Sang Hoon Kang
Economics and Econometrics · 2009–2021
A researcher in the Science corpus: 22 papers; trusts 87 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 545 citations into it; #3,671 of 23,481 by trust here, #2,001 by citations
- Finance — 248 citations into it; #2,045 of 10,518 by trust here, #1,645 by citations
- Renewable Energy, Sustainability and the Environment — 134 citations into it
- Information Systems — 54 citations into it
- Environmental Engineering — 22 citations into it
- Statistics and Probability — 19 citations into it
- Economics & Operations Research — 8 citations into it
- General Energy — 6 citations into it
Whom Sang Hoon Kang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Perry Sadorsky
- Mohamed Arouri
- Francis X. Diebold
- Robert F. Engle
- Juan Carlos Reboredo
- Shawkat Hammoudeh
- Ş. Nazlıoğlu
- Walid Mensi
- Paolo Agnolucci
- S. Saghaian
Who trusts Sang Hoon Kang overall
- Mohamed Arouri
- Stavros Degiannakis *
- Amine Lahiani
- Duc Khuong Nguyen
- Feng Ma
- Walid Mensi
- George Filis
- Shawkat Hammoudeh
- Minggang Wang
- Jamel Jouini
Papers from Sang Hoon Kang's perspective
Ordered by how strongly the researchers Sang Hoon Kang trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Computation and Analysis of Multiple Structural-Change Models
- Oil price risk and emerging stock markets
- The Strategic and Tactical Value of Commodity Futures
- World oil prices, precious metal prices and macroeconomy in Turkey
- Oil price shocks and stock markets in the U.S. and 13 European countries
- Long Memory and Regime Switching
Their papers
- Forecasting volatility of crude oil markets (2009) — 378 citations
- Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016) — 213 citations
- Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia (2015) — 143 citations
- Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach (2017) — 157 citations
- Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2017) — 546 citations
- Why cryptocurrency markets are inefficient: The impact of liquidity and volatility (2020) — 125 citations
- Co-movements between Bitcoin and Gold: A wavelet coherence analysis (2019) — 131 citations
- FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis (2019) — 111 citations
- Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices (2021) — 129 citations
- Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021) — 211 citations
- Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies (2021) — 124 citations
- Geopolitical risk, uncertainty and Bitcoin investment (2020) — 156 citations
- Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019) — 124 citations
- Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model (2019) — 124 citations
- Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum (2019) — 138 citations
- Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019) — 127 citations
- Network connectedness and net spillover between financial and commodity markets (2019) — 177 citations
- The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model (2019) — 119 citations
- Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets (2018) — 156 citations
- Connectedness network and dependence structure mechanism in green investments (2018) — 160 citations