (63)

Tiwari, Aviral (48)

Demirer, Riza (28)

Nguyen, Duc Khuong (24)

Filis, George (19)

Degiannakis, Stavros (18)

Shahzad, Syed Jawad Hussain (17)

Bouri, Elie (17)

Ji, Qiang (13)

McAleer, Michael (13)

Chkili, Walid (13)

Cites to:

Hammoudeh, Shawkat (76)

Nguyen, Duc Khuong (71)

Bollerslev, Tim (49)

Mensi, walid (49)

AROURI, Mohamed (37)

Engle, Robert (37)

GUPTA, RANGAN (36)

Tabak, Benjamin (30)

Reboredo, Juan (29)

Cajueiro, Daniel (25)

McAleer, Michael (24)

Main data


Where Seong-Min Yoon has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics10
The North American Journal of Economics and Finance5
Theoretical and Applied Economics3
East Asian Economic Review3
Korean Economic Review3
Finance Research Letters3
Applied Economics3
Journal of Multinational Financial Management2
Economic Modelling2
International Journal of Financial Studies2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org15
Post-Print / HAL5
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Seong-Min Yoon (2021 and 2020)


YearTitle of citing document
2020FINANCIAL ANALYSIS OF COSTCO WHOLESALE CORPORATION: EXPLORING THE STRENGTHS AND WEAKNESSES. (2020). Rahman, Md Habibur. In: Bangladesh Journal of Agricultural Economics. RePEc:ags:bdbjaf:304097.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Autocorrelation of returns in major cryptocurrency markets. (2020). Bibik, Alexander ; Sarmakeeva, Anastasiia ; Plesovskikh, Ksenia ; Tartakovsky, Eugene. In: Papers. RePEc:arx:papers:2003.13517.

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2020Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:2004.00047.

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2020The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838.

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2020A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1321-1341.

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2020Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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2020Long Memory and Stock Market Efficiency: Case of Saudi Arabia. (2020). Lamouchi, Rim Ammar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-5.

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2020How does air pollution-induced fund-manager mood affect stock markets in China?. (2020). Lu, Jing ; Chou, Robin K ; Wu, Qinqin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303269.

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2020Does the “ice-breaking” of South and North Korea affect the South Korean financial market?. (2020). Wang, Jian ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305211.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020Non-linear characterization and trend identification of liquidity in Chinas new OTC stock market based on multifractal detrended fluctuation analysis. (2020). Wu, XU ; Chen, Xudong ; Yue, Ding ; Yan, Ruzhen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304604.

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2020Are cyclical patterns of international housing markets interdependent?. (2020). Chang, Kuang-Liang. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:14-24.

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2020Price volatility spillovers between supply chain and innovation of financial pledges in China. (2020). Wang, Yinyin ; Zhang, Lang ; Sui, BO ; Chen, DI ; Hu, Haiqing. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:397-413.

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2020Exploring GDP growth volatility spillovers across countries. (2020). Mutshinda, Crispin ; ben Sita, Bernard ; Arayssi, Mahmoud ; Abosedra, Salah. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:577-589.

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2020Financial cycles in asset markets and regions. (2020). Beirne, John. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:358-374.

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2020Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2020The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759.

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2020Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study. (2020). Chen, Naiwei ; Bian, Zhicun ; Hong, Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818303565.

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2020Spillovers and diversification potential of bank equity returns from developed and emerging America. (2020). Yoon, Seong-Min ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Hernandez, Jose Arreola. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169.

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2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

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2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

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2020Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777.

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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.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2020Economic policy uncertainty shocks, economic activity, and exchange rate adjustments. (2020). Uddin, Gazi ; Rubaszek, Michał ; Nilavongse, Rachatar. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303842.

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2020Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2020A new way of measuring the WTI – Brent spread. Globalization, shock persistence and common trends.. (2020). Golpe, Antonio ; Bravo, Jose Manuel ; Vides, Jose Carlos ; Iglesias, Jesus. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930341x.

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2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500.

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2020Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615.

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2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

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2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020Renewable energy regulation and structural breaks: An empirical analysis of Spanish electricity price volatility. (2020). Zarraga, Ainhoa ; Pizarro-Irizar, Cristina ; Ciarreta, Aitor. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300888.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020The impact of renewable energy consumption to economic growth: A replication and extension of Inglesi-Lotz (2016). (2020). Taskin, Dilvin ; Madaleno, Mara ; Altinoz, Buket ; Dogan, Eyup. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302061.

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2020Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness. (2020). Gabauer, David ; Filis, George ; Antonakakis, Nikolaos ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s014098832030102x.

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2020Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence. (2020). Chevallier, Julien ; Wang, Jiqian ; Ma, Feng ; Huang, Yisu. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302371.

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2020Frequency dynamics of volatility spillovers among crude oil and international stock markets: The role of the interest rate. (2020). Wang, Xunxiao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302401.

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2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182.

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2020Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x.

