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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

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

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

Monotone strong increases in risk and their comparative statics

Ryu, Suyeol; Yoon, Seong-min - In: International journal of economic theory 7 (2011) 3, pp. 269-281

Persistent link: https://www.econbiz.de/10009299623

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

Tail dependence risk and spillovers between oil and food prices

Hanif, Waqas; Areola Hernandez, Jose; Shahzad, Syed … - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 195-209

Persistent link: https://www.econbiz.de/10012655347

Dynamic connectedness network in economic policy uncertainties

Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics letters 26 (2019) 1, pp. 74-78

Persistent link: https://www.econbiz.de/10012204132

Dependence structure between Bitcoin and economic policy uncertainty : evidence from time-frequency quantile-dependence methods

Nasreen, Samia; Tiwari, Aviral Kumar; Jiang, Zhuhua; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-14

In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October 2013 to 31...

Persistent link: https://www.econbiz.de/10013368334

Can bonds hedge stock market risks? : green bonds vs conventional bonds

Dong, Xiyong; Xiong, Youlin; Nie, Siyue; Yoon, Seong-min - In: Finance research letters 52 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472201