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Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis

Yang, Lu; Cai, Xiao Jing; Hamori, Shigeyuki - In: International review of economics & finance : IREF 49 (2017), pp. 536-547

Persistent link: https://www.econbiz.de/10011748693

Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis

Cai, Xiao Jing; Tian, Shuairu; Yuan, Nannan; Hamori, … - In: Journal of international financial markets, … 48 (2017), pp. 206-223

Persistent link: https://www.econbiz.de/10011892354

Co-movements in commodity markets andimplications in diversification benefits

Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425

Persistent link: https://www.econbiz.de/10012219019

Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective

Yang, Lu - In: Energy economics 80 (2019), pp. 219-233

Persistent link: https://www.econbiz.de/10012172363

Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis

Wu, Kai; Zhu, Jingran; Xu, Mingli; Yang, Lu - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012632221

Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate

Peng, Wei; Hu, Shichao; Chen, Wang; Zeng, Yu-feng; Yang, Lu - In: International review of economics & finance : IREF 59 (2019), pp. 137-149

Persistent link: https://www.econbiz.de/10012202498

Revisiting the "pure" oil-exchange co-movement from a time-domain perspective

Ma, Zhe; Yang, Lu - In: The Singapore economic review 69 (2024) 1, pp. 183-202

Persistent link: https://www.econbiz.de/10014535492

Oil Price Bubbles, Network Centrality, and Idiosyncratic Sovereign Risks

Yang, Lu - 2022

We examine the role of network centrality on idiosyncratic sovereign risk during oil price bubbles by characterizing a high-dimensional network based on data of 60 sovereign credit default swaps over 12 years. By specifying four types of network centrality—degree centrality, betweenness...

Persistent link: https://www.econbiz.de/10013299236

Crude oil hedging strategy : new evidence from the data of the financial crisis

Toyoshima, Yuki; Nakajima, Tadahiro; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 10/12, pp. 1033-1041

Persistent link: https://www.econbiz.de/10009772197

On the influence of oil price shocks on economic activity, inflation, and exchange rates

Yoshizaki, Yasunori; Hamori, Shigeyuki - In: International journal of financial research 4 (2013) 2, pp. 33-41

Persistent link: https://www.econbiz.de/10010205120