27
H index
56
i10 index
2563
Citations
Pusan National University (95% share) | 27 H index 56 i10 index 2563 Citations RESEARCH PRODUCTION: 120 Articles 29 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Seong-Min Yoon. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 15 |
Post-Print / HAL | 6 |
Working Papers / University of Pretoria, Department of Economics | 4 |
Year ![]() | Title of citing document ![]() | |
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2024 | Uncovering 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. Full description at Econpapers || Download paper | |
2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2025 | Multiscale 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Return 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. Full description at Econpapers || Download paper | |
2024 | On 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. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992. Full description at Econpapers || Download paper | |
2024 | TVP-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. Full description at Econpapers || Download paper | |
2024 | Electricity 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. Full description at Econpapers || Download paper | |
2024 | Complex 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. Full description at Econpapers || Download paper | |
2024 | Fractal 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Dynamic 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Frequency 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. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | ETFs 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. Full description at Econpapers || Download paper | |
2024 | Optimistic 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Diversification 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. Full description at Econpapers || Download paper | |
2024 | Economic, 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. Full description at Econpapers || Download paper | |
2025 | Assessing 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. Full description at Econpapers || Download paper | |
2024 | Airline 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. Full description at Econpapers || Download paper | |
2024 | Connectivity 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. Full description at Econpapers || Download paper | |
2024 | Risk 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. Full description at Econpapers || Download paper | |
2024 | Climate 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. Full description at Econpapers || Download paper | |
2024 | Tail 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. Full description at Econpapers || Download paper | |
2024 | Sustainability 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. Full description at Econpapers || Download paper | |
2024 | Spillover 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. Full description at Econpapers || Download paper | |
2024 | Evaluating 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. Full description at Econpapers || Download paper | |
2024 | Do 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. Full description at Econpapers || Download paper | |
2024 | Geopolitical 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Quantile 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Tracing 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. Full description at Econpapers || Download paper | |
2024 | Energy 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. Full description at Econpapers || Download paper | |
2024 | Attention 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. Full description at Econpapers || Download paper | |
2024 | Mapping 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. Full description at Econpapers || Download paper | |
2024 | Shock 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. Full description at Econpapers || Download paper | |
2024 | Empowering 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Return 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | Proof-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. Full description at Econpapers || Download paper | |
2024 | Heterogeneity 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. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2024 | Safe 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. Full description at Econpapers || Download paper | |
2024 | Extreme 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. Full description at Econpapers || Download paper | |
2024 | Is 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. Full description at Econpapers || Download paper | |
2024 | Spillovers 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. Full description at Econpapers || Download paper | |
2024 | COVID-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. Full description at Econpapers || Download paper | |
2024 | A 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. Full description at Econpapers || Download paper | |
2024 | Does 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. Full description at Econpapers || Download paper | |
2024 | Asymmetric 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Oil 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Volatility 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Economic 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. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency 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. Full description at Econpapers || Download paper | |
2024 | Diversification, 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. Full description at Econpapers || Download paper | |
2024 | Examining 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. Full description at Econpapers || Download paper | |
2024 | To 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. Full description at Econpapers || Download paper | |
2024 | Time-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. Full description at Econpapers || Download paper | |
2024 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Energy 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. Full description at Econpapers || Download paper | |
2024 | Connectedness 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. Full description at Econpapers || Download paper | |
2024 | Multiscale 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2019 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
2017 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2009 | VOLATILITY DYNAMICS OF EURO–DOLLAR FOREIGN EXCHANGE MARKET In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
2009 | FORECASTING LONG-MEMORY VOLATILITY OF THE AUSTRALIAN FUTURES MARKET In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
2009 | VALUE-AT-RISK ANALYSIS OF KOSPI 200 SECTOR INDICES In: Theoretical and Applied Economics. [Full Text][Citation analysis] | article | 0 |
2002 | Dynamical Behavior of Continuous Tick Data in Futures Exchange Market In: Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | Herd Behavior of Returns in the Futures Exchange Market In: Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Herd Behaviors in the Stock and Foreign Exchange Markets In: Papers. [Full Text][Citation analysis] | paper | 7 |
