create a website

Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries. (2024). Choi, Ki-Hong ; Yoon, Seong-Min ; Boubaker, Ferihane Zaraa ; Mensi, Walid ; Nekhili, Ramzi.
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005070.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 39

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Multi - Objective optimization of the global tungsten trade network for supply risk reduction and economic benefit improvement. (2025). Zuo, Min ; Xu, Xin ; Shi, Yuhang ; Pi, Zhengrong ; Jia, Nanfei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001327.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Abadie, A. Bootstrap tests for distributional treatment effects in instrumental variable models. 2002 Journal of the American Statistical Association. 97 284-292

  2. Adrian, T. ; Brunnermeier, M.K. CoVaR. 2016 The American Economic Review. 106 1705-1741
    Paper not yet in RePEc: Add citation now
  3. Asadi, M. ; Roubaud, D. ; Tiwari, A. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. 2022 Energy Economics. 109 -

  4. Balash, V. ; Faizliev, A. Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. 2024 Energy Economics. 129 -

  5. Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 Journal of Financial Econometrics. 16 271-296

  6. Black, F. The pricing of commodity contracts. 1976 Journal of Financial Economics. 3 167-179

  7. Caporin, M. ; Chang, C. ; McAller, M. Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. 2019 International Review of Economics & Finance. 59 50-70

  8. Chen, Y. ; Nsofe, Z. ; Wang, C. Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. 2024 Resources Policy. 90 -

  9. Dai, Z. ; Zhu, H. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. 2022 Energy Economics. 108 -

  10. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: Predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

  11. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 Journal of Econometrics. 182 119-134

  12. Dragomiretskiy, K. ; Zosso, D. Variational mode decomposition. 2014 IEEE Transactions on Signal Processing. 62 531-544
    Paper not yet in RePEc: Add citation now
  13. European Commission Quarterly report on European gas markets. 2021 Market Observatory for Energy DG Energy. 14 -
    Paper not yet in RePEc: Add citation now
  14. Geng, J. ; Chem, F. ; Ji, Q. ; Liu, B. Network connectedness between natural gas markets, uncertainty and stock markets. 2021 Energy Economics. 95 -

  15. Gong, X. ; Liu, Y. ; Wang, X. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. 2021 International Review of Financial Analysis. 76 -

  16. Hammoudeh, S. ; Mensi, W. ; Reboredo, J. ; Nguyen, D.K. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. 2014 Pacific-Basin Finance Journal. 30 189-206

  17. Hu, Z. ; Borjigin, S. The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles. 2024 The North American Journal of Economics and Finance. 71 -

  18. Jiang, Y. ; Nie, H. ; Monginsidi, J.Y. Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. 2017 Economic Modelling. 64 384-398

  19. Kumar, S. ; Jain, R.N. ; Balli, F. ; Billah, M. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war. 2023 International Review of Economics & Finance. 88 547-593

  20. Kumar, S. ; Pradhan, A. ; Tiwari, A. ; Kang, S. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. 2019 Resources Policy. 62 282-291

  21. Mao, Z. ; Wang, H. ; Bibi, S. Crude oil volatility spillover and stock market returns across the COVID-19 pandemic and post-pandemic periods: An empirical study of China, US, and India. 2024 Resources Policy. 88 -

  22. Mensi, W. ; Aslan, A. ; Vo, X.V. ; Kang, S.H. Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. 2023 International Review of Economics & Finance. 83 219-232

  23. Mensi, W. ; Hammoudeh, S. ; Shahzad, S. ; Shahbaz, M. Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method. 2017 Journal of Banking & Finance. 75 258-279

  24. Mensi, W. ; Rehman, M. ; Hammoudeh, S. ; Vo, X. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. 2021 Resources Policy. 71 -

  25. Mensi, W. ; Rehman, M. ; Maitra, D. ; Al-Yahyaee, K. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. 2021 Resources Policy. 72 -

  26. Mensi, W. ; Selmi, R. ; Al-Kharusi, S. ; Belghouthi, H. ; Kang, S.H. Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: New evidence during bear and bull market scenarios. 2024 Resources Policy. 91 -

  27. Qiang, J. ; Lieu, B.-Y. ; Nehler, H. ; Uddin, G.S. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. 2018 Energy Economics. 76 115-126

  28. Reboredo, J.C. ; Rivera-Castro, M. Wavelet-based evidence of the impact of oil prices on stock returns. 2014 International Review of Economics & Finance. 29 145-176

  29. Reboredo, J.C. ; Ugolini, A. Systemic risk in European sovereign debt markets: A CoVaR-copula approach. 2015 Journal of International Money and Finance. 51 214-244

  30. Rua, A. ; Nunes, L.C. International comovement of stock market returns: A wavelet analysis. 2009 Journal of Empirical Finance. 16 632-639

