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Persistent link: https://www.econbiz.de/10013350799

Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications

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Persistent link: https://www.econbiz.de/10013201963

Long-term dependence in the foreign exchange markets : international evidence

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Spillovers and portfolio optimization of precious metals and global/regional equity markets

Hernandez, Jose Arreola; Kang, Sang Hoon; Yoon, Seong-min - In: Applied economics 54 (2022) 20, pp. 2320-2342

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Asymmetric volatility connectedness between Islamic stock and commodity markets

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A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets

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Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications

Mensi, Walid; Aslan, Aylin; Vo Xuan Vinh; Kang, Sang Hoon - In: International review of economics & finance : IREF 83 (2023), pp. 219-232

Persistent link: https://www.econbiz.de/10014239971

Quantile dependencies and connectedness between stock and precious metals markets

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Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis

Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; Vo … - In: Research in international business and finance 65 (2023), pp. 1-23

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Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility

Tabash, Mosab I.; Sheikh, Umaid A.; Mensi, Walid; Kang, … - In: Borsa Istanbul Review 24 (2024) 6, pp. 1146-1165

This study quantifies the shock transmission mechanism between the trade policy uncertainty (TPU) index and Sharia-compliant stock sectoral conditional volatility in the Gulf Cooperation Council (GCC) countries. We employ a comprehensive analysis that includes the time-domain extended joint and...

Persistent link: https://www.econbiz.de/10015152585