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SANG HOON Kang
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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
1832017
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
1112007
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