עקוב אחר
SANG HOON Kang
SANG HOON Kang
כתובת אימייל מאומתת בדומיין pusan.ac.kr
כותרת
צוטט על ידי
צוטט על ידי
שנה
Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
SH Kang, R McIver, SM Yoon
Energy Economics 62, 19-32, 2017
5382017
Forecasting volatility of crude oil markets
SH Kang, SM Kang, SM Yoon
Energy Economics 31 (1), 119-125, 2009
4722009
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
W Mensi, A Sensoy, XV Vo, SH Kang
Resources Policy 69, 101829, 2020
2622020
Global financial crisis and spillover effects among the US and BRICS stock markets
W Mensi, S Hammoudeh, DK Nguyen, SH Kang
International Review of Economics & Finance 42, 257-276, 2016
2392016
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
W Mensi, S Hammoudeh, IMW Al-Jarrah, A Sensoy, SH Kang
Energy Economics 67, 454-475, 2017
1852017
Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach
W Mensi, B Hkiri, KH Al-Yahyaee, SH Kang
International Review of Economics & Finance 54, 74-102, 2018
1592018
Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia
W Mensi, S Hammoudeh, SH Kang
Economic Modelling 51, 340-358, 2015
1572015
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
W Mensi, FZ Boubaker, KH Al-Yahyaee, SH Kang
Finance Research Letters 25, 230-238, 2018
1552018
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum
W Mensi, KH Al-Yahyaee, SH Kang
Finance Research Letters 29, 222-230, 2019
1542019
Modeling and forecasting the volatility of petroleum futures prices
SH Kang, SM Yoon
Energy Economics 36, 354-362, 2013
1522013
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
W Mensi, AR Al Rababa'a, XV Vo, SH Kang
Energy Economics 98, 105262, 2021
1482021
Network connectedness and net spillover between financial and commodity markets
SM Yoon, M Al Mamun, GS Uddin, SH Kang
The North American Journal of Economics and Finance 48, 801-818, 2019
1472019
Co-movements between Bitcoin and Gold: A wavelet coherence analysis
SH Kang, RP McIver, JA Hernandez
Physica A: Statistical Mechanics and its Applications 536, 120888, 2019
1352019
Geopolitical risk, uncertainty and Bitcoin investment
M Al Mamun, GS Uddin, MT Suleman, SH Kang
Physica A: Statistical Mechanics and Its Applications 540, 123107, 2020
1322020
Weather effects on returns: Evidence from the Korean stock market
SM Yoon, SH Kang
Physica A: Statistical Mechanics and its Applications 388 (5), 682-690, 2009
1292009
The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model
SH Kang, F Islam, AK Tiwari
Structural Change and Economic Dynamics 50, 90-101, 2019
1242019
Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model
AK Tiwari, ID Raheem, SH Kang
Physica A: Statistical Mechanics and Its Applications 535, 122295, 2019
1222019
Connectedness network and dependence structure mechanism in green investments
AI Lundgren, A Milicevic, GS Uddin, SH Kang
Energy Economics 72, 145-153, 2018
1222018
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications
W Mensi, KH Al-Yahyaee, SH Kang
Resources Policy 53, 88-102, 2017
1132017
Long memory properties in return and volatility: Evidence from the Korean stock market
SH Kang, SM Yoon
Physica A: Statistical Mechanics and its Applications 385 (2), 591-600, 2007
1122007
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מאמרים 1–20