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Unveiling the factors of oil versus non-oil sources in affecting the global commodity prices: A combination of threshold and asymmetric modeling approach. (2019). Sek, Siok Kun.
In: Energy.
RePEc:eee:energy:v:176:y:2019:i:c:p:272-280.

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Cited: 3

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Cites: 35

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Cocites: 39

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Coauthors: 0

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Citations received by this document

  1. The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying.
    In: Energy.
    RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

    Full description at Econpapers || Download paper

  2. Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models. (2020). Wang, Jianqiong ; Ma, Feng ; Lu, Xinjie.
    In: Energy.
    RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318508.

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  3. Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang.
    In: Energy.
    RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

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References

References cited by this document

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  2. Oil and the Stock Market Revisited: A Mixed Functional VAR Approach. (2023). Bjørnland, Hilde ; Chang, Yoosoon ; Bjornland, Hilde C.
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  3. Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J.
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  7. Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C.
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  8. Jump Dynamics and Leverage Effect: Evidences from Energy Exchange Traded Fund (ETFs). (2022). Hussain, Sabbor.
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  9. Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri.
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  10. Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real. (2022). Mattos, Leonardo Bornacki ; da Silva, Rodrigo.
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  11. How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng .
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  12. The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz.
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