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Jump dynamics with structural breaks for crude oil prices

Lee, Yen-Hsien; Hu, Hsu-ning; Chiou, Jer-shiou - In: Energy economics 32 (2010) 2, pp. 343-350

Persistent link: https://www.econbiz.de/10003954621

Oil sensitivity and its asymmetric impact on the stock market

Lee, Yen-Hsien; Chiou, Jer-shiou - In: Energy : the international journal ; technologies, … 36 (2011) 1, pp. 168-174

Persistent link: https://www.econbiz.de/10008826123

Oil and S&P 500 markets : evidence from the nonlinear model

Lee, Yen-Hsien; Fang, Hao - In: International journal of economics and financial issues … 2 (2012) 3, pp. 272-280

Persistent link: https://www.econbiz.de/10009579455

Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction

Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336

Persistent link: https://www.econbiz.de/10011286211

Dynamic spillovers between oil and stock markets : new approaches at spillover index

Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10011405144

The Asymmetric Long-Run Relationship between Crude Oil and Gold Futures

Lee, Yen-Hsien; Huang, Ya-Ling; Yang, Hao-Jang - 2012

This study employs the momentum threshold error-correction model with generalized autoregressive conditional heteroskedasticity to investigate asymmetric cointegration and causal relationships between West Texas Intermediate Crude Oil and gold prices in the futures market. The paper examines...

Persistent link: https://www.econbiz.de/10014176470