| 2026 |
Tabash, M. I., Sheikh, U. A., Shawkat, H., & Hoon, K. S. (2026). From collapse to contagion: the Silicon Valley Bank (SVB) default and its ripple effects across global islamic and conventional financial sectors. Research In International Business And Finance, 81(103142), 1-33.
DOI |
| 2025 |
Mensi, W., Gemici, E., Polat, M., & Kang, S. H. (2025). Markov switching volatility connectedness across international CDS markets. International Review of Economics and Finance, 98(103839), 1-17.
DOI |
| 2025 |
El Khoury, R., Mensi, W., Alshater, M. M., & Kang, S. (2025). Extreme risk spillovers and hedging strategies between Indonesia sectorial stocks and commodity markets. International Journal of Emerging Markets, 20(1), 428-467.
DOI |
| 2025 |
Mensi, W., Fasanya, I. O., Vo, X. V., & Kang, S. H. (2025). Dynamics of extreme spillovers across European sustainability markets. Eurasian Economic Review, 15(1), 225-258.
DOI |
| 2025 |
Al Rababaa, A. R., Mensi, W., McMillan, D., & Kang, S. H. (2025). Forecasting the realized volatility of stock markets: the roles of jumps and asymmetric spillovers. Journal of Forecasting, 44(4), 1294-1325.
DOI |
| 2025 |
Mensi, W., Nekhili, R., Vo, X. V., & Kang, S. H. (2025). Hourly asymmetric multifractality and dynamic efficiency in cryptocurrency markets: the effects of COVID-19 and Russia-Ukraine tension. Australian Economic Papers, 64(2), 251-266.
DOI |
| 2025 |
Ozcelebi, O., Pérez Montiel, J., & Kang, S. H. (2025). Extreme time-frequency connectedness between oil shocks and sectoral markets in the United States. Financial Innovation, 11(65), 1-31.
DOI |
| 2025 |
Ozcelebi, O., McIver, R., & Kang, S. H. (2025). Dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions. Financial Innovation, 11(1), 1-33.
DOI |
| 2025 |
Rehman, M. U., Zeitun, R., Nautiyal, N., Vo, X. V., & Kang, S. H. (2025). How do US sectoral markets connect in calm and crisis? a quantile-based network analysis. Applied Economics, online, 1-25.
DOI |
| 2025 |
Chebbi, T., AlGhazali, M. A., Mensi, W., & Kang, S. (2025). Redenomination risk connectedness among European sovereign bond markets. Studies in Economics and Finance, 42(3), 592-626.
DOI |
| 2025 |
Mensi, W., Gök, R., Gemici, E., Vo, X. V., & Kang, S. H. (2025). Extreme dependence, connectedness, and causality between US sector stocks and oil shocks. International Review of Economics and Finance, 98(103936), 1-26.
DOI |
| 2025 |
Mensi, W., El Khoury, R., & Kang, S. H. (2025). Dynamic connectedness between oil shocks and BRICS stock markets. Finance Research Letters, 82(107601), 1-13.
DOI |
| 2025 |
AlGhazali, A., Mensi, W., Morley, B., & Kang, S. H. (2025). Connectedness and hedging strategies between European sustainability and conventional stock markets. Journal Of Sustainable Finance & Investment, online, 1-30.
DOI |
| 2025 |
Mensi, W., Nabli, M. A., Guesmi, M., Belghouthi, H. E., & Kang, S. H. (2025). Quantile on quantile connectedness between safe-haven assets and stock markets: a portfolio risk perspective. North American Journal Of Economics And Finance, 80(102496), 1-20.
DOI |
| 2025 |
Khan, N., Mejri, S., Leccadito, A., & Kang, S. H. (2025). Geopolitical risk, macroeconomic factors and different assets during the war periods: implications for herding and portfolio diversification. Economic Modelling, 153(107312), 1-41.
DOI |
| 2025 |
Bhattacherjee, P., Mishra, S., & Kang, S. H. (2025). Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: insights from quantile time-frequency approach. Quarterly Review of Economics and Finance, 100, 1-27.
DOI Scopus3 WoS3 |
| 2024 |
Mensi, W., Ziadat, S. A., Vo, X. V., & Kang, S. H. (2024). Spillovers and portfolio management between the uncertainty indices of oil and gold and G7 stock markets. Computational Economics, 64(4), 2233-2262.
DOI |
| 2024 |
Rehman, M. U., Ghardallou, W., Ahmad, N., Vo, X. V., & Kang, S. H. (2024). Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions. Risk Management, 26(1, article no. 4), 1-49.
DOI |
| 2024 |
Alomari, M., Selmi, R., Mensi, W., Ko, H. U., & Kang, S. H. (2024). Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. Quarterly Review of Economics and Finance, 93, 210-228.
