How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference115 articles.
1. Oil price-inflation pass-through in OECD countries: the role of asymmetries, impact of global financial crisis and forecast evaluation;Adekoya;Intl. J. Ener. Sec. Mang.,2019
2. The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets;Adekoya;Resour. Pol.,2020
3. The synchronized and exceptional price performance of oil and gold: explanations and prospects;Aguilera;Resour. Pol.,2017
4. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Econ.,2016
5. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan;Akbar;Resour. Pol.,2019
Cited by 277 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Stock market connectedness during an energy crisis: Evidence from South Africa;Emerging Markets Review;2024-12
2. Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets;International Review of Economics & Finance;2024-11
3. Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty;Energy Economics;2024-10
4. Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective;Energy;2024-10
5. Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index;Resources Policy;2024-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3