SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market
16 references·4 citing·30 second hop
Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market (2019)Energy and non-energy commodities: An asy…Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test (2016)Does uncertainty move the gol…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…Is gold a hedge or safe haven against oil price movements? (2013)Is gold a hedge or safe haven…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis (2011)Oil price, agricultural commo…World oil prices and agricultural commodity prices: Evidence from an emerging market (2010)World oil prices and agricult…Index Investment and Financialization of Commodities (2010)Index Investment and Financia…A new unit root test with two structural breaks in level and slope at unknown time (2010)A new unit root test with two…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Error‐correction Mechanism Te…Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection (1994)Testing for a Unit Root in Ti…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures (2023)Dynamic spillovers across pre…Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications (2021)Oil and gold as a hedge and s…Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management (2020)Spillovers and co-movements b…Dynamic correlation pattern amongst alternative energy market for diversification opportunities (2020)Dynamic correlation pattern a…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Trends and random walks in macroeconmic time series (1982)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)The impact of economic complexity on carbon emissions: evidence from France (2017)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Testing for Error Correction in Panel Data* (2007)Testing for a Unit Root in Time Series Regression (1988)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)A Model of Financialization of Commodities (2016)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Financialization, crisis and commodity correlation dynamics (2012)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 1998Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework2,313 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2010A new unit root test with two structural breaks in level and slope at unknown time725 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
  • 2014Festschrift in Honor of Peter Schmidt579 cited
  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
  • 2011Oil price, agricultural commodity prices, and the dollar: A panel cointegration and causality analysis422 cited
  • 2013Is gold a hedge or safe haven against oil price movements?362 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test336 cited
  • 2010World oil prices and agricultural commodity prices: Evidence from an emerging market333 cited
  • Cited by

    • 2020Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management82 cited
    • 2021Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications79 cited
    • 2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures77 cited
    • 2020Dynamic correlation pattern amongst alternative energy market for diversification opportunities25 cited