DOI |
| 2024 |
Ziadat, S. A., Mensi, W., & Kang, S. H. (2024). Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies. Energy, 291(130239), 1-15.
DOI |
| 2024 |
Mensi, W., Ko, H. U., Sensoy, A., & Kang, S. H. (2024). Higher-order moment connectedness between stock and commodity markets and portfolio management. Resources Policy, 89(104647), 1-12.
DOI |
| 2024 |
Mensi, W., Vo, X. V., & Kang, S. H. (2024). Upward and downward multifractality and efficiency of Chinese and Hong Kong stock markets. Computational Economics, 64(6), 3207-3242.
DOI |
| 2024 |
Mensi, W., Selmi, R., Al Kharusi, S., Belghouthi, H. E., & Kang, S. H. (2024). Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. Resources Policy, 91(104888), 1-16.
DOI |
| 2024 |
Boakye, R. O., Mensah, L., Kang, S., & Osei, K. (2024). Connectedness across commodities, stocks, exchange rates and bonds markets in Africa: the Covid-19 pandemic case. International Journal of Emerging Markets, online, 1-28.
DOI |
| 2024 |
Mensi, W., Kumar, A. S., Ko, H. U., & Kang, S. H. (2024). Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. Eurasian Economic Review, 14(2), 507-538.
DOI |
| 2024 |
Mensi, W., Rehman, M. U., Vo, X. V., & Kang, S. H. (2024). Spillovers and multiscale relationships among cryptocurrencies: a portfolio implication using high frequency data. Economic Analysis and Policy, 82, 449-479.
DOI |
| 2024 |
Mensi, W., Ziadat, S. A., Rababa'a, A. R. A., Vo, X. V., & Kang, S. H. (2024). Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. Quarterly Review of Economics and Finance, 95, 1-17.
DOI |
| 2024 |
Mensi, W., Mishra, T., Ko, H. U., Vo, X. V., & Kang, S. H. (2024). Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets. Research in International Business and Finance, 70(102296), 1-29.
DOI |
| 2024 |
Bhattacherjee, P., Mishra, S., & Kang, S. H. (2024). Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets. International Review of Economics & Finance, 93, 1176-1197.
DOI |
| 2024 |
Mensi, W., Brahim, M., Hammoudeh, S., Tiwari, A. K., & Kang, S. H. (2024). Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. Resources Policy, 93(105077), 1-15.
DOI |
| 2024 |
Mensi, W., Gubareva, M., Adekoya, O. B., & Kang, S. H. (2024). Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets. Renewable Energy, 231, 1-13.
DOI |
| 2024 |
Hasan, M. B., Uddin, G. S., Ali, M. S., Rashid, M. M., Park, D., & Kang, S. H. (2024). Examining time-frequency quantile dependence between green bond and green equity markets. Financial Innovation, 10(1), 1-28.
DOI |
| 2024 |
Mensi, W., Al Yahyaee, K. H., Vo, X. V., & Kang, S. (2024). COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: evidence from China and US economies. International Economics, 180(100554), 1-23.
DOI |
| 2024 |
Hanif, W., El Khoury, R., & Kang, S. (2024). Intraday quantile coherence between oil and European sectors during the Russia-Ukraine war. Applied Economics Letters, online, 1-13.
DOI |
| 2024 |
Alomari, M., Belghouthi, H. E., Mensi, W., Vo, X. V., & Kang, S. H. (2024). Extreme time-frequency connectedness between energy sector markets and financial markets. Economic Analysis and Policy, 84, 847-877.
DOI |
| 2024 |
Nekhili, R., Mensi, W., Vo, X. V., & Kang, S. H. (2024). Dynamic spillover and connectedness in higher moments of European stock sector markets. Research in International Business and Finance, 68(102164), 1-23.
DOI |
| 2024 |
Mensi, W., Gubareva, M., & Kang, S. H. (2024). Frequency connectedness between DeFi and cryptocurrency markets. Quarterly Review of Economics and Finance, 93, 12-27.
DOI |
| 2024 |
Mensi, W., Gubareva, M., Al Yahyaee, K. H., Teplova, T., & Kang, S. H. (2024). Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications. Financial Innovation, 10(1, article no 71), 1-27.
DOI |
| 2024 |
Tabash, M. I., Sheikh, U. A., Mensi, W., & Kang, S. H. (2024). Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility. Borsa Istanbul Review, 24(6), 1146-1165.
DOI |
| 2024 |
Mensi, W., Ziadat, S. A., Vo, X. V., & Kang, S. H. (2024). Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets: a sectoral analysis. International Journal of Emerging Markets, 19(6), 1586-1625.
