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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

Asymmetric volatility connectedness between Islamic stock and commodity markets

Suleman, Muhammad Tahir; McIver, Ron; Kang, Sang Hoon - In: Global finance journal 49 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012887176

A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets

Ur Rehman, Mobeen; Kang, Sang Hoon - In: Global finance journal 49 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012887193

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

Quantile dependencies and connectedness between stock and precious metals markets

Jain, Prachi; Maitra, Debasish; McIver, Ron; Kang, Sang Hoon - In: Journal of commodity markets 30 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014426833

Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis

Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; Vo … - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432490

Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility

Tabash, Mosab I.; Sheikh, Umaid A.; Mensi, Walid; Kang, … - In: Borsa Istanbul Review 24 (2024) 6, pp. 1146-1165

This study quantifies the shock transmission mechanism between the trade policy uncertainty (TPU) index and Sharia-compliant stock sectoral conditional volatility in the Gulf Cooperation Council (GCC) countries. We employ a comprehensive analysis that includes the time-domain extended joint and...

Persistent link: https://www.econbiz.de/10015152585

Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets

Mensi, Walid; Ziadat, Salem Adel; Vo Xuan Vinh; Kang, … - In: Computational economics 64 (2024) 4, pp. 2233-2262

Persistent link: https://www.econbiz.de/10015144010

Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets

Mensi, Walid; Vo Xuan Vinh; Kang, Sang Hoon - In: Computational economics 64 (2024) 6, pp. 3207-3242

Persistent link: https://www.econbiz.de/10015144197

COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications : evidence from China and US economies

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: International economics : the quarterly journal in … 180 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015166867