Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach (vol 72, pg 14, 2019)

被引：0

|

作者：

Mokni, Khaled

Youssef, Manel

机构：

来源：

QUARTERLY REVIEW OF ECONOMICS AND FINANCE | 2021年 / 81卷

关键词：

D O I：

暂无

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：510 / 510

页数：1

相关论文

共 50 条

[31] Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach
Choi, Ki-Hong
Yoon, Seong-Min
[J]. SUSTAINABILITY, 2020, 12 (24) : 1 - 16
[32] Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach
Yahya, Muhammad
Oglend, Atle
Dahl, Roy Endre
[J]. ENERGY ECONOMICS, 2019, 80 : 277 - 296
[33] Comparing relative valuation efficiency between two stock markets (vol 72, pg 159, 2018)
Yi, Ronghua
Chang, Yu-Wei
Xing, Wen
Chen, Jun
[J]. QUARTERLY REVIEW OF ECONOMICS AND FINANCE, 2021, 81 : 500 - 500
[34] The Dependence and Risk Spillover Between Energy Market and BRICS Stock Markets: A Copula-MGARCH Model Approach
Sadraoui, Tarek
Regaieg, Rym
Abdelghani, Sabrine
Moussa, Wajdi
Mgadmi, Nidhal
[J]. GLOBAL BUSINESS REVIEW, 2021,
[35] The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
Wang, Kehluh
Chen, Yi-Hsuan
Huang, Szu-Wei
[J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2011, 20 (04) : 654 - 664
[36] Analyzing the Causality and Dependence between Gold Shocks and Asian Emerging Stock Markets: A Smooth Transition Copula Approach
Yamaka, Woraphon
Maneejuk, Paravee
[J]. MATHEMATICS, 2020, 8 (01)
[37] Conditional dependence structure between oil prices and international stock markets Implication for portfolio management and hedging effectiveness
Hamma, Wajdi
Salhi, Bassem
Ghorbel, Ahmed
Jarboui, Anis
[J]. INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT, 2019, 14 (02) : 439 - 467
[38] Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
Ye, Wuyi
[J]. ECONOMIC MODELLING, 2022, 117
[39] Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management
Cai, Xiaojing
Hamori, Shigeyuki
Yang, Lu
Tian, Shuairu
[J]. ENERGIES, 2020, 13 (02)
[40] The dependence structure between crude oil futures prices and Chinese agricultural commodity futures prices: Measurement based on Markov-switching GRG copula
Liu, Xiang-dong
Pan, Fei
Yuan, Lin
Chen, Yu-wang
[J]. ENERGY, 2019, 182 : 999 - 1012

← 1 2 3 4 5 →