[HTML][HTML] Impact of the global financial crisis on the crude oil market

K Joo, JH Suh, D Lee, K Ahn - Energy Strategy Reviews, 2020 - Elsevier
This study examines the effect of the 2008 global financial crisis on the crude oil market. We
use the Hurst exponent, Shannon entropy, and the scaling exponent to characterize the …

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and …

I Yousaf, M Beljid, A Chaibi, AAL Ajlouni - Pacific-Basin Finance Journal, 2022 - Elsevier
In this paper, we use a bivariate VAR-asymmetric-BEKK-GARCH model to examine returns,
asymmetric volatility spillovers, and time-varying correlations among GCC stock markets …

Commercial real estate market at a crossroads: the impact of COVID-19 and the implications to future cities

Y Wen, L Fang, Q Li - Sustainability, 2022 - mdpi.com
This paper aims to examine the responses of commercial real estate markets to COVID-19
and the implications for post-pandemic cities. Using data of Florida's metropolitan areas in a …

Cryptocurrency: Not far from equilibrium

E Yi, K Ahn, MY Choi - Technological Forecasting and Social Change, 2022 - Elsevier
The rapid growth and expanding applications of cryptocurrencies are the main factors that
have led them to be considered potential assets to investment portfolios. However, the fierce …

After the splits: Information flow between Bitcoin and Bitcoin family

E Yi, Y Cho, S Sohn, K Ahn - Chaos, Solitons & Fractals, 2021 - Elsevier
This study examines information flow between new and old forks after Bitcoin splits.
Particularly, we estimate the transfer entropy between Bitcoin and Bitcoin Cash as an …

Market efficiency of US REITs: A revisit

I Ryu, H Jang, D Kim, K Ahn - Chaos, Solitons & Fractals, 2021 - Elsevier
The findings on the efficient market hypothesis in the US real estate investment trust (REIT)
sector are mixed, and applied methodologies may not be adequate. This paper investigates …

Can government stabilize the housing market? The evidence from South Korea

H Jang, Y Song, K Ahn - Physica A: Statistical Mechanics and Its …, 2020 - Elsevier
This study aims to examine the effectiveness of government policies in stabilizing the
housing market in South Korea. Analysis of condominium prices between 2012 and 2019 in …

[HTML][HTML] Research on the evaluation of real estate inventory management in China

W Li, L Weng, K Zhao, S Zhao, P Zhang - Land, 2021 - mdpi.com
Inventory management not only determines the health of the real estate market
development, but also affects the regional economy and the capacity of sustainable social …

Dynamics, risk and management performance of urban real estate inventory in Yangtze River Delta

P Zhang, H Chen, K Zhao, S Zhao, W Li - Buildings, 2022 - mdpi.com
(1) Background: Inventory management is a key point in the achievement of the virtuous
cycle and sustainable development of the real estate industry. In response to the practical …

Market efficiency of cryptocurrency: evidence from the Bitcoin market

E Yi, B Yang, M Jeong, S Sohn, K Ahn - Scientific reports, 2023 - nature.com
This study examines whether the Bitcoin market satisfies the (weak-form) efficient market
hypothesis using a quantum harmonic oscillator, which provides the state-specific …