  31. Rüschendorf, L. On the distributional transform, Sklar's theorem, and the empirical copula process. 2009 Journal of Statistical Planning and Inference. 139 3921-3927
    Paper not yet in RePEc: Add citation now
  32. Shahzad, S.J.H. ; Kumar, R.R. ; Ali, S. ; Ameer, S. Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. 2016 Physica A: Statistical Mechanics and Its Applications. 457 8-33

  33. Sklar, M. . 1959 Publications de l'Institut Statistique de l': Université de Paris
    Paper not yet in RePEc: Add citation now
  34. Torrence, C. ; Webster, P.J. Interdecadal changes in the ENSO–monsoon system. 1999 Journal of Climate. 12 2679-2690
    Paper not yet in RePEc: Add citation now
  35. Wang, J. ; Wang, J. ; Ma, F. International commodity market and stock volatility predictability: Evidence from G7 countries. 2024 International Review of Economics & Finance. 90 62-71

  36. Xiong, W. The financialization of commodity markets. 2014 :

  37. Yu, M. ; Sun, Z. ; Huang, C. ; Huanf, H. The causal effect of the Russia-Ukraine conflict on natural gas prices in different markets. 2024 Applied Economics Letters. -
    Paper not yet in RePEc: Add citation now
  38. Zhang, Y. ; Chevallier, J. ; Guesmi, K. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. 2017 Energy Economics. 68 228-239
    Paper not yet in RePEc: Add citation now
  39. Zheng, J. ; Feng, G. ; Ren, Z. ; Qi, N. ; Coffman, D. ; Zhou, Y. ; Wang, S. China's energy consumption and economic activity at the regional level. 2022 Energy. 259 -

Cocites

Documents in RePEc which have cited the same bibliography

  1. The Sloping Land Conversion Program in China: Effect on the Livelihood Diversification of Rural Households. (2015). Liu, Zhen ; Lan, Jing.
    In: World Development.
    RePEc:eee:wdevel:v:70:y:2015:i:c:p:147-161.

    Full description at Econpapers || Download paper

  2. Bounded Rationality and Strategic Uncertainty in a Simple Dominance Solvable Game. (2013). Zylbersztejn, Adam ; Jacquemet, Nicolas ; Hanaki, Nobuyuki ; Luchini, Stephane.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:13-14.

    Full description at Econpapers || Download paper

  3. Heterogeneous Effects of Preschool on Child Health Outcomes: Evidence from India. (2013). Sarkar, Jayanta.
    In: QuBE Working Papers.
    RePEc:qut:qubewp:wp013.

    Full description at Econpapers || Download paper

  4. State-Owned Enterprises, Exporting and Productivity in China: A Stochastic Dominance Approach. (2013). Elliott, Robert ; Zhou, Ying.
    In: Discussion Papers.
    RePEc:bir:birmec:13-03.

    Full description at Econpapers || Download paper

  5. Small Farmers and Big Retail: Trade-offs of Supplying Supermarkets in Nicaragua. (2012). Reardon, Thomas ; Michelson, Hope ; Perez, Francisco.
    In: World Development.
    RePEc:eee:wdevel:v:40:y:2012:i:2:p:342-354.

    Full description at Econpapers || Download paper

  6. Quantile treatment effects in the regression discontinuity design. (2012). Melly, Blaise ; Frölich, Markus ; Frlich, Markus ; Frandsen, Brigham R..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:168:y:2012:i:2:p:382-395.

    Full description at Econpapers || Download paper

  7. The impact of state tax subsidies for private long-term care insurance on coverage and Medicaid expenditures. (2011). Goda, Gopi.
    In: Journal of Public Economics.
    RePEc:eee:pubeco:v:95:y:2011:i:7:p:744-757.

    Full description at Econpapers || Download paper

  8. Tests for distributional treatment effects under unconfoundedness. (2011). Maier, Michael.
    In: Economics Letters.
    RePEc:eee:ecolet:v:110:y:2011:i:1:p:49-51.

    Full description at Econpapers || Download paper

  9. Auswirkungen des Leasings auf Transaktionskosten. (2010). Anders, Christoph.
    In: Leasing - Wissenschaft & Praxis.
    RePEc:zbw:uoclwp:60313.

    Full description at Econpapers || Download paper

  10. The Impact of State Tax Subsidies for Private Long-Term Care Insurance on Coverage and Medicaid Expenditures. (2010). Goda, Gopi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16406.

    Full description at Econpapers || Download paper

  11. Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures. (2010). Firpo, Sergio.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4841.

    Full description at Econpapers || Download paper

  12. Nonparametric estimation of distributional policy effects. (2010). Rothe, Christoph.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:1:p:56-70.

    Full description at Econpapers || