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~person:"Yoon, Seong-min"
~subject:"ARCH model"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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ARCH model
Oil price
Prognoseverfahren
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Stock market
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Volatility
37
Volatilität
37
ARCH-Modell
20
Aktienmarkt
15
Estimation
14
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14
Spillover effect
14
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14
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32
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Yoon, Seong-min
Gupta, Rangan
206
McAleer, Michael
194
Caporale, Guglielmo Maria
115
Ma, Feng
92
Bollerslev, Tim
80
Bouri, Elie
77
Chang, Chia-Lin
77
Diebold, Francis X.
67
Hammoudeh, Shawkat
59
Spagnolo, Nicola
56
Tiwari, Aviral Kumar
53
Pierdzioch, Christian
52
Andersen, Torben
50
Caporin, Massimiliano
47
Koopman, Siem Jan
47
McMillan, David G.
47
Mensi, Walid
47
Engle, Robert F.
46
Gil-Alaña, Luis A.
46
Salisu, Afees A.
46
Asai, Manabu
45
Kang, Sang Hoon
45
Lux, Thomas
45
Wang, Yudong
45
Zhang, Yaojie
44
Bekaert, Geert
43
Wei, Yu
43
Wohar, Mark E.
43
Bauwens, Luc
39
Clements, Adam
39
Demirer, Rıza
39
Ji, Qiang
39
Kumar, Dilip
39
Christoffersen, Peter F.
37
Liang, Chao
36
Christiansen, Charlotte
35
Degiannakis, Stavros
34
Härdle, Wolfgang
34
Xuan Vinh Vo
34
Dijk, Dick van
33
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Energy economics
9
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4
Korea and the world economy
3
The Korean economic review
3
Australian economic papers
2
Dae oe gyeong je yeon gu
2
Finance research letters
2
The North American journal of economics and finance : a journal of financial economics studies
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Impact of global macroeconomic factors on spillovers among Australian sector markets : fresh findings from a wavelet-based analysis
Jiang, Zhuhua
;
El Khoury, Rim
;
Alshater, Muneer Maher
; …
- In:
Australian economic papers
63
(
2024
)
1
,
pp. 78-105
Persistent link: https://www.econbiz.de/10014540228
Saved in:
2
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
3
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
4
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
Saved in:
5
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
6
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
7
Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets
Dong, Xiyong
;
Li, Changhong
;
Yoon, Seong-min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4745-4764
Persistent link: https://www.econbiz.de/10012298738
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Impact of oil price change on airline's stock price and volatility : evidence from China and South Korea
Yun, Xiao
;
Yoon, Seong-min
- In:
Energy economics
78
(
2019
),
pp. 668-679
Persistent link: https://www.econbiz.de/10012160057
Saved in:
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