Seong-Min Yoon : Citation Profile

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

28

H index

60

i10 index

2888

Citations

RESEARCH PRODUCTION:

120

Articles

29

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 131
   Journals where Seong-Min Yoon has often published
   Relations with other researchers
   Recent citing documents: 539.    Total self citations: 58 (1.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyo53
   Updated: 2025-12-20    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Arreola Hernandez, Jose (18)

Shahzad, Syed Jawad Hussain (6)

Uddin, Gazi (5)

GUPTA, RANGAN (4)

Tiwari, Aviral (3)

Vo, Xuan Vinh (2)

Pierdzioch, Christian (2)

Alshater, Muneer (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 (100)

Tiwari, Aviral (98)

Shahzad, Syed Jawad Hussain (44)

Bouri, Elie (34)

Vo, Xuan Vinh (33)

Demirer, Riza (32)

Nguyen, Duc Khuong (29)

Zhou, Wei-Xing (29)

Uddin, Gazi (26)

Umar, Zaghum (25)

Ji, Qiang (23)

Cites to:

Nguyen, Duc Khuong (123)

Hammoudeh, Shawkat (119)

Mensi, walid (78)

Reboredo, Juan (71)

GUPTA, RANGAN (68)

Engle, Robert (65)

Bollerslev, Tim (61)

Tiwari, Aviral (58)

Diebold, Francis (56)

lucey, brian (55)

Tabak, Benjamin (52)

Main data

Where Seong-Min Yoon has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications23
Energy Economics15
Applied Economics12
The North American Journal of Economics and Finance10
Sustainability7
Finance Research Letters5
Theoretical and Applied Economics3
IJFS3
International Journal of Finance & Economics3
Resources Policy3
East Asian Economic Review3
Korean Economic Review3
Review of International Economics2
Applied Economics Letters2
International Review of Financial Analysis2
Pacific-Basin Finance Journal2
Economic Modelling2
International Review of Economics & Finance2
Journal of Multinational Financial Management2
Energies2

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

Recent works citing Seong-Min Yoon (2025 and 2024)

YearTitle of citing document
2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

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2024Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Li, Jian ; Chavas, Jean-Paul ; Wang, Linjie. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343541.

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2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Deb, Prokash ; Sawadgo, Wendiam ; Li, Wenying. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343809.

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2025Quantile Connectedness and Tail Risks: Interactions between Energy and Agricultural Markets. (2025). Albores, Isaac. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360695.

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2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

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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 ; Wilkinson, James T ; Kelter, Jacob. In: Papers. RePEc:arx:papers:2405.02480.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2408.09669.

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2024Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network. (2024). Cartlidge, John ; Bohorquez, Gonzalo. In: Papers. RePEc:arx:papers:2409.00742.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2024Approaching multifractal complexity in decentralized cryptocurrency trading. (2024). Zd, Stanislaw Dro ; Stanisz, Tomasz ; Kwapie, Jaroslaw ; Kr, Marcin ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2411.05951.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Papers. RePEc:arx:papers:2503.06599.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets. (2025). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2504.18960.

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2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

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2024Return and Volatility Properties Comparison of High-ESG Rating and Low-ESG Rating Exchange-traded Funds (ETFs). (2024). Prasetyo, Yogi Tri ; Young, Michael N ; Francis, John. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:2:p:55-75:d:347.

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2025Selected Monetary and Fiscal Factors and Exchange Rate Volatility: An Empirical Analysis of Money Supply, Inflation, Foreign Reserves and External Debt in East Africa Partner States. (2025). Kemboi, Isaacs ; Nganai, Simeon ; Sang, Dorcas Jepchirchir. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:67:p:587-599.

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2025Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84.

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

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2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

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2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

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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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2025Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war. (2025). Sangka, Khresna Bayu ; Rapih, Subroto ; Boungou, Whelsy ; Wahyono, Budi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00559.

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2024Oil Price Dynamics and Sectoral Indices in India €“ Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL. (2024). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-3.

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2024How Religiosity Affect Climate Change? A Cross-Country Analysis. (2024). Karim, Muhamad ; Agusalim, Lestari. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-17.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach. (2024). Durani, Farah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-71.

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2024Embracing Green Foreign Direct Investment in a Journey toward Global Sustainable Economy: An Empirical Approach Using Statistical Analysis. (2024). Ha, Le Thanh ; Bao, Ho Dinh ; Nhuong, Bui Huy. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-45.

