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)

27

H index

48

i10 index

2268

Citations

RESEARCH PRODUCTION:

109

Articles

29

Papers

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 113
   Journals where Seong-Min Yoon has often published
   Relations with other researchers
   Recent citing documents: 365.    Total self citations: 50 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo53
   Updated: 2024-07-05    RAS profile: 2023-01-06    
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Relations with other researchers

Works with:

Uddin, Gazi (9)

Tiwari, Aviral (5)

GUPTA, RANGAN (5)

Troster, Victor (4)

Albulescu, Claudiu (3)

Shahzad, Syed Jawad Hussain (3)

Pierdzioch, Christian (2)

Vo, Xuan Vinh (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 (88)

Tiwari, Aviral (83)

Bouri, Elie (34)

Vo, Xuan Vinh (33)

Demirer, Riza (31)

Nguyen, Duc Khuong (27)

Uddin, Gazi (25)

Ji, Qiang (23)

Shahzad, Syed Jawad Hussain (23)

Umar, Zaghum (23)

Filis, George (21)

Cites to:

Nguyen, Duc Khuong (111)

Hammoudeh, Shawkat (109)

Mensi, walid (66)

GUPTA, RANGAN (61)

Engle, Robert (60)

Bollerslev, Tim (59)

Reboredo, Juan (54)

Tabak, Benjamin (52)

Tiwari, Aviral (51)

Diebold, Francis (47)

lucey, brian (47)

Main data

Where Seong-Min Yoon has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics14
Applied Economics11
The North American Journal of Economics and Finance9
Sustainability6
IJFS3
Korean Economic Review3
Finance Research Letters3
East Asian Economic Review3
Theoretical and Applied Economics3
International Journal of Finance & Economics3
Energies2
Journal of Multinational Financial Management2
Review of International Economics2
Resources Policy2
Economic Modelling2
International Review of Financial Analysis2

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 (2024 and 2023)

YearTitle of citing document
2023The Impact of Globalization on the Rate of E-waste Recycling: Evidence From European Countries. (2023). Koyuncu, Cuneyt ; Yilmaz, Rasim. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:25:y:2023:i:62:p:180.

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2023Modeling 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.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach. (2023). Datta, R P. In: Papers. RePEc:arx:papers:2306.16162.

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2023Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency. (2023). Salgado-Garc, Ra'Ul ; Herrera, Jessica Morales. In: Papers. RePEc:arx:papers:2307.08612.

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2023Correlation structure analysis of the global agricultural futures market. (2023). Anh, Ngoc Quang ; Dai, Yun-Shi ; Zhou, Wei-Xing ; Zheng, Qing-Huan. In: Papers. RePEc:arx:papers:2310.16849.

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024A Network Simulation of OTC Markets with Multiple Agents. (2024). Wilensky, Uri ; Chen, John ; Kelter, Jacob ; Wilkinson, James T. In: Papers. RePEc:arx:papers:2405.02480.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023.

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2023The role of biomass energy consumption and economic complexity on environmental sustainability in G7 economies. (2023). Dogan, Buhari ; Ghosh, Sudeshna ; Swart, Julia ; Elheddad, Mohamed ; Shahzad, Umer. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:781-801.

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2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594.

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2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2023How does Bitcoin react to economic discomfort? Evidence from the economic misery index. (2023). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00730.

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2023Detecting the Herding Behaviour in the South African Stock Market and its Implications. (2023). Enow, Samuel Tabot. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-10.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2023Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. (2023). Salgado, Oswaldo Garcia ; Carvajal, Lidia E ; de Jes, Ra L. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-48.

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2023Unveiling the Implications of Energy Poverty for Educational Attainments in Pakistan: A Multidimensional Analysis. (2023). Khan, Farzana Naheed ; Sharif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-52.

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2023Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality. (2023). Muradzada, Imangulu ; Akbulaev, Nurkhodzha ; Hasanov, Ziyadhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-64.

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2023On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market. (2023). Santhosh, P K ; Sahadudheen, I. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-37.

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2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2024Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023Global value chains and economic complexity index: Evidence from generalized panel quantile regression. (2023). Najeeb, Roshen ; Slim, Skander ; Ashraf, Sania. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:347-365.

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2023Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19. (2023). Yousaf, Imran ; Farid, Saqib ; Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003327.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858.

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2023Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797.

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2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

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2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Sun, Mingli ; Dong, Yizhe ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

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2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

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2023Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

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2023Do the carry trades respond to geopolitical risks? Evidence from BRICS countries. (2023). Yilmaz, Muhammed Hasan ; Guney, Ibrahim Ethem ; Emirmahmutoglu, Furkan ; Cepni, Oguzhan. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000620.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Energy firms in emerging markets: Systemic risk and diversification opportunities. (2023). Uribe, Jorge ; Chuliá, Helena ; Muoz-Mendoza, Jorge A ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000584.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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2023Is income inequality a stumbling block to the global natural gas market?. (2023). Dong, Kangyin ; Taghizadeh-Hesary, Farhad ; Zhao, Jun. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s014098832300018x.

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2023Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2023The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062.

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2023Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244.

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2023Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694.

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2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

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2023Climate events matter in the global natural gas market. (2023). Zhang, Dayong ; Ji, Qiang ; Sun, Xiaolei ; Shen, Yiran. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003857.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023Unveiling the impact of geopolitical conflict on oil prices: A case study of the Russia-Ukraine War and its channels. (2023). Hu, YI ; Yang, Kun ; Zhang, QI ; Wang, Shouyang ; Jiao, Jianbin. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004541.