2004 | Herd behaviors in the stock and foreign exchange markets.(2004) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2003 | Multifractal Features in the Foreign Exchange and Stock Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2003 | Volatility and Returns in Korean Futures Exchange Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Power Law Distributions in Korean Household Incomes In: Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Herd Behaviors in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Multifractal Measures for the Yen-Dollar Exchange Rate In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Zipfs Law Distributions for Korean Stock Prices In: Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Phase Transition of Dynamical Herd Behaviors in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Dynamical Volatilities for Yen-Dollar Exchange Rates In: Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | Dynamical volatilities for yen–dollar exchange rates.(2006) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2004 | Power Law Distributions for Stock Prices in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Dynamical Minority Games in Futures Exchange Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Dynamical Stochastic Processes of Returns in Financial Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Dynamical stochastic processes of returns in financial markets.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2005 | Dynamical Structures of High-Frequency Financial Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Dynamical structures of high-frequency financial data.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2011 | Monotone strong increases in risk and their comparative statics In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
2016 | Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models In: Review of International Economics. [Full Text][Citation analysis] | article | 39 |
2022 | Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Structural 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] | article | 6 |
2019 | Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies In: International Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | Multi-scale causality and extreme tail inter-dependence among housing prices In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2019 | What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
2018 | OPEC 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] | article | 18 |
2017 | OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2019 | Network connectedness and net spillover between financial and commodity markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 80 |
2020 | Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
2020 | Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Why cryptocurrency markets are inefficient: The impact of liquidity and volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 43 |
2020 | Spillovers 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] | article | 13 |
2020 | Spillovers and diversification potential of bank equity returns from developed and emerging America.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | Does 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] | article | 12 |
2021 | How 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] | article | 6 |
2021 | How 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] | article | 8 |
2023 | Upside/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] | article | 2 |
2017 | Cross-country determinants of economic policy uncertainty spillovers In: Economics Letters. [Full Text][Citation analysis] | article | 71 |
2021 | Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices In: Energy Economics. [Full Text][Citation analysis] | article | 54 |
2022 | Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2009 | Forecasting volatility of crude oil markets In: Energy Economics. [Full Text][Citation analysis] | article | 207 |
2013 | Modeling and forecasting the volatility of petroleum futures prices In: Energy Economics. [Full Text][Citation analysis] | article | 69 |
2012 | Modelling and forecasting the volatility of petroleum futures prices.(2012) In: EcoMod2012. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
2014 | How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process In: Energy Economics. [Full Text][Citation analysis] | article | 67 |
2014 | Dynamic spillovers among major energy and cereal commodity prices In: Energy Economics. [Full Text][Citation analysis] | article | 170 |
2014 | Dynamic spillovers among major energy and cereal commodity prices.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 170 | paper | |
2015 | Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
2017 | Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 301 |
2018 | Impact of oil price risk on sectoral equity markets: Implications on portfolio management In: Energy Economics. [Full Text][Citation analysis] | article | 50 |
2019 | Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea In: Energy Economics. [Full Text][Citation analysis] | article | 40 |
2019 | FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis In: Energy Economics. [Full Text][Citation analysis] | article | 32 |
2019 | Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 In: Energy Economics. [Full Text][Citation analysis] | article | 64 |
2020 | Dynamic 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] | article | 77 |
2021 | OPEC news and jumps in the oil market In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2020 | OPEC News and Jumps in the Oil Market.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2018 | Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2021 | Spillovers 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] | article | 37 |
2016 | Dynamic spillovers between Shanghai and London nonferrous metal futures markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2018 | Efficiency, 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] | article | 124 |
2019 | Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 58 |
2023 | Can bonds hedge stock market risks? Green bonds vs conventional bonds In: Finance Research Letters. [Full Text][Citation analysis] | article | 26 |
2024 | Macroeconomic 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. [Full Text][Citation analysis] | article | 2 |
2019 | Time-frequency co-movements between the largest nonferrous metal futures markets In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
2021 | Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes In: Resources Policy. [Full Text][Citation analysis] | article | 7 |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities In: Resources Policy. [Full Text][Citation analysis] | article | 22 |
2019 | Directional spillover effects between ASEAN and world stock markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 23 |
2019 | The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 4 |
2019 | The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