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

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2024Electricity market price forecasting using ELM and Bootstrap analysis: A case study of the German and Finnish Day-Ahead markets. (2024). Loizidis, Stylianos ; Georghiou, George E ; Kyprianou, Andreas. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004410.

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2025Financial uncertainty shocks and systemic risk: Revealing the risk spillover from the oil market to the stock market. (2025). Yi, Heling ; Lyu, Yongjian ; Qin, Zhilong ; Li, Ding ; Zou, Yihan ; Yang, MO. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s0306261925000418.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2024Complex non-linear relationship between conventional and green bonds: Insights amidst COVID-19 and the RU–UA conflict. (2024). Koji, Milena ; Miti, Petar ; Schlter, Stephan ; Raki, Slobodan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000819.

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

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2024How does digital economy affect green technological innovation in China? New evidence from the “Broadband China” policy. (2024). Li, Yan ; Song, Shuxin ; Wen, Jun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1093-1112.

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2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

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2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

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2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

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2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

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2024Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Dong, Yizhe ; Sun, Mingli ; 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 ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Extreme connectedness and network across financial assets and commodity futures markets. (2024). Kang, Sang Hoon ; Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s106294082400024x.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024Diversification value of green Bonds: Fresh evidence from China. (2024). Huang, Ziling ; Zhou, You ; Lin, Lichao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001797.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213.

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2025Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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2025Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination. (2025). Yildirim, Ramazan ; ben Hamida, Hela ; Mejri, Sami ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002353.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions. (2025). Jayakumar, Manju ; Tripathy, Sasikanta ; Pradhan, Rudra P ; Samarakoon, S. M. R. K., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002663.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Identifying risk transmission in carbon, energy and metal markets: Evidence from a novel quantile frequency connectedness approach. (2025). Huang, Yuan ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002791.

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2025Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19. (2025). Han, Seungoh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000208.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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2025Multidimensional risk contagions in commodity markets: A multi-layer information networks method. (2025). Mi, Yunlong ; Zhu, Huan ; Wang, Zongrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s106294082500097x.

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2024Economic, environmental, and energy equity convergence: Evidence of a multi-speed Europe?. (2024). Rodriguez-Alvarez, Ana ; Llorca, Manuel. In: Ecological Economics. RePEc:eee:ecolec:v:219:y:2024:i:c:s0921800924000302.

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2025Assessing the regime-switching role of risk mitigation measures on agricultural vulnerability: A threshold analysis. (2025). Wen, Xiaojie ; Mennig, Philipp ; Sauer, Johannes. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s092180092400257x.

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2024Airline industry equities under external uncertainty shocks. (2024). Mahadeo, Scott ; Blampied, Nicols ; Romeo, Scott Mark. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004786.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2025Oil price shocks and airlines stock return and volatility – A GFEVD analysis. (2025). Zhang, Anming ; Cai, Yifei. In: Economics of Transportation. RePEc:eee:ecotra:v:41:y:2025:i:c:s2212012225000048.

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2025Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x.

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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). Zhao, Yanzhi ; Zhou, Yanan ; Ma, Xiaojun ; Dong, Qingli. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260.

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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhang, Yunhan ; Li, Yan ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007703.

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

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2024Sustainability of renewable energy in China: Enhanced strategic investment and displaced R&D expenditure. (2024). Lin, Boqiang ; Wang, Siquan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000203.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379.

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2024Do price caps assist monetary authorities to control inflation? Examining the impact of the natural gas price cap on TTF spikes. (2024). Gurdgiev, Constantin ; Pisera, Stefano ; Goodell, John W ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000677.

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2024Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Stefea, Petru ; Qin, Meng ; Liu, Fangying ; Norena-Chavez, Diego. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Xu, Yingying ; Shao, Xuefeng ; Tanasescu, Cristina. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853.

