Browsing by Author Sang Hoon Kang


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Issue DateTitleAuthor(s)
2024Are clean energy markets hedges for stock markets? A tail quantile connectedness regressionSalem Adel Ziadat; Walid Mensi; Sami Al-Kharusi; Xuan Vinh Vo; Sang Hoon Kang
2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector marketsWalid Mensi; Imran Yousaf; Vo Xuan Vinh; Sang Hoon Kang
2022Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency dataWalid Mensi; Muhammad Shafiullah; Vo Xuan Vinh; Sang Hoon Kang
2023Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? A multiscale analysisWalid Mensi; Vinh Xuan Vo; Sang Hoon Kang
2024COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economiesWalid Mensi; Khamis Hamed Al-Yahyaee; Xuan Vinh Vo; Sang Hoon Kang
2022COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock marketsWalid Mensi; Vo Xuan Vinh; Sang Hoon Kang
2023Dependence and risk management of portfolios of metals and agricultural commodity futuresWaqas Hanif; Walid Mensi; Xuan Vinh Vo; Ahmed BenSaïda; Jose Arreola Hernandez; Sang Hoon Kang
2024Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditionsMobeen Ur Rehman; Wafa Ghardallou; Nasir Ahmad; Xuan Vinh Vo; Sang Hoon Kang
2022Does inter-region portfolio diversification pay more than the international diversification?Nasir Ahmad; Mobeen Ur Rehman; Vo Xuan Vinh; Sang Hoon Kang
2022Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk managementWalid Mensi; Muhammad Abubakr Naeem; Vo Xuan Vinh; Sang Hoon Kang
2024Dynamic spillover and connectedness in higher moments of European stock sector marketsRamzi Nekhili; Walid Mensi; Xuan Vinh Vo; Sang Hoon Kang
2024Dynamic spillovers and connectedness between crude oil and green bond marketsImran Yousaf; Walid Mensi; Xuan Vinh Vo; Sang Hoon Kang
2025Dynamics of extreme spillovers across European sustainability marketsWalid Mensi; Ismail O. Fasanya; Xuan Vinh Vo; Sang Hoon Kang
2023Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?Walid Mensi; Md Rajib Kamal; Xuan Vinh Vo; Sang Hoon Kang
2025Extreme dependence, connectedness, and causality between US sector stocks and oil shocksWalid Mensi; Remzi Gök; Eray Gemici; Xuan Vinh Vo; Sang Hoon Kang
2024Extreme downside risk connectedness between green energy and stock marketsMohammed Alomari; Rim El Khoury; Walid Mensi; Xuan Vinh Vo; Sang Hoon Kang
2024Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysisWalid Mensi; Salem Adel Ziadat; Xuan Vinh Vo; Sang Hoon Kang
2023Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysisWalid Mensi; Mohammad Alomari; Xuan Vinh Vo; Sang Hoon Kang
2024Extreme time-frequency connectedness between energy sector markets and financial marketsMohammed Alomar; Houssem Eddine Belghouthi; Walid Mensi; Xuan Vinh Vo; Sang Hoon Kang
2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisisWalid Mensix; Xuan Vinh Vo; Hee-Un Ko; Sang Hoon Kang
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