DOI |
| 2024 |
Yousaf, I., Mensi, W., Vo, X. V., & Kang, S. (2024). Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses. International Journal of Emerging Markets, 19(10), 2661-2690.
DOI |
| 2023 |
Mensi, W., Aslan, A., Vo, X. V., & Kang, S. H. (2023). Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. International Review of Economics and Finance, 83, 219-232.
DOI |
| 2023 |
Mensi, W., Yousaf, I., Vo, X. V., & Kang, S. H. (2023). Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic. International Journal of Emerging Markets, 18(10), 4408-4435.
DOI |
| 2023 |
Mensi, W., Gubareva, M., Ko, H. U., Vo, X. V., & Kang, S. H. (2023). Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. Financial Innovation, 9(92), 1-27.
DOI |
| 2023 |
Hanif, W., Ko, H. U., Pham, L., & Kang, S. H. (2023). Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. Financial Innovation, 9(84), 1-40.
DOI |
| 2023 |
Naeem, M. A., Farid, S., Yousaf, I., & Kang, S. H. (2023). Asymmetric efficiency in petroleum markets before and during COVID-19. Resources Policy, 86, Part A(104194), 1-13.
DOI |
| 2023 |
Arnell, L., Engström, E., Uddin, G. S., Hasan, M. B., & Kang, S. H. (2023). Volatility spillovers, structural breaks and uncertainty in technology sector markets. Financial Innovation, 9(106), 1-31.
DOI |
| 2023 |
Mensi, W., Nekhili, R., Vo, X. V., & Kang, S. H. (2023). Good and bad high-frequency volatility spillovers among developed and emerging stock markets. International Journal of Emerging Markets, 18(9), 2107-2132.
DOI |
| 2022 |
Hernandez, J. A., Kang, S. H., & Yoon, S. M. (2022). Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: evidence from the United States and Canada. Review of International Economics, 30(1), 1-33.
DOI |
| 2022 |
Hernandez, J. A., Kang, S. H., & Yoon, S. M. (2022). Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe. International Journal of Finance and Economics, 27(1), 678-696.
DOI |
| 2022 |
Ali, S. R. M., Mensi, W., Anik, K. I., Rahman, M., & Kang, S. H. (2022). The impacts of COVID-19 crisis on spillovers between the oil and stock markets: evidence from the largest oil importers and exporters. Economic Analysis and Policy, 73, 345-372.
DOI Scopus63 WoS55 |
| 2022 |
Ahmad, N., Rehman, M. U., Vo, X. V., & Kang, S. H. (2022). Does inter-region portfolio diversification pay more than the international diversification?. Quarterly Review of Economics and Finance, 83, 26-35.
DOI |
| 2022 |
Mensi, W., Yousaf, I., Vo, X. V., & Kang, S. H. (2022). Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. Journal of International Financial Markets, Institutions and Money, 76(101487), 1-24.
DOI |
| 2022 |
Naeem, M. A., Hasan, M., Arif, M., Suleman, M. T., & Kang, S. H. (2022). Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. Energy Economics, 105(105758), 1-15.
DOI |
| 2022 |
Hernandez, J. A., Shahzad, S. J. H., Sadorsky, P., Uddin, G. S., Bouri, E., & Kang, S. H. (2022). Regime specific spillovers across US sectors and the role of oil price volatility. Energy Economics, 107(105834), 1-13.
DOI |
| 2022 |
Mensi, W., Shafiullah, M., Vo, X. V., & Kang, S. H. (2022). Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. Resources Policy, 77(102678), 1-17.
DOI |
| 2022 |
Mensi, W., Ali, S. R. M., Vo, X. V., & Kang, S. H. (2022). Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: a hedge and safe-haven analysis. Resources Policy, 77(article no. 102752), 1-21.
DOI Scopus44 |
| 2022 |
Balakumar, S., Dash, S. R., Maitra, D., & Kang, S. H. (2022). Do oil price shocks have any implications for stock return momentum??. Economic Analysis And Policy, 75, 637-663.
DOI |
| 2022 |
Naeem, M. A., Karim, S., Hasan, M., Lucey, B. M., & Kang, S. H. (2022). Nexus between oil shocks and agriculture commodities: evidence from time and frequency domain. Energy Economics, 112(article no. 106148), 1-18.
DOI |
| 2022 |
Mensi, W., Al Rababa'a, A. R., Alomari, M., Vo, X. V., & Kang, S. H. (2022). Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis. Resources Policy, 79(102976), 1-20.
DOI |
| 2022 |
Mensi, W., Naeem, M. A., Vo, X. V., & Kang, S. H. (2022). Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: implications for risk management. Economic Analysis and Policy, 73, 331-344.
