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type_genre:"Collection of articles written by one author"
~isPartOf:"International tax and public finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hau, Liya"
~person:"Kang, Sang Hoon"
~person:"Mensi, Walid"
~subject:"Auslandsinvestition"
~subject:"Handelsliberalisierung"
~subject:"Portfolio Selection"
~subject:"Theorie"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Sammlung"
~type_genre:"Statistics"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Auslandsinvestition
Handelsliberalisierung
Portfolio Selection
Theorie
Welt
World
9
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
Oil price
4
Spillover effect
4
Spillover-Effekt
4
Ölpreis
4
China
3
Commodity market
3
Crude oil
3
Portfolio selection
3
Portfolio-Management
3
Rohstoffmarkt
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Anlageverhalten
2
Behavioural finance
2
Bitcoin
2
Capital income
2
Commodity derivative
2
Commodity markets
2
Connectedness
2
Edelmetall
2
Erdöl
2
Hedging
2
International financial market
2
Internationaler Finanzmarkt
2
Kapitaleinkommen
2
Petroleum
2
Precious metal
2
Precious metals
2
Rohstoffderivat
2
Spillovers
2
Stock market
2
Wavelet analysis
2
Asymmetric volatility connectedness
1
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Collection of articles written by one author
Article in journal
Government document
Sammlung
Statistics
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9
Language
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English
9
Author
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Hau, Liya
Kang, Sang Hoon
Mensi, Walid
Lee, Chien-chiang
9
Egger, Peter
5
Zhu, Huiming
5
Gupta, Rangan
4
Chen, Mei-Ping
3
Hamori, Shigeyuki
3
Quoc Trung Tran
3
Salisu, Afees A.
3
Schneider, Friedrich
3
Tiwari, Aviral Kumar
3
Von Furstenberg, George M.
3
Wamser, Georg
3
Wohar, Mark E.
3
Adediran, Idris A.
2
Aizenman, Joshua
2
Balcilar, Mehmet
2
Bühn, Andreas
2
Büttner, Thiess
2
Chan, Kam C.
2
Chen, Qitong
2
Dash, Saumya Ranjan
2
Dharmapala, Dhammika
2
Dungey, Mardi H.
2
Fuest, Clemens
2
Haan, Jakob de
2
Hammoudeh, Shawkat
2
Hasan, Md. Bokhtiar
2
Hassan, M. Kabir
2
Hui, Cho H.
2
Jiang, Yong
2
Keen, Michael
2
Kliber, Agata
2
Kotsogiannēs, Chrēstos
2
Lin, Chun-Wei
2
Lin, Ling
2
Liu, Yan
2
Lo, Chi-Fai
2
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International tax and public finance
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
9
Finance research letters
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
International review of economics & finance : IREF
3
Applied economics
2
Global finance journal
2
International review of financial analysis
2
Journal of commodity markets
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
2
Emerging markets review
1
Financial innovation : FIN
1
International journal of emerging markets
1
Journal of multinational financial management
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
The journal of the Korean economy
1
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ECONIS (ZBW)
9
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1
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
2
Upside/downside spillovers between oil and Chinese stock sectors : from the global financial crisis to global pandemic
Mensi, Walid
;
Hanif, Waqas
;
Xuan Vinh Vo
;
Choi, Ki-hong
; …
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014484004
Saved in:
3
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
4
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
5
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets : evidence from rolling window analysis
Zhu, Huiming
;
Chen, Weiyan
;
Hau, Liya
;
Chen, Qitong
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012822243
Saved in:
6
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
7
Dependent relationships between Chinese commodity markets and the international financial market : evidence from quantile time-frequency analysis
Zhu, Huiming
;
Meng, Liang
;
Ge, Yajing
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012664544
Saved in:
8
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
Mensi, Walid
;
Sensoy, Ahmet
;
Aslan, Aylin
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012203700
Saved in:
9
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
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