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Dynamic linkages between developed and BRICS stock markets : portfolio risk analysis

Mensi, Walid; Hammoudeh, Shawkat; Kang, Sang Hoon - In: Finance research letters 21 (2017), pp. 26-33

Persistent link: https://www.econbiz.de/10011807276

Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets

Mensi, Walid; Hammoudeh, Shawkat; Ur Rehman, Mobeen; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012659807

Asymmetric multifractality and dynamic efficiency in DeFi markets

Mensi, Walid; Kumar, Anoop S.; Vo Xuan Vinh; Kang, Sang Hoon - In: Journal of economics and finance : JEF 48 (2024) 2, pp. 280-297

Persistent link: https://www.econbiz.de/10015097310

Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks

Alomari, Mohammed; Selmi, Refk; Mensi, Walid; Ko, Hee-Un; … - In: The quarterly review of economics and finance 93 (2024), pp. 210-228

Persistent link: https://www.econbiz.de/10014494645

Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression

Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; Vo … - In: Energy economics 136 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015046934

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

Modeling and forecasting the volatility of petroleum futures prices

Kang, Sang Hoon; Yoon, Seong-min - In: Energy economics 36 (2013), pp. 354-362

Persistent link: https://www.econbiz.de/10009724686

Oil Price and the Automobile Industry : Dynamic Connectedness and Portfolio Implications with Downside Risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon - 2022

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

Persistent link: https://www.econbiz.de/10013302035

Bitcoin as hedge or safe haven : evidence from stock, currency, bond and derivatives markets

Kang, Sang Hoon; Yoon, Seong-min; Bekiros, Stelios; … - In: Computational economics 56 (2020) 2, pp. 529-545

Persistent link: https://www.econbiz.de/10012272046

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