Sang Hoon Kang

Forecasting volatility of crude oil markets

Sang Hoon Kang, Sangmok Kang, Seong‐Min Yoon · Energy Economics · 2008 · 370 citations

Business, Economics, Petroleum Engineering +12

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 · 221 citations

Social Sciences, Economics, Finance +16

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 · 172 citations

Business, Economics, Finance +14

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 · 162 citations

Social Sciences, Economics, Finance +17

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 · 159 citations

Social Sciences, Economics, Finance +17