Seong-Min Yoon

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Affiliations

• Pusan National University / Department of Economics (weight: 95%)
  • EDIRC entry
  • location:
• Institut de Préparation à l'Administration et à la Gestion (IPAG) (weight: 5%)
  • EDIRC entry
  • location:

Research profile

author of:

• OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23)
  by Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon
• Volatility Dynamics Of Euro–Dollar Foreign Exchange Market (RePEc:agr:journl:v:12(541)(supplement):y:2009:i:12(541)(supplement):p:756-762)
  by Jungseek Hwang & Sungkyun Park & Sang Hoon Kang & Suyeol Ryu & Seong-Min Yoon
• Forecasting Long-Memory Volatility Of The Australian Futures Market (RePEc:agr:journl:v:12(541)(supplement):y:2009:i:12(541)(supplement):p:763-770)
  by Seong-Min Yoon & Sang Hoon Kang & Sung-Jin Cho & Gyun Woo & Jeong-Hoon Ji
• Value-At-Risk Analysis Of Kospi 200 Sector Indices (RePEc:agr:journl:v:12(541)(supplement):y:2009:i:12(541)(supplement):p:771-777)
  by Sang Hoon Kang & Hwan-Gue Cho & Suyeol Ryu & Seong-Min Yoon & Sung-Jin Cho
• Dynamical Behavior of Continuous Tick Data in Futures Exchange Market (RePEc:arx:papers:cond-mat/0212393)
  by Kyungsik Kim & Seong-Min Yoon
• Herd Behavior of Returns in the Futures Exchange Market (RePEc:arx:papers:cond-mat/0304143)
  by Kyungsik Kim & Seong-Min Yoon & Yup Kim
• Herd Behaviors in the Stock and Foreign Exchange Markets (RePEc:arx:papers:cond-mat/0304451)
  by Kyungsik Kim & Seong-Min Yoon & Yup Kim
• Multifractal Features in the Foreign Exchange and Stock Markets (RePEc:arx:papers:cond-mat/0305270)
  by Kyungsik Kim & Seong-Min Yoon
• Volatility and Returns in Korean Futures Exchange Markets (RePEc:arx:papers:cond-mat/0311155)
  by Kyungsik Kim & Seong-Min Yoon & Jum Soo Choi
• Power Law Distributions in Korean Household Incomes (RePEc:arx:papers:cond-mat/0403161)
  by Kyungsik Kim & Seong-Min Yoon
• Herd Behaviors in Financial Markets (RePEc:arx:papers:cond-mat/0405172)
  by Kyungsik Kim & Seong-Min Yoon & J. S. Choi & Hideki Takayasu
• Multifractal Measures for the Yen-Dollar Exchange Rate (RePEc:arx:papers:cond-mat/0405173)
  by Kyungsik Kim & Seong-Min Yoon & Jum-Soo Choi
• Zipf's Law Distributions for Korean Stock Prices (RePEc:arx:papers:cond-mat/0405390)
  by Kyungsik Kim & S. -M. Yoon & C. Christopher Lee & K. H. Chang
• Phase Transition of Dynamical Herd Behaviors in Financial Markets (RePEc:arx:papers:cond-mat/0408625)
  by Kyungsik Kim & Seong-Min Yoon
• Dynamical Volatilities for Yen-Dollar Exchange Rates (RePEc:arx:papers:cond-mat/0409097)
  by Kyungsik Kim & Seong-Min Yoon & C. Christopher Lee & Myung-Kul Yum
• Power Law Distributions for Stock Prices in Financial Markets (RePEc:arx:papers:cond-mat/0412014)
  by Kyungsik Kim & S. -M. Yoon & K. H. Chang
• Dynamical Minority Games in Futures Exchange Markets (RePEc:arx:papers:physics/0503016)
  by Seong-Min Yoon & Kyungsik Kim
• Dynamical Stochastic Processes of Returns in Financial Markets (RePEc:arx:papers:physics/0512216)
  by Gyuchang Lim & Soo Yong Kim & Junyuan Zhou & Seong-Min Yoon & Kyungsik Kim
• Dynamical Structures of High-Frequency Financial Data (RePEc:arx:papers:physics/0512225)
  by Kyungsik Kim & Seong-Min Yoon & Soo Yong Kim & Ki-Ho Chang & Yup Kim
• Monotone strong increases in risk and their comparative statics (RePEc:bla:ijethy:v:7:y:2011:i:3:p:269-281)
  by Suyeol Ryu & Seong‐Min Yoon
• Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models (RePEc:bla:reviec:v:24:y:2016:i:1:p:1-19)
  by Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Duc Khuong Nguyen
• Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada (RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33)
  by Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon
• Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China (RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803)
  by Xiyong Dong & Seong‐Min Yoon
• Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies (RePEc:cii:cepiie:2019-q4-160-6)
  by Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon
• Multi-scale causality and extreme tail inter-dependence among housing prices (RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309)
  by Kang, Sang Hoon & Uddin, Gazi Salah & Ahmed, Ali & Yoon, Seong-Min
