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Nexus between Oil Shocks and A...
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Aktienmarkt
Volatility
109
Volatilität
109
Welt
108
World
108
Spillover effect
106
Spillover-Effekt
105
Stock market
89
Portfolio selection
64
Portfolio-Management
64
Virtual currency
57
Virtuelle Währung
57
Coronavirus
53
Börsenkurs
51
Share price
51
ARCH model
45
ARCH-Modell
45
Hedging
44
COVID-19
43
Estimation
38
Schätzung
38
Risiko
36
Risk
36
Oil price
32
Ölpreis
32
Financial crisis
29
Finanzkrise
27
Nachhaltige Kapitalanlage
24
Sustainable investment
24
Theorie
24
Theory
24
Anleihe
23
Bond
23
Capital income
22
Kapitaleinkommen
22
USA
22
United States
22
Commodity derivative
21
Risikomanagement
21
Risk management
21
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Undetermined
56
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25
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6
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75
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74
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74
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1
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1
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English
89
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Kang, Sang Hoon
59
Mensi, Walid
34
Vo Xuan Vinh
24
Naeem, Muhammad Abubakr
22
Yoon, Seong-min
16
Karim, Sitara
13
Hammoudeh, Shawkat
7
Ziadat, Salem Adel
6
Al-Yahyaee, Khamis Hamed
5
Yousaf, Imran
5
Al Kharusi, Sami
4
Farid, Saqib
4
Hasan, Mudassar
4
Lucey, Brian M.
4
Nekhili, Ramzi
4
Ur Rehman, Mobeen
4
Al Rababa'a, Abdel Razzaq
3
Balli, Faruk
3
Balli, Hatice Ozer
3
Chatziantoniou, Ioannis
3
Gabauer, David
3
Hanif, Waqas
3
Ko, Hee-Un
3
Maitra, Debasish
3
McIver, Ron
3
Sensoy, Ahmet
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Shahzad, Syed Jawad Hussain
3
Taghizadeh-Hesary, Farhad
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Troster, Victor
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Uddin, Mohammed Gazi Salah
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Alawi, Suha Mahmoud
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Arif, Muhammad
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Bouri, Elie
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Gregory-Allen, Russell B.
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Kang, Sanghoon
2
Khan, Shabeer
2
Muhammad Shafiullah
2
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2
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2
mensi, walid
2
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Energy economics
6
Finance research letters
6
International review of economics & finance : IREF
6
Research in international business and finance
6
The North American journal of economics and finance : a journal of financial economics studies
5
International review of financial analysis
4
Pacific-Basin finance journal
4
Borsa Istanbul Review
3
Computational economics
3
Financial innovation : FIN
3
International journal of emerging markets
3
Applied economics
2
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
2
Korea and the world economy
2
The Korean economic review
2
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Climate change economics : CCE
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Financial modeling and risk management of energy and environmental instruments and derivates
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International journal of Islamic and Middle Eastern finance and management
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ECONIS (ZBW)
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1
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:
2
Quantile dependencies and connectedness between stock and precious metals markets
Jain, Prachi
;
Maitra, Debasish
;
McIver, Ron
;
Kang, Sang Hoon
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014426833
Saved in:
3
Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets
Mensi, Walid
;
Ziadat, Salem Adel
;
Vo Xuan Vinh
;
Kang, …
- In:
Computational economics
64
(
2024
)
4
,
pp. 2233-2262
Persistent link: https://www.econbiz.de/10015144010
Saved in:
4
Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets
Mensi, Walid
;
Vo Xuan Vinh
;
Kang, Sang Hoon
- In:
Computational economics
64
(
2024
)
6
,
pp. 3207-3242
Persistent link: https://www.econbiz.de/10015144197
Saved in:
5
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Vo Xuan Vinh
; …
- In:
International economics : the quarterly journal in …
180
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10015166867
Saved in:
6
Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
Mensi, Walid
;
Hammoudeh, Shawkat
;
Vo Xuan Vinh
;
Kang, …
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012820834
Saved in:
7
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Vo Xuan Vinh
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
8
Value-at-risk analysis for Asian emerging markets : asymmetry and fat tails in returns innovation
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 387-411
Persistent link: https://www.econbiz.de/10003926834
Saved in:
9
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
10
Non-periodic cycles and long memory property in the Korean stock market
Yoon, Seong-min
;
Kang, Sang Hoon
- In:
The journal of the Korean economy
9
(
2008
)
3
,
pp. 403-424
Persistent link: https://www.econbiz.de/10009776751
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