Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets
By Sang Hoon Kang, Ron P. McIver, Seong‐Min Yoon. 2017
546 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/7bffd8366fc46d7f9fc2f2e76941671990aebeca
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Ahmet Sensoy
- Sang Hoon Kang
- K. Al-Yahyaee
- Walid Mensi
- X. Vo
- Abdel Razzaq Al Rababa'a
- Duc Khuong Nguyen
- Mohamed Arouri
Citations in the corpus
- Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021, background): “Noticeably, the connectedness has been moderately intensified during the global financial crisis (Kang et al., 2017; McIver and Kang, 2020).”
- Energy, precious metals, and GCC stock markets: Is there any risk spillover? (2019, background): “We consider the following GCC stock markets: both the Dubai Financial Market General Index (Dubai-DFM) and the Abu Dhabi General Index (Abu K.H. Al-Yahyaee, et al. Pacific-Basin Finance Journal 56 (2019) 45–70”
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021, unknown): “Kang et al. (2017) demonstrate that gold and silver could apparently also benefit from a flight‑to‑quality phenomenon during financial crises.”
- Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities? (2020, unknown): “Linkages between markets may therefore increase or decrease under conditions of uncertainty (Kang et al., 2017).”