Seong‐Min Yoon

Economics and Econometrics · 2009–2021

A researcher in the Science corpus: 12 papers; trusts 55 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 296 citations into it; #3,942 of 23,481 by trust here, #2,521 by citations
• Finance — 117 citations into it; #2,236 of 10,518 by trust here, #2,555 by citations
• Renewable Energy, Sustainability and the Environment — 79 citations into it
• Information Systems — 17 citations into it
• Environmental Engineering — 14 citations into it
• Statistics and Probability — 10 citations into it

Whom Seong‐Min Yoon trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Perry Sadorsky
2. Robert F. Engle
3. Ş. Nazlıoğlu
4. Mohamed Arouri
5. Francis X. Diebold
6. Juan Carlos Reboredo
7. Paolo Agnolucci
8. Shawkat Hammoudeh
9. Walid Mensi
10. H. Mohammadi

Who trusts Seong‐Min Yoon overall

1. Mohamed Arouri
2. Stavros Degiannakis *
3. Duc Khuong Nguyen
4. Amine Lahiani
5. Feng Ma
6. George Filis
7. Walid Mensi
8. Shawkat Hammoudeh
9. Minggang Wang
10. Yu Wei

Papers from Seong‐Min Yoon's perspective

Ordered by how strongly the researchers Seong‐Min Yoon trusts endorse each paper. Same corpus, a different order for every researcher.

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. Dynamic Conditional Correlation
3. Generalized autoregressive conditional heteroskedasticity
4. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness
5. A Note on Rising Food Prices
6. World oil prices, precious metal prices and macroeconomy in Turkey
7. Modeling and forecasting petroleum futures volatility
8. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
9. Asymptotic theory for multivariate GARCH processes
10. What's Driving Food Prices?

Their papers

• Forecasting volatility of crude oil markets (2009) — 378 citations
• Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018) — 254 citations
• Dynamic spillovers among major energy and cereal commodity prices (2014) — 251 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
• 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
• Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis (2020) — 152 citations
• Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (2019) — 124 citations
• Network connectedness and net spillover between financial and commodity markets (2019) — 177 citations
• Cross-country determinants of economic policy uncertainty spillovers (2017) — 153 citations
• Modeling and forecasting the volatility of petroleum futures prices (2013) — 126 citations