Crude Oil and Quad Financial Markets: An Insight into Dynamic Connectedness and Portfolio Diversification

被引:0
|
作者
Yadav, Miklesh Prasad [1 ]
Puri, Neha [2 ]
Bhatia, Parul [3 ]
Shore, Adam [4 ]
机构
[1] Guru Gobind Singh Indraprastha University, India
[2] Amity University, Uttar Pradesh, India
[3] SFMSR, Shri Vishwakarma Skill University, Government of Haryana, India
[4] Liverpool Business School, Liverpool John Moores University, Liverpool, United Kingdom
来源
关键词
Compendex;
D O I
暂无
中图分类号
学科分类号
摘要
Crude oil
引用
收藏
相关论文
共 50 条
  • [1] Financial stress effects on financial markets: dynamic connectedness and portfolio hedging
    Mezghani, Taicir
    Boujelbene-Abbes, Mouna
    INTERNATIONAL JOURNAL OF EMERGING MARKETS, 2023, 18 (10) : 4064 - 4087
  • [2] Connectedness in International Crude Oil Markets
    Bhanja, Niyati
    Nasreen, Samia
    Dar, Arif Billah
    Tiwari, Aviral Kumar
    COMPUTATIONAL ECONOMICS, 2022, 59 (01) : 227 - 262
  • [3] Connectedness in International Crude Oil Markets
    Niyati Bhanja
    Samia Nasreen
    Arif Billah Dar
    Aviral Kumar Tiwari
    Computational Economics, 2022, 59 : 227 - 262
  • [4] Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification
    Maitra, Debasish
    Chandra, Saurabh
    Dash, Saumya Ranjan
    TRANSPORTATION RESEARCH PART E-LOGISTICS AND TRANSPORTATION REVIEW, 2020, 138
  • [5] Dynamic spillovers and connectedness between crude oil and green bond markets
    Yousaf, Imran
    Mensi, Walid
    Vo, Xuan Vinh
    Kang, Sang Hoon
    RESOURCES POLICY, 2024, 89
  • [6] The connectedness between crude oil and financial markets: Evidence from implied volatility indices
    Awartani, Basel
    Aktham, Maghyereh
    Cherif, Guermat
    JOURNAL OF COMMODITY MARKETS, 2016, 4 (01) : 56 - 69
  • [7] Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
    Mensi, Walid
    Al-Yahyaee, Khamis Hamed
    Vo, Xuan Vinh
    Kang, Sang Hoon
    ECONOMIC ANALYSIS AND POLICY, 2021, 71 : 397 - 419
  • [8] Dynamic connectedness and portfolio strategies: Energy and metal markets
    Mandaci, Pinar Evrim
    Cagli, Efe Caglar
    Taskin, Dilvin
    RESOURCES POLICY, 2020, 68
  • [9] Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications
    Liu, Zhenhua
    Ji, Qiang
    Zhai, Pengxiang
    Ding, Zhihua
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2023, 66
  • [10] Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management
    Alomari, Mohammad
    Mensi, Walid
    Vo, Xuan Vinh
    Kang, Sang Hoon
    RESOURCES POLICY, 2022, 79