Sang Hoon Kang

Forecasting volatility of crude oil markets

Sang Hoon Kang, Sangmok Kang, Seong‐Min Yoon · Energy Economics · 2008 · 368 citations

Volatility Modeling, Economic Forecasting, Asset Pricing +5

Global financial crisis and spillover effects among the U.S. and BRICS stock markets

Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen et al. · International Review of Economics & Finance · 2015 · 216 citations

Global Markets, Empirical Finance, Economics +12

Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets

Walid Mensi, Ferihane Zaraa Boubaker, Khamis Hamed Al‐Yahyaee et al. · Finance research letters · 2017 · 168 citations

Empirical Finance, Economics, Volatility Modeling +8

Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach

Walid Mensi, Besma Hkiri, Khamis Hamed Al‐Yahyaee et al. · International Review of Economics & Finance · 2017 · 159 citations

Time–frequency Co-movements, Wavelet Approach, Economics +11

Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum

Walid Mensi, Khamis Hamed Al‐Yahyaee, Sang Hoon Kang · Finance research letters · 2018 · 153 citations

Structural Breaks, Economics, Financial Economics +7