Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi, AR Al Rababa'a, XV Vo, SH Kang - Energy Economics, 2021 - Elsevier
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …
被引用次数：175 相关文章

[引用][C] Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

AR Al Rababa'a, XV Vo, SH Kang - Energy Economics, 2021 - squ.elsevierpure.com

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi, AR Al Rababa'a, XV Vo… - Energy …, 2021 - ui.adsabs.harvard.edu
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi, AR Al Rababa'a, XV Vo, SH Kang - Energy Economics, 2021 - ideas.repec.org
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi - Energy Economics, 2021 - digital.lib.ueh.edu.vn
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi, AR Al Rababa'a, XV Vo, SH Kang - Energy Economics, 2021 - inis.iaea.org
[en] Highlights:• This paper examines time-varying asymmetry spillovers among commodity
and the ten sectors.• Industrials and consumer discretionary sectors are the largest …

Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

W Mensi, A Rababa'a, A Razzaq, XV Vo… - Energy …, 2021 - econpapers.repec.org
This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

[引用][C] Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets

AR Al Rababa'a, XV Vo, SH Kang - Energy Economics, 2021 - squ.elsevierpure.com
Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector
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