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2022Energy: Vol. 246The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regressionYing Chen, Xuehong Zhu, Hailing Li
2022The B.E. Journal of Macroeconomics: Vol. 0, Issue 0Interpreting Structural Shocks and Assessing Their Historical ImportanceLuis Herrera, Jesús Vázquez
2022Energy Economics: Vol. 105Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implicationsMuhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, Muhammad Tahir Suleman, Sang Hoon Kang
2021Resources Policy: Vol. 73The impacts of oil price shocks and jumps on China's nonferrous metal marketsFeng Liu, Chuanguo Zhang, Mengying Tang
2021Resources Policy: Vol. 70Hedging oil price risk with gold during COVID-19 pandemicAfees A. Salisu, Xuan Vinh Vo, Adedoyin Lawal
2021Investment Management and Financial Innovations: Vol. 18, Issue 2Modeling the relationships among gold price, oil price, foreign exchange, and the stock market index in ThailandSupachok Thakolsri
2021Emerging Markets Finance and Trade: Vol. 57, Issue 12The Effects of Different Types of Oil Price Shocks on Industrial PPI: Evidence from 36 Sub-industries in ChinaJinyu Chen, Xuehong Zhu
2021Energy Economics: Vol. 94The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implicationsDebasish Maitra, Kousik Guhathakurta, Sang Hoon Kang
2021Journal of Commodity MarketsCan gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modelingXinya Wang, Brian Lucey, Shupei Huang
2021Resources Policy: Vol. 74Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexesWalid Mensi, Yun-Jung Lee, Xuan Vinh Vo, Seong-Min Yoon
2020Sustainability: Vol. 12, Issue 14Effects of COVID-19 on Indian Energy ConsumptionKentaka Aruga, Md. Monirul Islam, Arifa Jannat
2020Resources Policy: Vol. 69Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?Danyan Wen, Yudong Wang, Chaoqun Ma, Yaojie Zhang
2020Pacific-Basin Finance Journal: Vol. 60Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indicesOsamah M. Alkhazali, Taisier A. Zoubi
2020Energy Economics: Vol. 86The pass-through effects of oil price shocks on China's inflation: A time-varying analysisJinyu Chen, Xuehong Zhu, Hailing Li
2020Resources Policy: Vol. 69The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasetsOluwasegun B. Adekoya, Johnson A. Oliyide
2020Resources Policy: Vol. 69Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil pricesWalid Mensi, Ahmet Sensoy, Xuan Vinh Vo, Sang Hoon Kang
2019Resources Policy: Vol. 64Exploring the time and frequency domain connectedness of oil prices and metal pricesZaghum Umar, Samia Nasreen, Sakiru Adebola Solarin, Aviral Kumar Tiwari
2018Energies: Vol. 11, Issue 9The Relationship Between Prices of Various Metals, Oil and ScarcityJózsef Popp, Judit Oláh, Mária Farkas Fekete, Zoltán Lakner, Domicián Máté
2017Resources Policy: Vol. 52Does oil predict gold? A nonparametric causality-in-quantiles approachMuhammad Shahbaz, Mehmet Balcilar, Zeynel Abidin Ozdemir
2016SSRN Electronic JournalUnderstanding Dynamic Conditional Correlations between Commodities Futures MarketsNiaz Bashiri Behmiri, Matteo Manera, Marcella Nicolini
2016Energy Economics: Vol. 58On the dynamic links between commodities and Islamic equityRuslan Nagayev, Mustafa Disli, Koen Inghelbrecht, Adam Ng
2016International Review of Economics & Finance: Vol. 42Gold, oil, and stocks: Dynamic correlationsJozef Baruník, Evžen Kočenda, Lukáš Vácha
2016Resources Policy: Vol. 49Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisisOlaOluwa S. Yaya, Mohammed M. Tumala, Christopher G. Udomboso
2016Resources Policy: Vol. 50Dynamics between strategic commodities and financial variables: Evidence from JapanThai-Ha Le, Youngho Chang
2016Economic Modelling: Vol. 57Gold returns: Do business cycle asymmetries matter? Evidence from an international country sampleNicholas Apergis, Sofia Eleftheriou
2015SSRN Electronic JournalHow is Volatility in Commodity Markets Linked to Oil Price Shocks?Maryam Ahmadi, Niaz Bashiri Behmiri, Matteo Manera
2013Resources Policy: Vol. 38, Issue 2Is gold a hedge or safe haven against oil price movements?Juan C. Reboredo
2013International Review of Economics & Finance: Vol. 25Volatility transmission between gold and oil futures under structural breaksBradley T. Ewing, Farooq Malik
2013SSRN Electronic JournalGold, Oil, and StocksJozef Barunik, Evzen Kocenda, Lukas Vacha
2012International Economics: Vol. 131Oil price shocks and gold returnsThai-Ha Le, Youngho Chang
2011Economic Modelling: Vol. 28, Issue 1-2The impact of oil price changes on Spanish and euro area consumer price inflationLuis J. Álvarez, Samuel Hurtado, Isabel Sánchez, Carlos Thomas
2010Applied Economics Letters: Vol. 17, Issue 7In search of a critical value for the real crude oil price for the United StatesYu Hsing
2010Applied Energy: Vol. 87, Issue 10Gold and oil futures markets: Are markets efficient?Paresh Kumar Narayan, Seema Narayan, Xinwei Zheng
2009Energy Policy: Vol. 37, Issue 7The macroeconomic effects of oil price fluctuations on a small open oil-producing country: The case of Trinidad and TobagoTroy Lorde, Mahalia Jackman, Chrystol Thomas
2007National Institute Economic Review: Vol. 199Rapidly Rising Energy Prices: Does the Driver of the Energy Market Imbalance Matter?Jared Bebee, Ben Hunt
2007IMF Research Bulletin: Vol. 08, Issue 02IMF Research Bulletin, June 2007Antonio Spilimbergo


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