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~isPartOf:"Energy economics"
~person:"Kumar, Pawan"
~person:"Bouri, Elie"
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Spillover effect
12
Spillover-Effekt
12
Volatility
9
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9
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9
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7
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Kumar, Pawan
Bouri, Elie
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9
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7
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5
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3
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3
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Department of Economics working paper series
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2
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1
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
2
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
Saved in:
3
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
Saved in:
4
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
Saved in:
5
Extreme return connectedness and its determinants between clean/green and dirty energy investments
Saeed, Tareq
;
Bouri, Elie
;
Alsulami, Hamed
- In:
Energy economics
96
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012817914
Saved in:
6
Feedback spillover dynamics of crude oil and global assets indicators : a system-wide network perspective
Singh, Vipul Kumar
;
Kumar, Pawan
;
Nishant, Shreyank
- In:
Energy economics
80
(
2019
),
pp. 321-335
Persistent link: https://www.econbiz.de/10012173624
Saved in:
7
Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Krištoufek, …
- In:
Energy economics
81
(
2019
),
pp. 1042-1055
Persistent link: https://www.econbiz.de/10012173059
Saved in:
8
Global connectedness of MSCI energy equity indices : a system-wide network approach
Singh, Vipul Kumar
;
Kumar, Pawan
;
Nishant, Shreyank
- In:
Energy economics
84
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012183357
Saved in:
9
Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar
;
Nishant, Shreyank
;
Kumar, Pawan
- In:
Energy economics
76
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
Saved in:
10
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
11
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
12
Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
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