303 related articles for article (PubMed ID: 35919892)
1. An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis.
Ha LT; Nham NTH
Technol Forecast Soc Change; 2022 Oct; 183():121909. PubMed ID: 35919892
[TBL] [Abstract][Full Text] [Related]
2. Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis.
Ha LT
Environ Sci Pollut Res Int; 2023 Feb; 30(9):23110-23123. PubMed ID: 36316555
[TBL] [Abstract][Full Text] [Related]
3. Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market.
Ha LT
Resour Policy; 2022 Dec; 79():102921. PubMed ID: 36092850
[TBL] [Abstract][Full Text] [Related]
4. An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak.
Ha LT
Environ Sci Pollut Res Int; 2023 Jun; 30(26):68609-68624. PubMed ID: 37126178
[TBL] [Abstract][Full Text] [Related]
5. On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis.
Attarzadeh A; Balcilar M
Environ Sci Pollut Res Int; 2022 Sep; 29(43):65185-65196. PubMed ID: 35484452
[TBL] [Abstract][Full Text] [Related]
6. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak.
Song Y; Bouri E; Ghosh S; Kanjilal K
Resour Policy; 2021 Dec; 74():102379. PubMed ID: 34629683
[TBL] [Abstract][Full Text] [Related]
7. Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic.
Benlagha N; Omari SE
Financ Res Lett; 2022 May; 46():102373. PubMed ID: 35431671
[TBL] [Abstract][Full Text] [Related]
8. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US.
Li X; Li B; Wei G; Bai L; Wei Y; Liang C
Resour Policy; 2021 Oct; 73():102166. PubMed ID: 34539034
[TBL] [Abstract][Full Text] [Related]
9. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic.
Mensi W; Reboredo JC; Ugolini A
Resour Policy; 2021 Oct; 73():102217. PubMed ID: 36567727
[TBL] [Abstract][Full Text] [Related]
10. Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
Hussain M; Rehman RU
Environ Sci Pollut Res Int; 2023 Feb; 30(6):14212-14222. PubMed ID: 36138292
[TBL] [Abstract][Full Text] [Related]
11. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic.
Al-Shboul M; Assaf A; Mokni K
Int Rev Financ Anal; 2022 Oct; 83():102309. PubMed ID: 36536653
[TBL] [Abstract][Full Text] [Related]
12. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques.
Adekoya OB; Oliyide JA
Resour Policy; 2021 Mar; 70():101898. PubMed ID: 34173426
[TBL] [Abstract][Full Text] [Related]
13. Decomposed and partial connectedness between economic globalization, non-renewable and renewable energy consumption in Vietnam.
Ha LT; Hung NM; Van Chon L
Environ Sci Pollut Res Int; 2023 Nov; 30(55):117061-117081. PubMed ID: 36701062
[TBL] [Abstract][Full Text] [Related]
14. An application of QVAR dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Russia-Ukraine conflicts.
Ha LT
J Environ Manage; 2023 Sep; 342():118290. PubMed ID: 37285768
[TBL] [Abstract][Full Text] [Related]
15. Dynamic interrelations between environmental innovations, human capital, and energy security in Vietnam: new evidence from an extended TVP-VAR approach.
Ha LT
Environ Sci Pollut Res Int; 2023 Aug; ():. PubMed ID: 37624501
[TBL] [Abstract][Full Text] [Related]
16. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries.
Jiang Y; Tian G; Mo B
Financ Innov; 2020; 6(1):42. PubMed ID: 35024266
[TBL] [Abstract][Full Text] [Related]
17. Welfare influences of green energy volatility in Vietnam: new evidence from an extended TVP-VAR approach.
Ha LT
Environ Sci Pollut Res Int; 2024 May; 31(25):36291-36306. PubMed ID: 37950784
[TBL] [Abstract][Full Text] [Related]
18. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Youssef M; Mokni K; Ajmi AN
Financ Innov; 2021; 7(1):13. PubMed ID: 35024274
[TBL] [Abstract][Full Text] [Related]
19. How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques.
Raza SA; Shah N; Guesmi K; Msolli B
Financ Res Lett; 2022 Jun; 47():102569. PubMed ID: 36466969
[TBL] [Abstract][Full Text] [Related]
20. Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis.
Khalfaoui R; Mefteh-Wali S; Dogan B; Ghosh S
Int Rev Financ Anal; 2023 Mar; 86():102496. PubMed ID: 36647370
[TBL] [Abstract][Full Text] [Related]
[Next] [New Search]
