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Finance Research Letters|October 5, 2020
Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysisSun-Yong ChoiHeliyon|October 9, 2023
The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine warSun-Yong ChoiPlos One|May 6, 2020
Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indicesSun-Yong Choi, Changsoo HongPlos One|November 17, 2022
Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 indexSeo-Yeon Lim, Sun-Yong ChoiPlos One|October 5, 2023
Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset?Seok-Jun Yun, Sun-Yong Choi, Young Sung KimPlos One|August 3, 2023
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuelsZaghum Umar, Sun-Yong Choi, Tamara Teplova, et al.Plos One|July 21, 2025
Baltic dry index forecast using financial market data: Machine learning methods and SHAP explanationsHyeon-Seok Kim, Do-Hyeon Kim, Sun-Yong ChoiEntropy (Basel, Switzerland)|June 26, 2025
Modeling Stylized Facts in FX Markets with FINGAN-BiLSTM: A Deep Learning Approach to Financial Time SeriesDong-Jun Kim, Do-Hyeon Kim, Sun-Yong ChoiPlos One|April 25, 2023
Information flow dynamics between geopolitical risk and major asset returnsZaghum Umar, Ahmed Bossman, Sun-Yong Choi, et al.Plos One|November 21, 2023
Correction: Information flow dynamics between geopolitical risk and major asset returnsZaghum Umar, Ahmed Bossman, Sun-Yong Choi, et al.Pageof 2