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Physica A: Statistical Mechanics and its Applications
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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1
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : Evidence from the United States and Canada
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Review of International Economics
30
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012636836
Saved in:
2
Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
International Journal of Finance & Economics
25
(
2020
)
2
,
pp. 261-273
Persistent link: https://www.econbiz.de/10012189239
Saved in:
3
Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach
Al‐Yahyaee, Khamis Hamed
;
Shahzad, Syed Jawad Hussain
; …
- In:
International Journal of Finance & Economics
26
(
2020
)
2
,
pp. 2904-2926
Persistent link: https://www.econbiz.de/10012273250
Saved in:
4
Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 678-696
Persistent link: https://www.econbiz.de/10012407021
Saved in:
5
Spillovers and portfolio optimization of precious metals and global/regional equity markets
Hernandez, Jose Arreola
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
54
(
2022
)
20
,
pp. 2320-2342
Persistent link: https://www.econbiz.de/10012875943
Saved in:
6
Effect of weather and environmental attentions on financial system risks : evidence from Chinese high- and low-carbon assets
Dong, Xiyong
;
Yoon, Seong-min
- In:
Energy economics
121
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014438773
Saved in:
7
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
8
Does uncertainty affect the relationship between green bond and carbon markets?
Kim, BuKwon
;
Dong, Xiyong
;
Yoon, Seong-min
- In:
Finance research letters
70
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015194464
Saved in:
9
Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint
Dong, Xiyong
;
Jiang, Zhuhua
;
Yoon, Seong-min
- In:
Finance research letters
70
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015195371
Saved in:
10
Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Mensi, Walid
; …
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
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