Similar Search Results

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1

Kang, Sang Hoon; Tiwari, Aviral Kumar; Albulescu, … - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183270

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

Learning in the oil futures markets : evidence and macroeconomic implications

Leduc, Sylvain; Moran, Kevin; Vigfusson, Robert J. - 2016

We show that a model where investors learn about the persistence of oil-price movements accounts well for the fluctuations in oil-price futures since the late 1990s. Using a DSGE model, we then show that this learning process alters the impact of oil shocks, making it time-dependent and...

Persistent link: https://www.econbiz.de/10011563170

Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs

Kang, Sang Hoon; Hernandez, Jose Arreola; Sadorsky, Perry A. - In: Energy economics 99 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012939407

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

Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications

Naeem, Muhammad Abubakr; Hasan, Mudassar; Arif, Muhammad; … - In: Energy economics 105 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013201963

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

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Energy economics 62 (2017), pp. 19-32

Persistent link: https://www.econbiz.de/10011748013

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