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2024Borsa Istanbul ReviewAsymmetric TVP-VAR Connectedness between Highly Traded Commodities and Hedging Strategies: Evidence from Major ContagionsKamesh Anand K, Aswini Kumar Mishrahttp://dx.doi.org/10.1016/j.bir.2024.07.009
2023Journal of Behavioral FinanceConnectedness of Agricultural Commodities Futures Returns: Do News Media Sentiments Matter?Oguzhan Cepni, Linh Pham, Ugur Soytashttp://dx.doi.org/10.1080/15427560.2023.2256910
2023Energy Strategy Reviews: Vol. 49Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?Qichang Xie, Jingrui Qin, Jianwei Lihttp://dx.doi.org/10.1016/j.esr.2023.101191
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2023Applied EconomicsVolatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network modelsHaifeng Wu, Qichang Xiehttp://dx.doi.org/10.1080/00036846.2023.2288051
2023Asia-Pacific Financial MarketsDynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network PerspectiveKarim Belcaid, Sara El Aoufi, Mamdouh Abdulaziz Saleh Al-Faryanhttp://dx.doi.org/10.1007/s10690-023-09439-2
2023Systems: Vol. 11, Issue 10Volatility Connectedness of Chinese Financial Institutions: Evidence from a Frequency Dynamics PerspectiveYishi Li, Yongpin Ni, Hanxing Zheng, Linyi Zhouhttp://dx.doi.org/10.3390/systems11100502
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2023PLOS ONE: Vol. 18, Issue 6Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approachJingbo Guo, Zhiyong Wang, Ricky Chee Jiun Chiahttp://dx.doi.org/10.1371/journal.pone.0287566
2023Financial Innovation: Vol. 9, Issue 1Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity marketsWaqas Hanif, Hee-Un Ko, Linh Pham, Sang Hoon Kanghttp://dx.doi.org/10.1186/s40854-023-00474-6
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2023Energy Economics: Vol. 126Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemicAzhar Mohamad, Vincent Fromentinhttp://dx.doi.org/10.1016/j.eneco.2023.107001
2023Research in International Business and Finance: Vol. 66Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implicationsZhenhua Liu, Qiang Ji, Pengxiang Zhai, Zhihua Dinghttp://dx.doi.org/10.1016/j.ribaf.2023.102039
2023Applied Sciences: Vol. 13, Issue 8Nickel and Cobalt Price Volatility Forecasting Using a Self-Attention-Based Transformer ModelShivam Swarup, Gyaneshwar Singh Kushwahahttp://dx.doi.org/10.3390/app13085072
2022Energy Economics: Vol. 111A volatility spillover analysis with realized semi(co)variances in Australian electricity marketsEvelyn Chanatásig-Niza, Aitor Ciarreta, Ainhoa Zarragahttp://dx.doi.org/10.1016/j.eneco.2022.106076
2022Energy Economics: Vol. 113Marine fuel hedging under the sulfur cap regulationsFrantišek Čech, Michal Zítekhttp://dx.doi.org/10.1016/j.eneco.2022.106204
2022Energy Economics: Vol. 111Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemicIoannis Chatziantoniou, David Gabauer, Fernando Perez de Graciahttp://dx.doi.org/10.1016/j.eneco.2022.106051
2022SSRN Electronic Journal Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy CommoditiesEvzen Kocenda, Michala Moravcovahttp://dx.doi.org/10.2139/ssrn.4190873
2022SSRN Electronic Journal Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management ImplicationsSyed Jawad Hussain Shahzad, Román Ferrer, Elie Bourihttp://dx.doi.org/10.2139/ssrn.4280021
2022Economic Systems: Vol. 46, Issue 3Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profileSophio Togonidze, Evžen Kočendahttp://dx.doi.org/10.1016/j.ecosys.2022.100988
2021SSRN Electronic Journal Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID PandemicIoannis Chatziantoniou, David Gabauer, Fernando Perez de Graciahttp://dx.doi.org/10.2139/ssrn.3929736
2021Economic Modelling: Vol. 102Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?Henry An, Feng Qiu, James Rudehttp://dx.doi.org/10.1016/j.econmod.2021.105552
2021Emerging Markets Finance and Trade: Vol. 57, Issue 2Analyzing Dynamic Connectedness in Korean Housing MarketsSo Jung Hwang, Hyunduk Suhhttp://dx.doi.org/10.1080/1540496X.2019.1649653
2021SSRN Electronic Journal Marine Fuel Hedging Under the Sulfur Cap RegulationsFrantisek Cech, Michal Zitekhttp://dx.doi.org/10.2139/ssrn.3947516
2021Financial Innovation: Vol. 7, Issue 1Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange marketsMuhammad Owais Qarni, Saiqb Gulzarhttp://dx.doi.org/10.1186/s40854-021-00233-5
2020Economic Modelling: Vol. 84Dynamic frequency connectedness between oil and natural gas volatilitiesYuliya Lovcha, Alejandro Perez-Labordahttp://dx.doi.org/10.1016/j.econmod.2019.04.008
