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A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
Yao, Can-Zhong; Mo, Yi-Na; Zhang, Ze-Kun - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013187660
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Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
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Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo; González, Sergio; Clements, Adam - In: The North American journal of economics and finance : a … 46 (2018), pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
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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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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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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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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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Downside/upside price spillovers between precious metals : a vine copula approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: The North American journal of economics and finance : a … 34 (2015), pp. 84-102
Persistent link: https://www.econbiz.de/10011539691