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Do shipping freight markets impact commodity markets?
International Review of Economics & Finance,
2024
DOI:10.1016/j.iref.2024.01.066
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[2]
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Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model
PLOS ONE,
2024
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Financial and Oil Market’s Co-Movements by a Regime-Switching Copula
Econometrics,
2024
DOI:10.3390/econometrics12020014
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Markov Regime Switching Analysis for COVID-19 Outbreak Situations and their Dynamic Linkages of German Market
Advances in Science, Technology and Engineering Systems Journal,
2023
DOI:10.25046/aj080302
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Finance Research Letters,
2022
DOI:10.1016/j.frl.2021.102535
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Regime-Switching Fractionally Integrated Asymmetric Power Neural Network Modeling of Nonlinear Contagion for Chaotic Oil and Precious Metal Volatilities
Fractal and Fractional,
2022
DOI:10.3390/fractalfract6120703
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Regime-Switching Fractionally Integrated Asymmetric Power Neural Network Modeling of Nonlinear Contagion for Chaotic Oil and Precious Metal Volatilities
Fractal and Fractional,
2022
DOI:10.3390/fractalfract6120703
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Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
Energy Economics,
2022
DOI:10.1016/j.eneco.2022.105891
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[9]
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Finance Research Letters,
2022
DOI:10.1016/j.frl.2021.102535
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[10]
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
Finance Research Letters,
2022
DOI:10.1016/j.frl.2021.102535
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[11]
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Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
Energy Economics,
2022
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[12]
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Energy Trading and Risk Management
Kobe University Monograph Series in Social Science Research,
2022
DOI:10.1007/978-981-19-5603-4_5
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Chaotic behavior in gold, silver, copper and bitcoin prices
Resources Policy,
2021
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Chaotic behavior in gold, silver, copper and bitcoin prices
Resources Policy,
2021
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Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
Energy Economics,
2020
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Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
Technological Forecasting and Social Change,
2020
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[17]
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Structural Changes and their Econometric Modeling
Studies in Computational Intelligence,
2019
DOI:10.1007/978-3-030-04263-9_41
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[18]
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A nonlinear time-varying copula using kink approach
Journal of Physics: Conference Series,
2018
DOI:10.1088/1742-6596/1053/1/012126
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[19]
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Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models
Economic Modelling,
2018
DOI:10.1016/j.econmod.2018.09.009
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[20]
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The chaotic behavior among the oil prices, expectation of investors and stock returns: TAR-TR-GARCH copula and TAR-TR-TGARCH copula
Petroleum Science,
2018
DOI:10.1007/s12182-018-0281-7
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