| 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 | 600 | 2017 |
| Forecasting volatility of crude oil markets SH Kang, SM Kang, SM Yoon Energy Economics 31 (1), 119-125, 2009 | 498 | 2009 |
| Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices W Mensi, A Sensoy, XV Vo, SH Kang Resources Policy 69, 101829, 2020 | 297 | 2020 |
| Global financial crisis and spillover effects among the US and BRICS stock markets W Mensi, S Hammoudeh, DK Nguyen, SH Kang International Review of Economics & Finance 42, 257-276, 2016 | 269 | 2016 |
| Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications W Mensi, S Hammoudeh, IMW Al-Jarrah, A Sensoy, SH Kang Energy Economics 67, 454-475, 2017 | 209 | 2017 |
| Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets W Mensi, AR Al Rababa'a, XV Vo, SH Kang Energy Economics 98, 105262, 2021 | 193 | 2021 |
| Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets W Mensi, FZ Boubaker, KH Al-Yahyaee, SH Kang Finance Research Letters 25, 230-238, 2018 | 182 | 2018 |
| 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 | 177 | 2019 |
| Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach W Mensi, B Hkiri, KH Al-Yahyaee, SH Kang International Review of Economics & Finance 54, 74-102, 2018 | 175 | 2018 |
| Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum W Mensi, KH Al-Yahyaee, SH Kang Finance Research Letters 29, 222-230, 2019 | 174 | 2019 |
| Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia W Mensi, S Hammoudeh, SH Kang Economic Modelling 51, 340-358, 2015 | 167 | 2015 |
| Geopolitical risk, uncertainty and Bitcoin investment M Al Mamun, GS Uddin, MT Suleman, SH Kang Physica A: Statistical Mechanics and Its Applications 540, 123107, 2020 | 165 | 2020 |
| Modeling and forecasting the volatility of petroleum futures prices SH Kang, SM Yoon Energy Economics 36, 354-362, 2013 | 163 | 2013 |
| Co-movements between Bitcoin and Gold: A wavelet coherence analysis SH Kang, RP McIver, JA Hernandez Physica A: Statistical Mechanics and its Applications 536, 120888, 2019 | 158 | 2019 |
| Connectedness network and dependence structure mechanism in green investments AI Lundgren, A Milicevic, GS Uddin, SH Kang Energy Economics 72, 145-153, 2018 | 149 | 2018 |
| The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model SH Kang, F Islam, AK Tiwari Structural Change and Economic Dynamics 50, 90-101, 2019 | 147 | 2019 |
| Why cryptocurrency markets are inefficient: The impact of liquidity and volatility KH Al-Yahyaee, W Mensi, HU Ko, SM Yoon, SH Kang The North American Journal of Economics and Finance 52, 101168, 2020 | 146 | 2020 |
| Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model AK Tiwari, ID Raheem, SH Kang Physica A: Statistical Mechanics and Its Applications 535, 122295, 2019 | 146 | 2019 |
| 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 | 140 | 2009 |
| Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets W Mensi, I Yousaf, XV Vo, SH Kang Journal of International Financial Markets, Institutions and Money 76, 101487, 2022 | 134 | 2022 |