• What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach (RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215)
  by Dong, Xiyong & Yoon, Seong-Min
• OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach (RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214)
  by Gupta, Rangan & Yoon, Seong-Min
• Network connectedness and net spillover between financial and commodity markets (RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818)
  by Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon
• Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? (RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335)
  by Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min
• Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006)
  by Dong, Xiyong & Li, Changhong & Yoon, Seong-Min
• Why cryptocurrency markets are inefficient: The impact of liquidity and volatility (RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656)
  by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon
• Spillovers and diversification potential of bank equity returns from developed and emerging America (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301169)
  by Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
• Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach (RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747)
  by Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min
• How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200)
  by Dong, Xiyong & Li, Changhong & Yoon, Seong-Min
• How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic? (RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x)
  by Dong, Xiyong & Song, Li & Yoon, Seong-Min
• Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic (RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487)
  by Mensi, Walid & Hanif, Waqas & Vo, Xuan Vinh & Choi, Ki-Hong & Yoon, Seong-Min
• Cross-country determinants of economic policy uncertainty spillovers (RePEc:eee:ecolet:v:156:y:2017:i:c:p:179-183)
  by Balli, Faruk & Uddin, Gazi Salah & Mudassar, Hasan & Yoon, Seong-Min
• Nonlinear dependence and connectedness between clean/renewable energy sector equity and European emission allowance prices (RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003066)
  by Hanif, Waqas & Arreola Hernandez, Jose & Mensi, Walid & Kang, Sang Hoon & Uddin, Gazi Salah & Yoon, Seong-Min
• Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model (RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704)
  by Tian, Maoxi & Alshater, Muneer M. & Yoon, Seong-Min
• Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets (RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780)
  by Dong, Xiyong & Yoon, Seong-Min
• Forecasting volatility of crude oil markets (RePEc:eee:eneeco:v:31:y:2009:i:1:p:119-125)
  by Kang, Sang Hoon & Kang, Sang-Mok & Yoon, Seong-Min
• Modeling and forecasting the volatility of petroleum futures prices (RePEc:eee:eneeco:v:36:y:2013:i:c:p:354-362)
  by Kang, Sang Hoon & Yoon, Seong-Min
• How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process (RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• Dynamic spillovers among major energy and cereal commodity prices (RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243)
  by Mensi, Walid & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Yoon, Seong-Min
• Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate (RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32)
  by Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min
• Impact of oil price risk on sectoral equity markets: Implications on portfolio management (RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134)
  by Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min
• Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea (RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679)
  by Yun, Xiao & Yoon, Seong-Min
• FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302853)
  by Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Yoon, Seong-Min & Kang, Sang Hoon
• Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 (RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x)
  by Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min
• Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis (RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754)
  by Jiang, Zhuhua & Yoon, Seong-Min