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2023Does informatization alleviate energy poverty? A global perspective. (2023). Feng, Chao ; Yang, Jun ; Zou, Ran. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004693.

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2023Geopolitical oil price uncertainty transmission into core inflation: Evidence from two of the biggest global players. (2023). Olasehinde-Williams, Godwin ; Lee, Chien-Chiang ; Ozkan, Oktay. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004814.

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2023Do green energy markets catch cold when conventional energy markets sneeze?. (2023). Lucey, Brian ; Rao, Amar ; Lim, Weng Marc ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005339.

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2023Dynamic volatility transfer in the European oil and gas industry. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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2023Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Li, Houjian ; Guo, Lili. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2023Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses. (2023). Tchoffo, Guillaume ; Hikouatcha, Prince ; Declerck, Francis ; Tedongap, Romeo. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006254.

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2023Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM: How important is carbon emission trading?. (2023). Lai, Yongzeng ; Lu, Min ; Ouyang, Zisheng. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006321.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Ma, Xiaojun ; Zhao, Yanzhi ; Dong, Qingli ; Zhou, Yanan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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2024Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Hua, Xia ; Li, Jiaqi ; Xu, Zhiwei ; Ren, Pengyue. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2023The impact of electricity from renewable and non-renewable sources on energy poverty and greenhouse gas emissions (GHGs): Empirical evidence and policy implications. (2023). koçak, emrah ; Oralhan, Burcu ; Ulug, Eyup Emre ; Kocak, Emrah. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005194.

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2023The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises. (2023). Umar, Muhammad ; Lobon, Oana-Ramona ; Qin, Meng ; Pang, Li-Dong ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223006989.

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2023The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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2023How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Dong, Lingfei ; Jiang, Wei. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450.

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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 nother 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 nother 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 nother version. Agregated cites: 5		article
2004Power Law Distributions for Stock Prices in Financial Markets In: Papers.
[Full Text][Citation analysis]		paper1
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 nother 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 nother 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]		article39
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]		article6
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 nother 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 nother 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]		article13
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]		article18
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 nother version. Agregated cites: 18		paper
2019Network connectedness and net spillover between financial and commodity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article67
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]		article5
2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 5		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]		article5
2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article31
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]		article12
2020Spillovers and diversification potential of bank equity returns from developed and emerging America.(2020) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 12		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]		article10
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]		article4
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]		article8
2017Cross-country determinants of economic policy uncertainty spillovers In: Economics Letters.
[Full Text][Citation analysis]		article66
2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices In: Energy Economics.
[Full Text][Citation analysis]		article40
2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model In: Energy Economics.
[Full Text][Citation analysis]		article11
2009Forecasting volatility of crude oil markets In: Energy Economics.
[Full Text][Citation analysis]		article200
2013Modeling and forecasting the volatility of petroleum futures prices In: Energy Economics.
[Full Text][Citation analysis]		article67
2012Modelling and forecasting the volatility of petroleum futures prices.(2012) In: EcoMod2012.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		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]		article64
2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article161
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161		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]		article48
2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets In: Energy Economics.
[Full Text][Citation analysis]		article266
2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article49
2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea In: Energy Economics.
[Full Text][Citation analysis]		article36
2019FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis In: Energy Economics.
[Full Text][Citation analysis]		article25
2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 In: Energy Economics.
[Full Text][Citation analysis]		article54
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]		article68
2021OPEC news and jumps in the oil market In: Energy Economics.
[Full Text][Citation analysis]		article6
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 13		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]		article32
2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets In: Finance Research Letters.
[Full Text][Citation analysis]		article15
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]		article110
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]		article48
2019Time-frequency co-movements between the largest nonferrous metal futures markets In: Resources Policy.
[Full Text][Citation analysis]		article11
2021Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes In: Resources Policy.
[Full Text][Citation analysis]		article7
2019Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article20
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 nother version. Agregated cites: 3		paper
2022Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2004Multifractal features of financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article27
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]		article36
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]		article21
2009Weather effects on returns: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article24
2010Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
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]		article41
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]		article31
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]		article30
2018A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
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]		article9
2019Financial crises and dynamic spillovers among Chinese stock and commodity futures markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article32
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 nother 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]		article15
2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests In: Renewable Energy.
[Full Text][Citation analysis]		article7
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]		article31
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.
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2014Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate In: Working Papers.
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2020Dynamic Spillover and Hedging among Carbon, Biofuel and Oil In: Energies.
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2020Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach In: Energies.
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2022Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods In: IJFS.
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2019The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns In: IJFS.
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2020Investor Sentiment and Herding Behavior in the Korean Stock Market In: IJFS.
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2020Relationship between International Reserves and FX Rate Movements In: Sustainability.
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2020Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach In: Sustainability.
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2021Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market In: Sustainability.
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2021Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan In: Sustainability.
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2021The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange In: Sustainability.
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2022Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden In: Sustainability.
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2021Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries In: Asia-Pacific Financial Markets.
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2020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics.
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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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2020The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange 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.
[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.
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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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2020Impact of food price volatility on the US restaurant sector In: Applied Economics.
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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.
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2021Spillovers and portfolio optimization of agricultural commodity and global equity markets In: Applied Economics.
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2021Financial instability and environmental degradation: a panel data investigation In: Applied Economics.
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2022Spillovers and portfolio optimization of precious metals and global/regional equity markets In: Applied Economics.
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2022Herding behaviour in Korea’s cryptocurrency market In: Applied Economics.
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2022The influence of oil, gold and stock market index on US equity sectors 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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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.
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2022Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe In: International Journal of Finance & Economics.
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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 June, 27 2024. Contact: CitEc Team