Similar Search Results

Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach

Li, Haiqi; Kim, Myeong Jun; Park, Sung Y. - In: International review of financial analysis 44 (2016), pp. 217-225

Persistent link: https://www.econbiz.de/10011624000

Determinants of volatility on international tourism demand for South Korea : an empirical note

Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 17 (2010) 1/3, pp. 217-223

Persistent link: https://www.econbiz.de/10003946516

Estimation and hedging effectiveness of time-varying hedge ratio : flexible bivariate GARCH approaches

Park, Sung Y.; Jei, Sang Young - In: The journal of futures markets 30 (2010) 1, pp. 71-99

Persistent link: https://www.econbiz.de/10003962426

The role of financial speculation in the energy future markets : a new time-varying coefficient approach

Li, Haiqi; Kim, Hyung-Gun; Park, Sung Y. - In: Economic modelling 51 (2015), pp. 112-122

Persistent link: https://www.econbiz.de/10011475857

The impact of oil price volatility on stock markets : evidences from oil-importing countries

Joo, Young C.; Park, Sung Y. - In: Energy economics 101 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013161508

Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches

Fan, Rui; Li, Haiqi; Park, Sung Y. - In: The journal of futures markets 36 (2016) 10, pp. 968-991

Persistent link: https://www.econbiz.de/10011568846

Oil prices and stock markets : does the effect of uncertainty change over time?

Joo, Young C.; Park, Sung Y. - In: Energy economics 61 (2017), pp. 42-51

Persistent link: https://www.econbiz.de/10011737651

Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model

Nguyen Phuc Canh; Wongchoti, Udomsak; Su Dinh Thanh; … - In: Finance research letters 29 (2019), pp. 90-100

Persistent link: https://www.econbiz.de/10012417957

How do stock, oil, and economic policy uncertainty influence the green bond market?

Pham, Linh; Nguyen Phuc Canh - In: Finance research letters 45 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014575514

Asymmetric effects of global uncertainty : the socioeconomic and environmental vulnerability of developing countries

Nguyen Phuc Canh; Schinckus, Christophe; Thanh Dinh Su - In: Fulbright review of economics and policy 2 (2022) 1, pp. 92-116

Purpose This study aims to investigate the influences of global uncertainty indicators volatility on the domestic socioeconomic and environmental vulnerability in a sample of 54 developing countries. Design/methodology/approach: The two-step system generalized method of moments estimator is...

Persistent link: https://www.econbiz.de/10013549746