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Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1

Kang, Sang Hoon; Tiwari, Aviral Kumar; Albulescu, … - In: Energy economics 84 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012183270

Oil price volatility and the logistics industry : dynamic connectedness with portfolio implications

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: Energy economics 102 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013162436

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Vo Xuan Vinh; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications

Mensi, Walid; Hammoudeh, Shawkat; Al-Jarrah, Idries … - In: Energy economics 67 (2017), pp. 454-475

Persistent link: https://www.econbiz.de/10011897952

Oil Price and the Automobile Industry : Dynamic Connectedness and Portfolio Implications with Downside Risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon - 2022

The paper examines the interactions of downside risks between crude oil and the automobile sector through the employment of Diebold and Yilmaz (2012) and Diebold and Yılmaz (2014) framework in a static and time-varying perspective. The network connectedness is found to intensify during the...

Persistent link: https://www.econbiz.de/10013302035

Nexus between Oil Shocks and Agriculture Commodities : Evidence from Time and Frequency Domain

Naeem, Muhammad Abubakr; Karim, Sitara; Hasan, Mudassar; … - 2022

This study presents fresh insights into the connectedness of oil shocks and agriculture commodities spanning January 1, 2006 to October 30, 2020. We employed the methodology developed by Ready (2018), which splits the oil price into demand and supply shocks. Further, we used the connectedness...

Persistent link: https://www.econbiz.de/10013306301

Dynamic spillover and connectedness between oil futures and European bonds

Mensi, Walid; Al-Yahyaee, Khamis Hamed; Vo Xuan Vinh; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012822033

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach

Mensi, Walid; Hkiri, Besma; Al-Yahyaee, Khamis Hamed; … - In: International review of economics & finance : IREF 54 (2018), pp. 74-102

Persistent link: https://www.econbiz.de/10012033348

Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets

Mensi, Walid; Gök, Remzi; Gemici, Eray; Kang, Sang Hoon - In: International economics : the quarterly journal in … 181 (2025), pp. 1-28

Persistent link: https://www.econbiz.de/10015329622