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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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How do OPEC news and structural breaks impact returns and volatility in crude oil markets? : further evidence from a long memory process
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 42 (2014), pp. 343-354
Persistent link: https://www.econbiz.de/10010503579
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Dynamic spillovers among major energy and cereal commodity prices
Mensi, Walid; Hammoudeh, Shawkat; Nguyen, Duc Khuong; … - In: Energy economics 43 (2014), pp. 225-243
Persistent link: https://www.econbiz.de/10010504821
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Intraday price and volatility spillovers between Japanese and Korean stock markets
Kang, Sang Hoon; Yoon, Seong-min - In: Korea and the world economy 15 (2014) 2, pp. 185-207
Persistent link: https://www.econbiz.de/10010414245
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Forecasting volatility of crude oil markets
Kang, Sang Hoon; Kang, Sang-mok; Yoon, Seong-min - In: Energy economics 31 (2009) 1, pp. 119-125
Persistent link: https://www.econbiz.de/10003803810
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The effect of money supply on the volatility of Korean stock market
Choi, Ki-hong; Yoon, Seong-min - In: Modern economy 6 (2015) 5, pp. 535-543
Persistent link: https://www.econbiz.de/10011384465
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Monotone strong increases in risk and their comparative statics
Ryu, Suyeol; Yoon, Seong-min - In: International journal of economic theory 7 (2011) 3, pp. 269-281
Persistent link: https://www.econbiz.de/10009299623
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Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices
Hanif, Waqas; Hernandez, Jose Arreola; Mensi, Walid; … - In: Energy economics 101 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013161674
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OPEC news and jumps in the oil market
Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Energy economics 96 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012817880