2020The North American Journal of Economics and Finance: Vol. 51A quantile-copula approach to dependence between financial assetsJong-Min Kim, Lucia Tabacu, Hojin Junghttp://dx.doi.org/10.1016/j.najef.2019.101066
2019Energy Economics: Vol. 78Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov modelNicholas Apergis, Giray Gozgor, Chi Keung Marco Lau, Shixuan Wanghttp://dx.doi.org/10.1016/j.eneco.2018.10.038
2019Journal of Commodity Markets: Vol. 14Characteristics of petroleum product prices: A surveyLouis H. Ederington, Chitru S. Fernando, Seth A. Hoelscher, Thomas K. Lee, Scott C. Linnhttp://dx.doi.org/10.1016/j.jcomm.2018.09.001
2019Finance Research Letters: Vol. 31Do cryptocurrencies and traditional asset classes influence each other?Josef Kurkahttp://dx.doi.org/10.1016/j.frl.2019.04.018
2019The North American Journal of Economics and Finance: Vol. 47Network-based asset allocation strategiesTomas Výrost, Štefan Lyócsa, Eduard Baumöhlhttp://dx.doi.org/10.1016/j.najef.2018.06.008
2019The Energy Journal: Vol. 40, Issue 1_supplLiving in an Era when Market Fundamentals Determine Crude Oil PriceTheodosios Perifanis, Athanasios Dagoumashttp://dx.doi.org/10.5547/01956574.40.SI1.tper
2019The Energy Journal: Vol. 40, Issue 2Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures MarketsNiaz Bashiri Behmiri, Matteo Manera, Marcella Nicolinihttp://dx.doi.org/10.5547/01956574.40.2.nbeh
2019The Energy Journal: Vol. 40, Issue 2_supplTotal, Asymmetric and Frequency Connectedness between Oil and Forex MarketsJozef Baruník, Evžen Kočendahttp://dx.doi.org/10.5547/01956574.40.SI2.jbar
2019Physica A: Statistical Mechanics and its Applications: Vol. 523Dynamic asymmetric spillovers and volatility interdependence on China’s stock marketYufeng Chen, Wenqi Li, Fang Quhttp://dx.doi.org/10.1016/j.physa.2019.02.021
2018Journal of Commodity Markets: Vol. 12Volatility spillover in seafood marketsRoy Endré Dahl, Erlendur Jonssonhttp://dx.doi.org/10.1016/j.jcomm.2017.12.005
2018Prague Economic Papers: Vol. 27, Issue 3Survey of Volatility and Spillovers on Financial MarketsEvžen Kočendahttp://dx.doi.org/10.18267/j.pep.650
2018The Energy Journal: Vol. 39, Issue 2Dependence Structure between Oil Prices, Exchange Rates, and Interest RatesJong-Min Kim, Hojin Junghttp://dx.doi.org/10.5547/01956574.39.2.jkim
2018Politická ekonomie: Vol. 66, Issue 2Prices of Biofuels and Related Commodities: an Analysis Using Methods of Minimum Spanning Tree and Hierarchical TreeOndřej Filip, Karel Janda, Ladislav Krištoufekhttp://dx.doi.org/10.18267/j.polek.1185
2018Energy Economics: Vol. 74Asymmetric volatility spillovers between crude oil and international financial marketsXunxiao Wang, Chongfeng Wuhttp://dx.doi.org/10.1016/j.eneco.2018.06.022
2018Journal of International Financial Markets, Institutions and Money: Vol. 57Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?Gang-Jin Wang, Chi Xie, Longfeng Zhao, Zhi-Qiang Jianghttp://dx.doi.org/10.1016/j.intfin.2018.07.008
2018Applied Energy: Vol. 215Financial risk network architecture of energy firmsNatalia Restrepo, Jorge M. Uribe, Diego Manotashttp://dx.doi.org/10.1016/j.apenergy.2018.02.060
2017Energy Economics: Vol. 66Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?Nicholas Apergis, Jozef Baruník, Marco Chi Keung Lauhttp://dx.doi.org/10.1016/j.eneco.2017.06.010
2017Energy Economics: Vol. 66Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisisKostas Andriosopoulos, Emilios Galariotis, Spyros Spyrouhttp://dx.doi.org/10.1016/j.eneco.2017.06.023
2017Journal of International Money and Finance: Vol. 77Asymmetric volatility connectedness on the forex marketJozef Baruník, Evžen Kočenda, Lukáš Váchahttp://dx.doi.org/10.1016/j.jimonfin.2017.06.003
2017Energy Economics: Vol. 65Cyclical properties of supply-side and demand-side shocks in oil-based commodity marketsTomáš Křehlík, Jozef Baruníkhttp://dx.doi.org/10.1016/j.eneco.2017.05.003
2016Journal of Financial Markets: Vol. 27Asymmetric connectedness on the U.S. stock market: Bad and good volatility spilloversJozef Baruník, Evžen Kočenda, Lukáš Váchahttp://dx.doi.org/10.1016/j.finmar.2015.09.003
2016Entropy: Vol. 18, Issue 5Forecasting Energy Value at Risk Using Multiscale Dependence Based MethodologyKaijian He, Rui Zha, Yanhui Chen, Kin Laihttp://dx.doi.org/10.3390/e18050170
2016International Review of Economics & Finance: Vol. 42Stock and currency market linkages: New evidence from realized spillovers in higher momentsHung Xuan Do, Robert Brooks, Sirimon Treepongkaruna, Eliza Wuhttp://dx.doi.org/10.1016/j.iref.2015.11.003

 

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