• OPEC news and jumps in the oil market (RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013)
  by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian & Yoon, Seong-Min
• Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks (RePEc:eee:finana:v:56:y:2018:i:c:p:167-180)
  by Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
• Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor (RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156)
  by Mensi, Walid & Hernandez, Jose Arroeola & Yoon, Seong-Min & Vo, Xuan Vinh & Kang, Sang Hoon
• Dynamic spillovers between Shanghai and London nonferrous metal futures markets (RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188)
  by Kang, Sang Hoon & Yoon, Seong-Min
• Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234)
  by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Yoon, Seong-Min
• Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis (RePEc:eee:finlet:v:31:y:2019:i:c:p:19-25)
  by Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min
• Can bonds hedge stock market risks? Green bonds vs conventional bonds (RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x)
  by Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min
• Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks (RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000503)
  by Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong
• Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies (RePEc:eee:inteco:v:160:y:2019:i:c:p:56-71)
  by Kang, Sang Hoon & Arreola Hernandez, Jose & Yoon, Seong-Min
• Time-frequency co-movements between the largest nonferrous metal futures markets (RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398)
  by Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min
• Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes (RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100458x)
  by Mensi, Walid & Lee, Yun-Jung & Vo, Xuan Vinh & Yoon, Seong-Min
• Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292)
  by Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
• Directional spillover effects between ASEAN and world stock markets (RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751)
  by Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min
• The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories (RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301653)
  by Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min
• Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets (RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001172)
  by Hanif, Waqas & Areola Hernandez, Jose & Troster, Victor & Kang, Sang Hoon & Yoon, Seong-Min
• Switching spillovers and connectedness between Sukuk and international Islamic stock markets (RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696)
  by Mensi, Walid & Lee, Yeonjeong & Al-Kharusi, Sami & Yoon, Seong-Min
• Herd behaviors in the stock and foreign exchange markets (RePEc:eee:phsmap:v:341:y:2004:i:c:p:526-532)
  by Kim, Kyungsik & Yoon, Seong-Min & Kim, Yup
• Multifractal features of financial markets (RePEc:eee:phsmap:v:344:y:2004:i:1:p:272-278)
  by Kim, Kyungsik & Yoon, Seong-Min
• Dynamics of the minority game for patients (RePEc:eee:phsmap:v:344:y:2004:i:1:p:30-35)
  by Kim, Kyungsik & Yoon, Seong-Min & Kul Yum, Myung
• Phase transition of dynamical herd behaviors for Yen–Dollar exchange rates (RePEc:eee:phsmap:v:359:y:2006:i:c:p:563-568)
  by Yoon, Seong-Min & Choi, J.S. & Kim, Y. & Kim, Kyungsik
• Dynamical volatilities for yen–dollar exchange rates (RePEc:eee:phsmap:v:359:y:2006:i:c:p:569-575)
  by Yoon, Seong-Min & Choi, J.S. & Christopher Lee, C. & Yum, Myung-Kul & Kim, Kyungsik
• Dynamical stochastic processes of returns in financial markets (RePEc:eee:phsmap:v:376:y:2007:i:c:p:517-524)
  by Lim, Gyuchang & Kim, SooYong & Yoon, Seong-Min & Jung, Jae-Won & Kim, Kyungsik
• Dynamical structures of high-frequency financial data (RePEc:eee:phsmap:v:376:y:2007:i:c:p:525-531)
  by Kim, Kyungsik & Yoon, Seong-Min & Kim, SooYong & Chang, Ki-Ho & Kim, Yup & Hoon Kang, Sang
• Long memory properties in return and volatility: Evidence from the Korean stock market (RePEc:eee:phsmap:v:385:y:2007:i:2:p:591-600)
  by Kang, Sang Hoon & Yoon, Seong-Min