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2024Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Xiao, Xunyong ; Shan, Shan ; Kchouri, Bilal ; Li, Aixi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Unraveling the crystal ball: Machine learning models for crude oil and natural gas volatility forecasting. (2024). Tiwari, Aviral ; Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003165.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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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.
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2017OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers.
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2009VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET In: Theoretical and Applied Economics.
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2009FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET In: Theoretical and Applied Economics.
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2009VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES In: Theoretical and Applied Economics.
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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.
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2003Multifractal Features in the Foreign Exchange and Stock Markets In: Papers.
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2003Volatility and Returns in Korean Futures Exchange Markets In: Papers.
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2004Power Law Distributions in Korean Household Incomes In: Papers.
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2004Herd Behaviors in Financial Markets In: Papers.
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2004Multifractal Measures for the Yen-Dollar Exchange Rate In: Papers.
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2004Zipfs Law Distributions for Korean Stock Prices In: Papers.
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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.
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2004Power Law Distributions for Stock Prices in Financial Markets In: Papers.
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2005Dynamical Minority Games in Futures Exchange Markets In: Papers.
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2005Dynamical Stochastic Processes of Returns in Financial Markets In: Papers.
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2007Dynamical stochastic processes of returns in financial markets.(2007) In: Physica A: Statistical Mechanics and its Applications.
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2005Dynamical Structures of High-Frequency Financial Data In: Papers.
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2007Dynamical structures of high-frequency financial data.(2007) In: Physica A: Statistical Mechanics and its Applications.
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2011Monotone strong increases in risk and their comparative statics In: International Journal of Economic Theory.
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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]		article45
2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada In: Review of International Economics.
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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.
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2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: Post-Print.
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2018Multi-scale causality and extreme tail inter-dependence among housing prices In: Economic Modelling.
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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach In: Economic Modelling.
[Full Text][Citation analysis]		article12
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.
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2019Network connectedness and net spillover between financial and commodity markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article97
2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? In: The North American Journal of Economics and Finance.
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2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?.(2020) In: Post-Print.
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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]		article7
2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article62
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]		article15
2020Spillovers and diversification potential of bank equity returns from developed and emerging America.(2020) In: Post-Print.
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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]		article17
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]		article9
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
2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2017Cross-country determinants of economic policy uncertainty spillovers In: Economics Letters.
[Full Text][Citation analysis]		article73
2021Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices In: Energy Economics.
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2022Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model In: Energy Economics.
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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets In: Energy Economics.
[Full Text][Citation analysis]		article13
2009Forecasting volatility of crude oil markets In: Energy Economics.
[Full Text][Citation analysis]		article217
2013Modeling and forecasting the volatility of petroleum futures prices In: Energy Economics.
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2012Modelling and forecasting the volatility of petroleum futures prices.(2012) In: EcoMod2012.
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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.
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2014Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article182
2014Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers.
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2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate In: Energy Economics.
[Full Text][Citation analysis]		article53
2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets In: Energy Economics.
[Full Text][Citation analysis]		article342
2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management In: Energy Economics.
[Full Text][Citation analysis]		article52
2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea In: Energy Economics.
[Full Text][Citation analysis]		article49
2019FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis In: Energy Economics.
[Full Text][Citation analysis]		article36
2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 In: Energy Economics.
[Full Text][Citation analysis]		article77
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]		article89
2021OPEC news and jumps in the oil market In: Energy Economics.
[Full Text][Citation analysis]		article11
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks In: International Review of Financial Analysis.
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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 15		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]		article47
2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets In: Finance Research Letters.
[Full Text][Citation analysis]		article17
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]		article140
2019Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis In: Finance Research Letters.
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2023Can bonds hedge stock market risks? Green bonds vs conventional bonds In: Finance Research Letters.
[Full Text][Citation analysis]		article42
2024Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks In: Finance Research Letters.
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2019Time-frequency co-movements between the largest nonferrous metal futures markets In: Resources Policy.
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2021Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes In: Resources Policy.
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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities In: Resources Policy.
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2019Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article26
2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management.
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2019The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print.
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2022Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets In: Pacific-Basin Finance Journal.
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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets In: Pacific-Basin Finance Journal.
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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.
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2006Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates 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.
[Full Text][Citation analysis]		article38
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]		article28
2010Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article21
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]		article35
2011Structural changes and volatility transmission in crude oil markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article44
2011Changes of firm size distribution: The case of Korea In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
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]		article23
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]		article34
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]		article32
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.
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2019Financial crises and dynamic spillovers among Chinese stock and commodity futures markets 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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2021Tail dependence risk and spillovers between oil and food prices In: The Quarterly Review of Economics and Finance.
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2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests In: Renewable Energy.
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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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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets In: International Review of Economics & Finance.
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2024Interdependence between foreign exchange rate and international reserves: Fresh evidence from China In: Research in International Business and Finance.
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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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2023Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks 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.
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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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2024Dynamic connectedness among regional FinTech indices in times of turbulences 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.
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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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2024Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy 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 ΔCoVaR 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.
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