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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

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

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

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

Modeling time-varying correlations in volatility between BRICS and commodity markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723

Persistent link: https://www.econbiz.de/10011594437

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

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

Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?

Hanif, Waqas; Hernandez, Jose Arreola; Sadorsky, Perry A.; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012659565

Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries : two types of wavelet analysis

Jiang, Zhuhua; Yoon, Seong-min - In: Energy economics 90 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012517570

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