• Long memory features in the high frequency data of the Korean stock market (RePEc:eee:phsmap:v:387:y:2008:i:21:p:5189-5196)
  by Kang, Sang Hoon & Yoon, Seong-Min
• Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets (RePEc:eee:phsmap:v:388:y:2009:i:17:p:3543-3550)
  by Kang, Sang Hoon & Cho, Hwan-Gue & Yoon, Seong-Min
• Weather effects on returns: Evidence from the Korean stock market (RePEc:eee:phsmap:v:388:y:2009:i:5:p:682-690)
  by Yoon, Seong-Min & Kang, Sang Hoon
• Weather effects on the returns and volatility of the Shanghai stock market (RePEc:eee:phsmap:v:389:y:2010:i:1:p:91-99)
  by Kang, Sang Hoon & Jiang, Zhuhua & Lee, Yeonjeong & Yoon, Seong-Min
• Contemporaneous aggregation and long-memory property of returns and volatility in the Korean stock market (RePEc:eee:phsmap:v:389:y:2010:i:21:p:4844-4854)
  by Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min
• Long memory volatility in Chinese stock markets (RePEc:eee:phsmap:v:389:y:2010:i:7:p:1425-1433)
  by Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min
• Changes of firm size distribution: The case of Korea (RePEc:eee:phsmap:v:390:y:2011:i:2:p:319-327)
  by Kang, Sang Hoon & Jiang, Zhuhua & Cheong, Chongcheul & Yoon, Seong-Min
• Structural changes and volatility transmission in crude oil markets (RePEc:eee:phsmap:v:390:y:2011:i:23:p:4317-4324)
  by Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min
• Intraday volatility spillovers between spot and futures indices: Evidence from the Korean stock market (RePEc:eee:phsmap:v:392:y:2013:i:8:p:1795-1802)
  by Kang, Sang Hoon & Cheong, Chongcheul & Yoon, Seong-Min
• Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis (RePEc:eee:phsmap:v:471:y:2017:i:c:p:135-146)
  by Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min
• A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices (RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192)
  by Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min
• A wavelet analysis of co-movements in Asian gold markets (RePEc:eee:phsmap:v:492:y:2018:i:c:p:192-206)
  by Das, Debojyoti & Kannadhasan, M. & Al-Yahyaee, Khamis Hamed & Yoon, Seong-Min
• Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets (RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116)
  by Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min
• Financial crises and dynamic spillovers among Chinese stock and commodity futures markets (RePEc:eee:phsmap:v:531:y:2019:i:c:s0378437119310416)
  by Kang, Sang Hoon & Yoon, Seong-Min
• Inflation cycle synchronization in ASEAN countries (RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259)
  by Kang, Sang Hoon & Lahmiri, Salim & Uddin, Gazi Salah & Arreola Hernandez, Jose & Yoon, Seong-Min
• Tail dependence risk and spillovers between oil and food prices (RePEc:eee:quaeco:v:80:y:2021:i:c:p:195-209)
  by Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
• On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests (RePEc:eee:renene:v:199:y:2022:i:c:p:536-545)
  by Yoon, Seong-Min
• Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements (RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119)
  by Mensi, Walid & Hammoudeh, Shawkat & Yoon, Seong-Min
• Interdependence and spillovers between big oil companies and regional and global energy equity markets (RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469)
  by Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min
• Interdependence between foreign exchange rate and international reserves: Fresh evidence from China (RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000473)
  by Jiang, Zhuhua & Yoon, Seong-Min
• Modelling and forecasting the volatility of petroleum futures prices (RePEc:ekd:002672:3944)
  by Seong-Min Yoon & Sang Hoon Kang
• Do low gasoline prices cause more traffic fatalities in the 50 states of the USA? The importance of other factors (RePEc:eme:jespps:jes-05-2018-0175)
  by Shawkat Hammoudeh & Seong-Min Yoon & Ali Kutan
• Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate (RePEc:erg:wpaper:884)
  by Walid Mensi & Shawkat Hammoude & Seong-Min Yoon
• Dynamic Spillover and Hedging among Carbon, Biofuel and Oil (RePEc:gam:jeners:v:13:y:2020:i:17:p:4382-:d:403869)
  by Yeonjeong Lee & Seong-Min Yoon
• Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach (RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974)
