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21 .
Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: evidence from the United States and Canada
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by
Sang Hoon Kang
;
Jose Arreola Hernandez
;
Seong-Min Yoon
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
, et al.
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27 .
Spillover network among economic sentiment and economic policy uncertainty in Europe
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Jose Arreola Hernandez
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Sang Hoon Kang
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Zhuhua Jiang
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Seong-Min Yoon
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Hernandez, Jose Arreola
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Systems; Volume 10; Issue 4; Pages: 93
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Regime specific spillovers across US sectors and the role of oil price volatility
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Jose Arreola Hernandez
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Syed Jawad Hussain Shahzad
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Perry Sadorsky
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Gazi Salah Uddin
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Elie Bouri
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27 .
Interdependence and portfolio optimisation of bank equity returns from developed and emerging Europe
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Jose Arreola Hernandez
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Seong-Min Yoon
;
Sang Hoon Kang
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Hernandez, Jose Arreola
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Kang, Sang Hoon
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International Journal of Finance & Economics
. 27:678-696
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27 . Academic Journal
Inflation cycle synchronization in ASEAN countries
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by
Kang, Sang Hoon
;
Lahmiri, Salim
;
Uddin, Gazi Salah
;
Hernandez, Jose Arreola
;
Yoon, Seong-Min
.
소스
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
; MAY 1 2020, 545 p123820 14p.
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27 .
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
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Jose Arreola Hernandez
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Sang Hoon Kang
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Perry Sadorsky
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Ron McIver
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Kang, Sanghoon
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27 .
Impact of food price volatility on the US restaurant sector
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Gazi Salah Uddin
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Seong-Min Yoon
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Sang Hoon Kang
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Jose Arreola Hernandez
;
Anupam Dutta
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27 .
Co-movements between Bitcoin and Gold: A wavelet coherence analysis
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by
Sang Hoon Kang
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Jose Arreola Hernandez
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Ron McIver
;
Kang, Sang Hoon
;
McIver, Ron P
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Physica A: Statistical Mechanics and its Applications
. 536:120888
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27 . Academic Journal
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
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by
Al Janabi, Mazin A. M.
;
Hernandez, Jose Arreola
;
Berger, Theo
;
Duc Khuong Nguyen
.
소스
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
; JUN 16 2017, 259 3, p1121-p1131, 11p.
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