SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Dynamic connectedness and portfolio strategies: Energy and metal markets · Study

ArticleShelves

ArticleDynamic connectedness and portfolio strategies: Energy and metal markets

Pınar Evrim Mandaci2020

Article2020

Dynamic connectedness and portfolio strategies: Energy and metal markets

Pınar Evrim Mandaci · Efe Çağlar Çağlı · Dilvin Taşkın

93 citations·0/0 files stored·Resources Policy

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 93 citations exist upstream.

References

2002Dynamic Conditional Correlation 1998Generalized impulse response analysis in linear multivariate models 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2010Is gold a safe haven? International evidence

Cited by

2022The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak 2020Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 2021Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges 2022Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors 2022Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2019Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implicationsarticle · 26 shared references 2018Oil volatility, oil and gas firms and portfolio diversificationarticle · 23 shared references 2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrestarticle · 20 shared references 2018Financial risk network architecture of energy firmsarticle · 19 shared references 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidencearticle · 18 shared references 2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock marketsarticle · 18 shared references

Details

Year2020

Typearticle

Published2020-07-17

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations93

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.resourpol.2020.101778

openalex_workW3042922795

Links

Imported from OpenAlex (CC0) — nothing here is generated.