2024 | Switching spillovers and connectedness between Sukuk and international Islamic stock markets In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2004 | Multifractal features of financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2004 | Dynamics of the minority game for patients In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2006 | Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2007 | Long memory properties in return and volatility: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 38 |
2008 | Long memory features in the high frequency data of the Korean stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 22 |
2009 | Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 21 |
2009 | Weather effects on returns: Evidence from the Korean stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 27 |
2010 | Weather effects on the returns and volatility of the Shanghai stock market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
2010 | Contemporaneous 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] | article | 5 |
2010 | Long memory volatility in Chinese stock markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 35 |
2011 | Structural changes and volatility transmission in crude oil markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 43 |
2011 | Changes of firm size distribution: The case of Korea In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2013 | Intraday 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] | article | 23 |
2017 | Global 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] | article | 34 |
2017 | A 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] | article | 32 |
2018 | A wavelet analysis of co-movements in Asian gold markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2018 | Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 11 |
2019 | Financial crises and dynamic spillovers among Chinese stock and commodity futures markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 37 |
2020 | Inflation cycle synchronization in ASEAN countries In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2020 | Inflation cycle synchronization in ASEAN countries.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2021 | Tail dependence risk and spillovers between oil and food prices In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 16 |
2022 | On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests In: Renewable Energy. [Full Text][Citation analysis] | article | 8 |
2014 | Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 30 |
2024 | Interdependence and spillovers between big oil companies and regional and global energy equity markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Interdependence between foreign exchange rate and international reserves: Fresh evidence from China In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2014 | Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Dynamic Spillover and Hedging among Carbon, Biofuel and Oil In: Energies. [Full Text][Citation analysis] | article | 13 |
2020 | Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach In: Energies. [Full Text][Citation analysis] | article | 10 |
2022 | Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods In: IJFS. [Full Text][Citation analysis] | article | 0 |
2019 | The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns In: IJFS. [Full Text][Citation analysis] | article | 0 |
2020 | Investor Sentiment and Herding Behavior in the Korean Stock Market In: IJFS. [Full Text][Citation analysis] | article | 10 |
2020 | Relationship between International Reserves and FX Rate Movements In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2020 | Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach In: Sustainability. [Full Text][Citation analysis] | article | 6 |
2021 | Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market In: Sustainability. [Full Text][Citation analysis] | article | 4 |
2021 | Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan In: Sustainability. [Full Text][Citation analysis] | article | 7 |
2021 | The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange In: Sustainability. [Full Text][Citation analysis] | article | 0 |
2022 | Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2023 | Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks In: Sustainability. [Full Text][Citation analysis] | article | 1 |
2021 | Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
2020 | Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics. [Full Text][Citation analysis] | article | 13 |
2008 | Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market In: Korean Economic Review. [Full Text][Citation analysis] | article | 4 |
2009 | Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation In: Korean Economic Review. [Full Text][Citation analysis] | article | 2 |
2010 | Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns In: Korean Economic Review. [Full Text][Citation analysis] | article | 0 |
2016 | Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 31 |
2018 | Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange In: Working Papers. [Citation analysis] | paper | 0 |
2011 | The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia In: East Asian Economic Review. [Full Text][Citation analysis] | article | 5 |
2009 | Modeling and Forecasting the Volatility of Eastern European Emerging Markets In: East Asian Economic Review. [Full Text][Citation analysis] | article | 0 |
2007 | A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets In: East Asian Economic Review. [Full Text][Citation analysis] | article | 2 |
2019 | Dynamic connectedness network in economic policy uncertainties In: Applied Economics Letters. [Full Text][Citation analysis] | article | 17 |
2024 | Dynamic connectedness among regional FinTech indices in times of turbulences In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
2017 | Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
2017 | Are exchange rates interdependent? Evidence using wavelet analysis In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2020 | Impact of food price volatility on the US restaurant sector In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Regional and copula estimation effects on EU and US energy equity portfolios In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Spillovers and portfolio optimization of agricultural commodity and global equity markets In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2021 | Financial instability and environmental degradation: a panel data investigation In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Spillovers and portfolio optimization of precious metals and global/regional equity markets In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Herding behaviour in Korea’s cryptocurrency market In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2022 | The influence of oil, gold and stock market index on US equity sectors In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2024 | Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 13 |
2021 | Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2012 | Can We Predict Exchange Rate Movements at Short Horizons? In: Journal of Forecasting. [Citation analysis] | article | 2 |
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