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subject:"Derivat"
~person:"Kang, Sang Hoon"
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Derivat
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Kang, Sang Hoon
Matthies, Klaus
54
McAleer, Michael
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Chang, Chia-Lin
28
Ma, Feng
28
Baffes, John
23
Pies, Ingo
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Manera, Matteo
15
McDermott, C. John
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Vespignani, Joaquin
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Wang, Yudong
15
Bouri, Elie
14
Cashin, Paul A.
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Chevallier, Julien
14
Gupta, Rangan
14
Peersman, Gert
13
Petrella, Ivan
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Xiong, Wei
13
Zhang, Yaojie
13
Brückner, Markus
12
Triantafyllou, Athanasios
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11
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Hamilton, James D.
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Algieri, Bernardina
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Energy economics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
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Global finance journal
1
Journal of international financial markets, institutions & money
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1
The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications
Maitra, Debasish
;
Guhathakurta, Kousik
;
Kang, Sang Hoon
- In:
Energy economics
94
(
2021
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012649444
Saved in:
2
Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
Kang, Sang Hoon
;
Tiwari, Aviral Kumar
;
Albulescu, …
- In:
Energy economics
84
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012183270
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Modeling and forecasting the volatility of petroleum futures prices
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Energy economics
36
(
2013
),
pp. 354-362
Persistent link: https://www.econbiz.de/10009724686
Saved in:
6
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Kang, Sang Hoon
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
- In:
Energy economics
99
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012939407
Saved in:
7
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
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8
Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications
Naeem, Muhammad Abubakr
;
Hasan, Mudassar
;
Arif, Muhammad
; …
- In:
Energy economics
105
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013201963
Saved in:
9
Spillovers and portfolio optimization of agricultural commodity and global equity markets
Arreola Hernandez, Jose
;
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
Applied economics
53
(
2021
)
12
,
pp. 1326-1341
Persistent link: https://www.econbiz.de/10012485196
Saved in:
10
Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
Mensi, Walid
;
Hammoudeh, Shawkat
;
Al-Jarrah, Idries …
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 68-88
Persistent link: https://www.econbiz.de/10012127964
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