Seong-Min Yoon : Citation Profile


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

27

H index

56

i10 index

2563

Citations

RESEARCH PRODUCTION:

120

Articles

29

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 116
   Journals where Seong-Min Yoon has often published
   Relations with other researchers
   Recent citing documents: 310.    Total self citations: 58 (2.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo53
   Updated: 2025-03-22    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)

Alshater, Muneer (2)

Vo, Xuan Vinh (2)

Pierdzioch, Christian (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 (95)

Tiwari, Aviral (89)

Shahzad, Syed Jawad Hussain (43)

Bouri, Elie (34)

Vo, Xuan Vinh (33)

Demirer, Riza (32)

Nguyen, Duc Khuong (27)

Uddin, Gazi (26)

Umar, Zaghum (25)

Ji, Qiang (23)

lucey, brian (21)

Cites to:

Nguyen, Duc Khuong (123)

Hammoudeh, Shawkat (119)

Mensi, walid (78)

Reboredo, Juan (70)

GUPTA, RANGAN (68)

Engle, Robert (65)

Bollerslev, Tim (61)

Tiwari, Aviral (58)

Diebold, Francis (56)

lucey, brian (55)

Yilmaz, Kamil (52)

Main data


Production by document typepaperarticle200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320240200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 27Most cited documents12345678910111213141516171819202122232425262728290200400Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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
East Asian Economic Review3
International Journal of Finance & Economics3
Resources Policy3
Korean Economic Review3
IJFS3
International Review of Financial Analysis2
International Review of Economics & Finance2
Review of International Economics2
Journal of Multinational Financial Management2
Economic Modelling2
Applied Economics Letters2
Energies2
Pacific-Basin Finance Journal2

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)


Year  ↓Title of citing document  ↓
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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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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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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2024.

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2024.

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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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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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2024.

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

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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). Garcin, Matthieu ; Brouty, Xavier. 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, Lingxiao ; Wen, Jun ; Song, Shuxin. 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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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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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. 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). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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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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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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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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2024Climate risk performance and returns integration of Chinese listed energy companies. (2024). Zhao, Wanli ; Li, Yan ; Zhang, Yunhan ; 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 ; 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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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 ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. 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). Pisera, Stefano ; Paltrinieri, Andrea ; Gurdgiev, Constantin ; Goodell, John W. 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). Norena-Chavez, Diego ; Stefea, Petru ; Qin, Meng ; Liu, Fangying. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein 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). Ye, Jing ; Xue, Minggao ; 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 ; Enilov, Martin ; Zhou, Xiaoran. 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). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying. 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). Shan, Shan ; Kchouri, Bilal ; Li, Aixi ; Xiao, Xunyong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518.

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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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2024Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives. (2024). Hossain, Mohammad Razib ; Sharma, Gagan Deep ; Dev, Dhairya ; Rao, Amar ; Kharbanda, Aeshna. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004444.

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2024Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894.

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2024Return and volatility spillovers between the raw material and electric vehicles markets. (2024). Zilberman, David ; Petit, Mathieu ; Janda, Karel ; Alekseev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005164.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

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2024Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants. (2024). Dong, Xiyong ; Zhang, John F. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005437.

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2024Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x.

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2024Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619.

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2024Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005760.

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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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2024Spillovers and dependency between green finance and traditional energy markets under different market conditions. (2024). Qin, Zhongfeng ; Wu, Ruirui ; Li, Bin. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002830.

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2024COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches. (2024). Qi, Haozhi ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030049.

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2024A novel hybrid model with two-layer multivariate decomposition for crude oil price forecasting. (2024). Sun, Jingyun ; Zhao, Zhengling ; Wang, Shouyang. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031341.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Rothovius, Timo ; Bouri, Elie ; Dutta, Anupam ; Uddin, Gazi Salah ; Azoury, Nehme. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2024Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wen, Fenghua ; Wang, Kangsheng. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?. (2024). Moldovan, Nicoleta-Claudia ; Qin, Meng ; Cao, Fangzhi ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024253.

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2024Volatility spillover between carbon market and related markets in time-frequency domain based on BEKK-GARCH and complex network analysis. (2024). Lan, Yuqiao ; Zhao, Yuanqi ; Huang, Zhehao ; Chen, Juntao. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031190.

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2024Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218.

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2024Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Time-frequency extreme risk spillovers between COVID-19 news-based panic sentiment and stock market volatility in the multi-layer network: Evidence from the RCEP countries. (2024). Xiong, Xiong ; Shi, Yongdong ; Li, Yanshuang ; Yi, Shangkun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002710.

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2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

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2024Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174.

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

Works by Seong-Min Yoon:


Year  ↓Title  ↓Type  ↓Cited  ↓
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.
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2003Herd Behavior of Returns in the Futures Exchange Market In: Papers.
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2003Herd Behaviors in the Stock and Foreign Exchange Markets In: Papers.
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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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paper3
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.
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2004Dynamical Volatilities for Yen-Dollar Exchange Rates In: Papers.
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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.
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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.
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2019Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies 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: 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.
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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.
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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.
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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.
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2020Why cryptocurrency markets are inefficient: The impact of liquidity and volatility In: The North American Journal of Economics and Finance.
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2020Spillovers and diversification potential of bank equity returns from developed and emerging America In: The North American Journal of Economics and Finance.
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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.
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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.
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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.
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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.
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2017Cross-country determinants of economic policy uncertainty spillovers In: Economics Letters.
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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.
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2009Forecasting volatility of crude oil markets In: Energy Economics.
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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.
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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.
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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets In: Energy Economics.
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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management In: Energy Economics.
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2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea In: Energy Economics.
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2019FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis In: Energy Economics.
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2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 In: Energy Economics.
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2020Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis In: Energy Economics.
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2021OPEC news and jumps in the oil market In: Energy Economics.
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article10
2020OPEC News and Jumps in the Oil Market.(2020) In: Working Papers.
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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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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor In: International Review of Financial Analysis.
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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets In: Finance Research Letters.
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article16
2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets In: Finance Research Letters.
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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.
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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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article22
2019Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management.
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article23
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.
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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.
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2008Long memory features in the high frequency data of the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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article22
2009Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets In: Physica A: Statistical Mechanics and its Applications.
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article21
2009Weather effects on returns: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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article27
2010Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications.
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article19
2010Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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article5
2010Long memory volatility in Chinese stock markets In: Physica A: Statistical Mechanics and its Applications.
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article35
2011Structural changes and volatility transmission in crude oil markets In: Physica A: Statistical Mechanics and its Applications.
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article43
2011Changes of firm size distribution: The case of Korea In: Physica A: Statistical Mechanics and its Applications.
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article7
2013Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications.
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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.
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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.
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article32
2018A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications.
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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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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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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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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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