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Regime specific spillovers across US sectors and the role of oil price volatility
Hernandez, Jose Arreola; Shahzad, Syed Jawad Hussain; … - In: Energy economics 107 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202566
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Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar; Pathak, Rajesh; DasGupta, Ranjan; … - In: Applied economics 53 (2021) 58, pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
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The impact of oil shocks on exchange rates : a Markov-switching approach
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - In: Energy economics 54 (2016), pp. 11-23
Persistent link: https://www.econbiz.de/10011662720
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Hedging emerging market stock prices with oil, gold, VIX, and bonds : a comparison between DCC, ADCC and GO-GARCH
Basher, Syed Abul; Sadorsky, Perry A. - In: Energy economics 54 (2016), pp. 235-247
Persistent link: https://www.econbiz.de/10011662827
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The role of globalization on the recent evolution of energy demand in India : implications for sustainable development
Shahbaz, Muhammad; Mallick, Hrushikesh; Mahalik, Mantu Kumar - In: Energy economics 55 (2016), pp. 52-68
Persistent link: https://www.econbiz.de/10011663118
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Optimal hedge ratios for clean energy equities
Ahmad, Wasim; Sadorsky, Perry A.; Sharma, Amit - In: Economic modelling 72 (2018), pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
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The impact of oil-market shocks on stock returns in major oil-exporting countries
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - In: Journal of international money and finance 86 (2018), pp. 264-280
Persistent link: https://www.econbiz.de/10012000518
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Convergence of energy productivity across Indian states and territories
Bhattacharya, Madhumita; Inekwe, John Nkwoma; Sadorsky, … - In: Energy economics 74 (2018), pp. 427-440
Persistent link: https://www.econbiz.de/10011972898
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How strong is the causal relationship between globalization and energy consumption in developed economies? : a country-specific time-series and panel analysis
Shahbaz, Muhammad; Shahzad, Syed Jawad Hussain; … - In: Applied economics 50 (2018) 13, pp. 1479-1494
Persistent link: https://www.econbiz.de/10011848805
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The impact of oil-market shocks on stock returns in major oil-exporting countries : a Markov-switching approach
Basher, Syed Abul; Haug, Alfred Albert; Sadorsky, Perry A. - 2017
Persistent link: https://www.econbiz.de/10011745274