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~isPartOf:"Managerial finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~subject:"Oil price"
~subject:"Stock market"
~type_genre:"Article in journal"
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Oil price
Stock market
Volatility
16
Volatilität
16
Estimation
9
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9
Spillover effect
9
Spillover-Effekt
9
ARCH model
8
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8
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McAleer, Michael
Mensi, Walid
Gupta, Rangan
13
Kang, Sang Hoon
7
Wohar, Mark E.
6
Xuan Vinh Vo
6
Zhu, Huiming
6
Dai, Zhifeng
5
Hau, Liya
5
Ur Rehman, Mobeen
5
Zhuang, Xintian
5
Hammoudeh, Shawkat
4
Ji, Qiang
4
Jiang, Yong
4
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4
Li, Yanshuang
4
Plastun, Alex
4
Wang, Jian
4
Wen, Fenghua
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Cho, Hoon
3
Hamori, Shigeyuki
3
Ryu, Doojin
3
Sibande, Xolani
3
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3
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2
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Managerial finance
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
11
Finance research letters
8
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
7
Emerging markets review
5
Pacific-Basin finance journal
5
International review of economics & finance : IREF
4
International journal of emerging markets
3
Applied economics
2
Borsa Istanbul Review
2
Economic modelling
2
Financial innovation : FIN
2
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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ECONIS (ZBW)
9
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date (oldest first)
1
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
4
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Mensi, Walid
;
Lee, Yun-Jung
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012822250
Saved in:
5
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
6
Time-frequency co-movements between oil prices and interest rates : evidence from a wavelet-based approach
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012658657
Saved in:
7
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:
8
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
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