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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

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

Sudden changes and persistence in volatility of Korean equity sector returns

Kang, Sang Hoon; Yoon, Seong-min - In: The Korean economic review 26 (2010) 2, pp. 431-451

Persistent link: https://www.econbiz.de/10009152033

Revisited return and volatility spillover effect in Korea

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 14 (2013) 1, pp. 121-145

Persistent link: https://www.econbiz.de/10010227761

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32

Persistent link: https://www.econbiz.de/10011748013

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

Impact of macroeconomic factors and country risk ratings on GCC stock markets : evidence from a dynamic panel threshold model with regime switching

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min; … - In: Applied economics 49 (2017) 13, pp. 1255-1272

Persistent link: https://www.econbiz.de/10011813539

Cross-country determinants of economic policy uncertainty spillovers

Balli, Faruk; Uddin, Mohammed Gazi Salah; Mudassar, Hasan; … - In: Economics letters 156 (2017), pp. 179-183

Persistent link: https://www.econbiz.de/10011822400

Dynamic Risk Spillovers from Oil to Stock Markets : Fresh Evidence from GARCH Copula Quantile Regression Based Covar Model

Tian, Maoxi; Alshater, Muneer Maher; Yoon, Seong-min - 2022

This study proposes a GARCH copula quantile regression model to capture the downside and upside tail dependence between oil price change and stock market returns at different risk levels. In the model, ten copulas are provided to measure the nonlinearity of the tail dependence with the marginal...

Persistent link: https://www.econbiz.de/10013292486

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

Mensi, Walid; Lee, Yun-Jung; Vo Xuan Vinh; Yoon, Seong-min - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10012822250