Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management

Published:2022-12 Issue: Volume:79 Page:103113
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Alomari Mohammad^ORCID,Mensi Walid,Vo Xuan Vinh,Kang Sang Hoon

Funder

Ministry of Education

National Research Foundation of Korea

Đại học Kinh tế Thành phố Hồ Chí Minh

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference77 articles.

1. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Econ.,2016

2. Tail risk, systemic risk and spillover risk of crude oil and precious metals;Ahmed;Energy Econ.,2022

3. Extreme co-movements and dependencies among major international exchange rates: a copula approach;Albulescu;Q. Rev. Econ. Finance,2018

4. Quantile connectedness: modelling tail behaviour in the topology of financial networks;Ando;Manag. Sci.,2022

5. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002

Cited by 13 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. Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries;International Review of Economics & Finance;2024-11

2. Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets;Research in International Business and Finance;2024-09

3. Are clean energy markets hedges for stock markets? A tail quantile connectedness regression;Energy Economics;2024-08

4. Examining time–frequency quantile dependence between green bond and green equity markets;Financial Innovation;2024-07-16

5. Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline;Resources Policy;2024-06

同舟云学术

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