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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
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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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Who leads the inflation cycle in Europe? : inflation cycle and spillover influence among Eurozone and non-Eurozone economies
Kang, Sang Hoon; Hernandez, Jose Arreola; Yoon, Seong-min - In: International economics : a journal published by CEPII … 160 (2019), pp. 56-71
Persistent link: https://www.econbiz.de/10012318865
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Spillovers and diversification potential of bank equity returns from developed and emerging America
Hernandez, Jose Arreola; Kang, Sang Hoon; Shahzad, Syed … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012663713
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Nonlinear spillover and portfolio allocation characteristics of energy equity sectors : evidence from the United States and Canada
Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Review of international economics 30 (2022) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10012815802
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Impact of food price volatility on the US restaurant sector
Uddin, Mohammed Gazi Salah; Hernandez, Jose Arreola; … - In: Applied economics 52 (2020) 39, pp. 4250-4262
Persistent link: https://www.econbiz.de/10012259027
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Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas; Hernandez, Jose Arreola; Kang, Sang Hoon; … - In: International review of economics & finance : IREF 92 (2024), pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
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Network interdependence and optimization of bank portfolios from developed and emerging Asia Pacific countries
Hernandez, Jose Arreola; Kang, Sang Hoon; McIver, Ron; … - In: Asia Pacific financial markets 28 (2021) 4, pp. 613-647
Persistent link: https://www.econbiz.de/10012697534
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Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 53 (2021) 12, pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
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Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon; Hernandez, Jose Arreola; Sadorsky, Perry A. - In: Energy economics 99 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012939407