| Forecasting volatility of crude oil markets SH Kang, SM Kang, SM Yoon Energy Economics 31 (1), 119-125, 2009 | 432 | 2009 |
| Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets SH Kang, R McIver, SM Yoon Energy Economics 62, 19-32, 2017 | 416 | 2017 |
| Dynamic spillovers among major energy and cereal commodity prices W Mensi, S Hammoudeh, DK Nguyen, SM Yoon Energy Economics 43, 225-243, 2014 | 252 | 2014 |
| Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets KH Al-Yahyaee, W Mensi, SM Yoon Finance Research Letters 27, 228-234, 2018 | 240 | 2018 |
| Modeling and forecasting the volatility of petroleum futures prices SH Kang, SM Yoon Energy Economics 36, 354-362, 2013 | 141 | 2013 |
| The relationship between Airbnb and the hotel revenue: in the case of Korea KH Choi, JH Jung, SY Ryu, SD Kim, SM Yoon Indian Journal of Science and Technology 8 (26), 1-8, 2015 | 135 | 2015 |
| Cross-country determinants of economic policy uncertainty spillovers F Balli, GS Uddin, H Mudassar, SM Yoon Economics Letters 156, 179-183, 2017 | 131 | 2017 |
| Weather effects on returns: Evidence from the Korean stock market SM Yoon, SH Kang Physica A: Statistical Mechanics and its Applications 388 (5), 682-690, 2009 | 125 | 2009 |
| Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis Z Jiang, SM Yoon Energy Economics 90, 104835, 2020 | 118 | 2020 |
| Network connectedness and net spillover between financial and commodity markets SM Yoon, M Al Mamun, GS Uddin, SH Kang The North American Journal of Economics and Finance 48, 801-818, 2019 | 109 | 2019 |
| Weather effects on the returns and volatility of the Shanghai stock market SH Kang, Z Jiang, Y Lee, SM Yoon Physica A: Statistical Mechanics and its Applications 389 (1), 91-99, 2010 | 104 | 2010 |
| How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process W Mensi, S Hammoudeh, SM Yoon Energy Economics 42, 343-354, 2014 | 99 | 2014 |
| Long memory properties in return and volatility: Evidence from the Korean stock market SH Kang, SM Yoon Physica A: Statistical Mechanics and its Applications 385 (2), 591-600, 2007 | 99 | 2007 |
| Structural changes and volatility transmission in crude oil markets SH Kang, C Cheong, SM Yoon Physica A: Statistical Mechanics and its Applications 390 (23-24), 4317-4324, 2011 | 94 | 2011 |
| Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate W Mensi, S Hammoudeh, SM Yoon Energy Economics 48, 46-60, 2015 | 92 | 2015 |
| Long memory volatility in Chinese stock markets SH Kang, C Cheong, SM Yoon Physica A: Statistical Mechanics and its Applications 389 (7), 1425-1433, 2010 | 90 | 2010 |
| Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis W Mensi, YJ Lee, KH Al-Yahyaee, A Sensoy, SM Yoon Finance Research Letters 31, 19-25, 2019 | 88 | 2019 |
| Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets SH Kang, HG Cho, SM Yoon Physica A: Statistical Mechanics and its Applications 388 (17), 3543-3550, 2009 | 83 | 2009 |
| Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 SH Kang, AK Tiwari, CT Albulescu, SM Yoon Energy Economics 84, 104543, 2019 | 80 | 2019 |
| Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis W Mensi, AK Tiwari, SM Yoon Physica A: Statistical Mechanics and its Applications 471, 135-146, 2017 | 80 | 2017 |
Aviral Kumar TiwariIndian Institute of Management Bodh Gaya, Bodh Gaya, Bihar, India在 iimbg.ac.in 的电子邮件经过验证