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2020The impact of political instruments on building energy retrofits: A risk-integrated thermal Energy Hub approach. (2020). Wenninger, Simon ; Trankler, Timm ; Rockstuhl, Sebastian ; Ahlrichs, Jakob. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305681.

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2020Volatility spillover of energy stocks in different periods and clusters based on structural break recognition and network method. (2020). Lian, Peng ; Qi, Yajie ; Guo, Sui ; Sun, Bowen ; Zhou, Jinsheng. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322807.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2020Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

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2020Investigating drivers of CO2 emission in China’s heavy industry: A quantile regression analysis. (2020). Lin, Boqiang ; Xu, Bin. In: Energy. RePEc:eee:energy:v:206:y:2020:i:c:s0360544220312664.

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2020Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

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2020The time-varying causal relationship between oil price and unemployment: Evidence from the U.S. and China (EGY 118745). (2020). Liu, LU ; Zhang, Xi-Xi. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318521.

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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2021Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen ; Li, Binlin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020The financial market effects of international aviation disasters. (2020). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Guiomard, Cathal ; Efthymiou, Marina ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301125.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

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2020Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848.

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2020Does Bitcoin still own the dominant power? An intraday analysis. (2020). Ngene, Geoffrey M ; Wang, Jinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301952.

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2020Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064.

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2020Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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2020Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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2020Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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2020The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381.

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2020The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akyildirim, Erdinc ; Kellard, Neil ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714.

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2020Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. (2020). Wu, Dongmei ; Zhuang, Xintian ; Zhang, Weiping. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304805.

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2020The financialization of Chinese commodity markets. (2020). Su, Yunpeng ; Pu, Yingjian ; Yang, Baochen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319307512.

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2020Intraday efficiency-frequency nexus in the cryptocurrency markets. (2020). Sensoy, Ahmet ; Aslan, Aylin. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319308025.

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2020Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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2020How the cryptocurrency market has performed during COVID 19? A multifractal analysis. (2020). Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306346.

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2020Do FOMC and macroeconomic announcements affect Bitcoin prices?. (2020). Lee, Jaewook ; Pyo, Sujin. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930159x.

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2020The predictive power of public Twitter sentiment for forecasting cryptocurrency prices. (2020). de Smedt, Johannes ; Kraaijeveld, Olivier. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030072x.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

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2020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2020Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020Dynamic volatility spillovers among bulk mineral commodities: A network method. (2020). Jia, Nanfei ; Sun, Qingru ; Liu, Siyao ; An, Haizhong ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309419.

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2020Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization. (2020). Roubaud, David ; Lahiani, Amine ; Nawaz, Kishwar ; Atil, Ahmed . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309195.

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2020Fundamentals versus speculation in oil market: The role of asymmetries in price adjustment?. (2020). Akdoan, Kurma . In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719310244.

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2020Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

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2020Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142.

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2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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2020The analysis of ‘Financial Resource Curse’ hypothesis for developed countries: Evidence from asymmetric effects with quantile regression. (2020). Tzeremes, Panayiotis ; Altinoz, Buket ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301574.

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2020The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis. (2020). Basnet, Hem C ; Vatsa, Puneet. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302920.

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2020Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sang Hoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618.

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2020Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141.

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

Works by Seong-Min Yoon:


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2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences.
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2006Dynamical volatilities for yen–dollar exchange rates.(2006) In: Physica A: Statistical Mechanics and its Applications.
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2007Long memory properties in return and volatility: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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2008Long memory features in the high frequency data of the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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2009Weather effects on returns: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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2010Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications.
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2010Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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2010Long memory volatility in Chinese stock markets In: Physica A: Statistical Mechanics and its Applications.
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2011Structural changes and volatility transmission in crude oil markets In: Physica A: Statistical Mechanics and its Applications.
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2011Changes of firm size distribution: The case of Korea In: Physica A: Statistical Mechanics and its Applications.
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2013Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices In: Physica A: Statistical Mechanics and its Applications.
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2020Inflation cycle synchronization in ASEAN countries In: Physica A: Statistical Mechanics and its Applications.
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2020Inflation cycle synchronization in ASEAN countries.(2020) In: Post-Print.
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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.
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2019The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns In: International Journal of Financial Studies.
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2020Investor Sentiment and Herding Behavior in the Korean Stock Market In: International Journal of Financial Studies.
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2008Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market In: Korean Economic Review.
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2009Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation In: Korean Economic Review.
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2010Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns In: Korean Economic Review.
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2016Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets In: Emerging Markets Finance and Trade.
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2018Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries In: MPRA Paper.
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2020OPEC News and Jumps in the Oil Market In: Working Papers.
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2011The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia In: East Asian Economic Review.
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2009Modeling and Forecasting the Volatility of Eastern European Emerging Markets In: East Asian Economic Review.
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2007A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets In: East Asian Economic Review.
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2019Dynamic connectedness network in economic policy uncertainties In: Applied Economics Letters.
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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.
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2017Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics.
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2017Are exchange rates interdependent? Evidence using wavelet analysis In: Applied Economics.
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2020Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets In: International Journal of Finance & Economics.
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