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~isPartOf:"International review of economics & finance : IREF"
~language:"afr"
~language:"eng"
~language:"tur"
~person:"Mensi, Walid"
~subject:"Preisdifferenzierung"
~subject:"United States"
~subject:"Volatility"
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Preisdifferenzierung
United States
Volatility
Oil price
2
Volatilität
2
Welt
2
World
2
Ölpreis
2
Aktienmarkt
1
Asymmetric spillovers
1
BRICS
1
BRICS countries
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BRICS-Staaten
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Co-movement
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Commodity derivative
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Commodity price
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Commodity prices
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Correlation
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Edelmetall
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Estimation
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Financial market
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Financial markets
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Gold
1
Hedging
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Oil
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Precious metal
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Precious metals
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Risikomaß
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Risk measure
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Rohstoffderivat
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Rohstoffpreis
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Safe haven
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Schätzung
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Spillover effect
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State space model
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Mensi, Walid
Chen, Jinyu
3
Hammoudeh, Shawkat
3
Han, Liyan
3
Wang, Lu
3
Yin, Libo
3
Chen, Wang
2
Feng, Jiabao
2
Gupta, Rangan
2
Huang, Jianbai
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Kang, Sang Hoon
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1
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1
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1
Alexiou, Constantinos
1
Alsubaiei, Bader Jawid
1
Andraz, Jorge M.
1
Antonakakis, Nikolaos
1
Aslan, Aylin
1
Balcilar, Mehmet
1
Beckmann, Joscha
1
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1
Bos, Jaap W. B.
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Byun, Suk Joon
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1
Chao, Chi-Chur
1
Chen, Carl R.
1
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1
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International review of economics & finance : IREF
Energy economics
7
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
The North American journal of economics and finance : a journal of financial economics studies
2
Australian economic papers
1
Economic modelling
1
Emerging markets review
1
Financial innovation : FIN
1
Journal of banking & finance
1
Journal of international financial markets, institutions & money
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Studies in economics and finance
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ECONIS (ZBW)
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Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
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