505 results on '"Kang, Sang‐Hoon"'
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2. Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets
3. Examining time–frequency quantile dependence between green bond and green equity markets
4. Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
5. Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes
6. Asymmetric multifractality and dynamic efficiency in DeFi markets
7. Dynamics of extreme spillovers across European sustainability markets
8. Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysis
9. Correction to: Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
10. Extreme downside risk connectedness between green energy and stock markets
11. Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions
12. COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
13. Extreme time-frequency connectedness between energy sector markets and financial markets
14. Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries
15. Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility
16. Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets
17. Are clean energy markets hedges for stock markets? A tail quantile connectedness regression
18. Transition of endochondral bone formation at the normal and botulinum-treated mandibular condyle of growing juvenile rat
19. Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic
20. Good and bad high-frequency volatility spillovers among developed and emerging stock markets
21. Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
22. Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
23. Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline
24. Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data
25. Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
26. Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants
27. Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
28. Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios
29. Interdependence and spillovers between big oil companies and regional and global energy equity markets
30. Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies
31. Extreme connectedness and network across financial assets and commodity futures markets
32. Multi-joint Assessment of Proprioception Impairments Poststroke
33. Higher-order moment connectedness between stock and commodity markets and portfolio management
34. Dynamic spillovers and connectedness between crude oil and green bond markets
35. Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
36. Frequency connectedness between DeFi and cryptocurrency markets
37. Dynamic spillover and connectedness in higher moments of European stock sector markets
38. A Review on Robust Control of Robot Manipulators for Future Manufacturing
39. Volatility spillovers, structural breaks and uncertainty in technology sector markets
40. Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
41. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
42. Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? A multiscale analysis
43. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis
44. Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis
45. Asymmetric efficiency in petroleum markets before and during COVID-19
46. Target registration errors in navigation-assisted mandibular surgery according to the tracking methods and the type of markers: experiments using human dry mandibular bone
47. Is the impact of oil shocks more pronounced during extreme market conditions?
48. Dynamic time-frequency connectedness between European emissions trading system and sustainability markets
49. Quantile dependencies and connectedness between stock and precious metals markets
50. Quantile spillovers and connectedness analysis between oil and African stock markets
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