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Modelling inbound international tourism demand in small Pacific Island countries
Kumar, Nikeel; Kumar, Ronald Ravinesh; Patel, Arvind; … - In: Applied economics 52 (2020) 10, pp. 1031-1047
Persistent link: https://www.econbiz.de/10012197500
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Directional predictability and time-varying spillovers between stock markets and economic cycles
Bekiros, Stelios; Shahzad, Syed Jawad Hussain; … - In: Economic modelling 69 (2018), pp. 301-312
Persistent link: https://www.econbiz.de/10012016183
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Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga; Emirmahmutoglu, Furkan; Shahzad, Syed … - In: Applied economics 53 (2021) 7, pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
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Renewable energy consumption and industrial production : a disaggregated time-frequency analysis for the U.S.
Hoang, Thi Hong Van; Shahzad, Syed Jawad Hussain; … - In: Energy economics 85 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012510291
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Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility
Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21
Persistent link: https://www.econbiz.de/10012183298
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcements
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
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Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
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Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
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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