DOI |
| 2022 |
Hernandez, J. A., Kang, S. H., Jiang, Z., & Yoon, S. M. (2022). Spillover network among economic sentiment and economic policy uncertainty in Europe. Systems, 10(4, article no. 93), 1-16.
DOI |
| 2021 |
Mensi, W., Nekhili, R., Vo, X. V., & Kang, S. H. (2021). Oil and precious metals: volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. Economic Analysis and Policy, 71, 73-96.
DOI |
| 2021 |
Mensi, W., Hammoudeh, S., Vinh Vo, X., & Hoon Kang, S. (2021). Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries. Journal of International Financial Markets, Institutions and Money, 75(article no. 101457), 1-27.
DOI |
| 2021 |
Mensi, W., Al Yahyaee, K. H., Vo, X. V., & Kang, S. H. (2021). Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. Economic Analysis and Policy, 71, 397-419.
DOI |
| 2021 |
Rahman, M. L., Hedström, A., Uddin, G. S., & Kang, S. H. (2021). Quantile relationship between Islamic and non-Islamic equity markets. Pacific Basin Finance Journal, 68(101586), 1-25.
DOI Scopus26 |
| 2021 |
Al Yahyaee, K. H., Mensi, W., Ko, H. U., Caporin, M., & Kang, S. H. (2021). Is the Korean housing market following Gangnam style?. Empirical Economics, 61(4), 2041-2072.
DOI |
| 2021 |
Mensi, W., Vo, X. V., & Kang, S. H. (2021). Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. Resources Policy, 74(102375), 1-17.
DOI |
| 2020 |
Areola Hernandez, J., Uddin, G. S., Dutta, A., Ahmed, A., & Kang, S. (2020). Are ethanol markets globalized or regionalized?. Physica A: Statistical Mechanics and its Applications, 551(article no. 124094), 1-7.
DOI |
| 2020 |
Uddin, G. S., Hernandez, J. A., Dutta, A., Kang, S. H., & Yoon, S. M. (2020). Impact of food price volatility on the US restaurant sector. Applied Economics, 52(39), 4250-4262.
DOI |
| 2020 |
Kang, S. H., & Yoon, S. M. (2020). Dynamic correlation and volatility spillovers across Chinese stock and commodity futures markets. International Journal of Finance, 25(2), 261-273.
DOI |
| 2020 |
Al Mamun, M., Uddin, G. S., Suleman, M. T., & Kang, S. H. (2020). Geopolitical risk, uncertainty and Bitcoin investment. Physica A: Statistical Mechanics and its Applications, 540, 1-11.
DOI |
| 2020 |
Al Yahyaee, K. H., Mensi, W., Rehman, M. U., Vo, X. V., & Kang, S. H. (2020). Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. Pacific Basin Finance Journal, 62(101385), 1-21.
DOI |
| 2019 |
Tiwari, A. K., Raheem, I. D., & Kang, S. H. (2019). Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. Physica A: statistical mechanics and its applications, 535, 1-9.
DOI |
| 2019 |
Hernandez, J. A., Shahzad, S. J. H., Uddin, G. S., & Kang, S. H. (2019). Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. Resources policy, 62, 1-14.
DOI |
| 2019 |
Al Yahyaee, K. H., Mensi, W., Al Jarrah, I. M. W., Hamdi, A., & Kang, S. H. (2019). Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: a comparative analysis with yellow metal. North American journal of economics and finance, 49, 104-120.
DOI |
| 2019 |
Kang, S. H., Islam, F., & Kumar Tiwari, A. (2019). The dynamic relationships among CO₂ emissions, renewable and non-renewable energy sources, and economic growth in India: evidence from time-varying Bayesian VAR model. Structural change and economic dynamics, 50, 90-101.
DOI |
| 2019 |
Mensi, W., Sensoy, A., Aslan, A., & Kang, S. (2019). High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. North American journal of economics and finance, 50(article no. 101031), 1-16.
DOI |
| 2007 |
Kang, S. H., & Yoon, S. M. (2007). Long memory properties in return and volatility : Evidence from the Korean stock market. Physica A - statistical mechanics and its applications.
DOI |
| 2007 |
Yoon, S. M., & Kang, S. H. (2007). A skewed student-t value-at-risk approach for long memory volatility processes in Japanese financial markets. Journal of international economic studies. |
| 2006 |
Kang, S. H. (2006). Long-term Dependence in the Foreign Exchange Markets: International Evidence. Journal of the Korean Economy. |
| 2006 |
Kang, S. H., & Yoon, S. M. (2006). Asymmetric Long Memory Feature in the Volatility of Asian Stock Markets. Asia-Pacific Journal of Financial Studies. |
