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~isPartOf:"International review of economics & finance : IREF"
~person:"Kang, Sang Hoon"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Schätzung"
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Finanzkrise
Prognoseverfahren
Risk measure
Schätzung
Aktienmarkt
2
Risikomaß
2
Stock market
2
Welt
2
World
2
BRICS
1
BRICS countries
1
BRICS-Staaten
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Big oil companies
1
Co-movement
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Commodity price
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Commodity prices
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Conditional value-at-risk
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Copulas
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Correlation
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Energy equity sectors
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Erdölindustrie
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Gold
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Korrelation
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Network spillovers
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Oil industry
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Spillover effect
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State space model
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Time series analysis
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VAR model
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VAR-Modell
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Value at risk
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Volatility
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Zeitreihenanalyse
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Kang, Sang Hoon
Garcia-Jorcano, Laura
2
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Sanchis-Marco, Lidia
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Al-Yahyaee, Khamis Hamed
1
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1
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
4
Pacific-Basin finance journal
2
Economic modelling
1
Finance research letters
1
International review of financial analysis
1
The Korean economic review
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
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2
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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