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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
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Crude oil price dynamics with crash risk under fundamental shocks
Hui, Cho H.; Lo, Chi-Fai; Cheung, Chi-Hin; Wong, Andrew - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012664489
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Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
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Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
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Cross herding between American industries and the oil market
BenMabrouk, Houda; Litimi, Houda - In: The North American journal of economics and finance : a … 45 (2018), pp. 196-205
Persistent link: https://www.econbiz.de/10012117772
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OPEC news and predictability of oil futures returns and volatility : evidence from a nonparametric causality-in-quantiles approach
Gupta, Rangan; Yoon, Seong-min - In: The North American journal of economics and finance : a … 45 (2018), pp. 206-214
Persistent link: https://www.econbiz.de/10012117774
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Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective
He, Zhifang; Sun, Hao; Chen, Jiaqi; Yang, Xin; Yin, Zhujia - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014484058
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United States oil and gas stock returns with multi-factor pricing models : 2008-2018
Carson, Scott Alan - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012664500
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Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
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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