  by Yun-Jung Lee & Neung-Woo Kim & Ki-Hong Choi & Seong-Min Yoon
• Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods (RePEc:gam:jijfss:v:10:y:2022:i:3:p:49-:d:854239)
  by Samia Nasreen & Aviral Kumar Tiwari & Zhuhua Jiang & Seong-Min Yoon
• The Effects of Extreme Weather Conditions on Hong Kong and Shenzhen Stock Market Returns (RePEc:gam:jijfss:v:7:y:2019:i:4:p:70-:d:295890)
  by Zhuhua Jiang & Sang Hoon Kang & Chongcheul Cheong & Seong-Min Yoon
• Investor Sentiment and Herding Behavior in the Korean Stock Market (RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887)
  by Ki-Hong Choi & Seong-Min Yoon
• Relationship between International Reserves and FX Rate Movements (RePEc:gam:jsusta:v:12:y:2020:i:17:p:6961-:d:404583)
  by Yeonjeong Lee & Seong-Min Yoon
• Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach (RePEc:gam:jsusta:v:12:y:2020:i:24:p:10687-:d:465820)
  by Ki-Hong Choi & Seong-Min Yoon
• Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market (RePEc:gam:jsusta:v:13:y:2021:i:14:p:7672-:d:591227)
  by Samia Nasreen & Aviral Kumar Tiwari & Seong-Min Yoon
• Measuring Energy Poverty and Its Impact on Economic Growth in Pakistan (RePEc:gam:jsusta:v:13:y:2021:i:19:p:10969-:d:649093)
  by Shafqut Ullah & Muhammad Khan & Seong-Min Yoon
• The Effect of Air Quality and Weather on the Chinese Stock: Evidence from Shenzhen Stock Exchange (RePEc:gam:jsusta:v:13:y:2021:i:5:p:2931-:d:513018)
  by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon
• Effect of Increasing Import Competition from China on the Local Labor Market: Evidence from Sweden (RePEc:gam:jsusta:v:14:y:2022:i:5:p:2631-:d:757452)
  by Zhuhua Jiang & Chizheng Miao & Jose Arreola Hernandez & Seong-Min Yoon
• Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks (RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871)
  by Zhuhua Jiang & Walid Mensi & Seong-Min Yoon
• Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks (RePEc:hal:journl:hal-01997844)
  by Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon
• Who leads the inflation cycle in Europe? Inflation cycle and spillover influence among Eurozone and non-Eurozone economies (RePEc:hal:journl:hal-02430651)
  by Sang Hoon Kang & Jose Arreola Hernandez & Seong-Min Yoon
• The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories (RePEc:hal:journl:hal-02468303)
  by Gazi Salah Uddin & Jose Arreola Hernandez & Chiraz Labidi & Victor Troster & Seong-Min Yoon
• Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric? (RePEc:hal:journl:hal-02567429)
  by Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon
• Inflation cycle synchronization in ASEAN countries (RePEc:hal:journl:hal-02779489)
  by Sang Hoon Kang & Salim Lahmiri & Gazi Salah Uddin & Jose Arreola Hernandez & Seong-Min Yoon
• Spillovers and diversification potential of bank equity returns from developed and emerging America (RePEc:hal:journl:hal-02966894)
  by Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon
• Dynamic spillovers among major energy and cereal commodity prices (RePEc:ipg:wpaper:2014-160)
  by Walid Mensi & Shawkat Hammoudeh & Duc Khuong Nguyen & Seong-Min Yoon
• Network Interdependence and Optimization of Bank Portfolios from Developed and Emerging Asia Pacific Countries (RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09339-3)
  by Jose Arreola Hernandez & Sang Hoon Kang & Ron P. McIver & Seong-Min Yoon
• Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets (RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6)
  by Sang Hoon Kang & Seong-Min Yoon & Stelios Bekiros & Gazi S. Uddin
• Asymmetry and Long Memory Features in Volatility: Evidence From Korean Stock Market (RePEc:kea:keappr:ker-20081231-24-2-04)
  by Sang Hoon Kang & SEONG-MIN YOON
• Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation (RePEc:kea:keappr:ker-20091231-25-2-09)
  by Sang Hoon Kang & Seong-Min Yoon
• Sudden Changes and Persistence in Volatility of Korean Equity Sector Returns (RePEc:kea:keappr:ker-20101231-26-2-08)
  by Sang Hoon Kang & Seong-Min Yoon
• Modeling Time-Varying Correlations in Volatility Between BRICS and Commodity Markets (RePEc:mes:emfitr:v:52:y:2016:i:7:p:1698-1723)
  by Sang Hoon Kang & Ron McIver & Seong-Min Yoon
• Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries (RePEc:pra:mprapa:87141)
  by Yves, Togba Boboy & Yoon, Seong-Min
• OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach (RePEc:pre:wpaper:201726)
  by Rangan Gupta & Seong-Min Yoon
• OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration (RePEc:pre:wpaper:201754)
  by Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon
• OPEC News and Jumps in the Oil Market (RePEc:pre:wpaper:202053)
  by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch & Seong-Min Yoon
• The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange (RePEc:pre:wpaper:202070)
  by Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon
• The Global Financial Crisis and the Integration of Emerging Stock Markets in Asia (RePEc:ris:eaerev:0083)
  by Kang, Sang Hoon & Yoon , Seong-Min
• Modeling and Forecasting the Volatility of Eastern European Emerging Markets (RePEc:ris:eaerev:0126)
  by Kang, Sang Hoon & Yoon, Seong-Min
• A Skewed Student-t Value-at-Risk Approach for Long Memory Volatility Processes in Japanese Financial Markets (RePEc:ris:eaerev:0159)
  by Yoon, Seong¡-Min & Kang, Sang-Hoon
• Dynamic connectedness network in economic policy uncertainties (RePEc:taf:apeclt:v:26:y:2019:i:1:p:74-78)
  by Sang Hoon Kang & Seong-Min Yoon
• Dynamic connectedness among regional FinTech indices in times of turbulences (RePEc:taf:apeclt:v:31:y:2024:i:7:p:670-675)
  by Muneer M. Alshater & Onur Polat & Rim El Khoury & Seong-Min Yoon
• Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching (RePEc:taf:applec:v:49:y:2017:i:13:p:1255-1272)
  by Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Mehmet Balcilar
• Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes (RePEc:taf:applec:v:49:y:2017:i:25:p:2456-2479)
  by Walid Mensi & Shawkat Hammoudeh & Ahmet Sensoy & Seong-Min Yoon
• Are exchange rates interdependent? Evidence using wavelet analysis (RePEc:taf:applec:v:49:y:2017:i:33:p:3231-3245)
  by Satish Kumar & Rajesh Pathak & Aviral Kumar Tiwari & Seong-Min Yoon
• Impact of food price volatility on the US restaurant sector (RePEc:taf:applec:v:52:y:2020:i:39:p:4250-4262)
  by Gazi Salah Uddin & Jose Arreola Hernandez & Anupam Dutta & Sang Hoon Kang & Seong-Min Yoon
• Exogenous shocks, dynamic correlations, and portfolio risk management for the Asian emerging and other global developed and emerging stock markets (RePEc:taf:applec:v:52:y:2020:i:43:p:4745-4764)
  by Xiyong Dong & Changhong Li & Seong-Min Yoon
• Regional and copula estimation effects on EU and US energy equity portfolios (RePEc:taf:applec:v:52:y:2020:i:49:p:5311-5342)
  by Waqas Hanif & Jose Arreola-Hernandez & Syed Jawad Hussain Shahzad & Thi Hong Van Hoang & Seong-Min Yoon
• Spillovers and portfolio optimization of agricultural commodity and global equity markets (RePEc:taf:applec:v:53:y:2021:i:12:p:1326-1341)
  by Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon
• Financial instability and environmental degradation: a panel data investigation (RePEc:taf:applec:v:53:y:2021:i:54:p:6319-6331)
  by Muhammad Khan & Seong-Min Yoon
• Spillovers and portfolio optimization of precious metals and global/regional equity markets (RePEc:taf:applec:v:54:y:2022:i:20:p:2320-2342)
  by Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon
• Herding behaviour in Korea’s cryptocurrency market (RePEc:taf:applec:v:54:y:2022:i:24:p:2795-2809)
  by Ki-Hong Choi & Sang Hoon Kang & Seong-Min Yoon
• The influence of oil, gold and stock market index on US equity sectors (RePEc:taf:applec:v:54:y:2022:i:6:p:719-732)
  by Ahmed BenSaïda & Jose Arreola Hernandez & Houda Litimi & Seong-Min Yoon
• Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy (RePEc:taf:applec:v:56:y:2024:i:2:p:186-201)
  by Aviral Kumar Tiwari & Sangram Keshari Jena & Emmanuel Joel Aikins Abakah & Seong-Min Yoon
• Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets (RePEc:wly:ijfiec:v:25:y:2020:i:2:p:261-273)
  by Sang Hoon Kang & Seong‐Min Yoon
• Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach (RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926)
  by Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon
• Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe (RePEc:wly:ijfiec:v:27:y:2022:i:1:p:678-696)
  by Jose Arreola Hernandez & Sang Hoon Kang & Seong‐Min Yoon
• Can We Predict Exchange Rate Movements at Short Horizons? (RePEc:wly:jforec:v:31:y:2012:i:7:p:565-579)
  by Chongcheul Cheong & Young‐Jae Kim & Seong‐Min Yoon