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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

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

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

Price and volatility transmission between ADRs and their underlying stocks : evidence from the Korean case

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 12 (2011) 1, pp. 99-116

Persistent link: https://www.econbiz.de/10009754257

Intraday price and volatility spillovers between Japanese and Korean stock markets

Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207

Persistent link: https://www.econbiz.de/10010414245

The global financial crisis and the integration of emerging stock markets in Asia

Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 15 (2011) 4, pp. 49-73

Persistent link: https://www.econbiz.de/10009426743

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

Dynamic spillovers between Shanghai and London nonferrous metal futures markets

Kang, Sang Hoon; Yoon, Seong-min - In: Finance research letters 19 (2016), pp. 181-188

Persistent link: https://www.econbiz.de/10011657617

Price and Volatility Transmission between ADRs and Their Underlying Stocks : Evidence from the Korean Case

Kang, Sang Hoon - 2016

This study investigates the spillover effect of price returns and volatility between ADRs and their underlying Korean stocks, employing a Granger causality test and a bivariate GARCH model. First, the empirical results of Granger causality test suggest bi-directional transmission of price...

Persistent link: https://www.econbiz.de/10013000615

Directional spillover effects between ASEAN and world stock markets

Kang, Sang Hoon; Uddin, Mohammed Gazi Salah; Troster, Victor - In: Journal of multinational financial management 52/53 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012314802

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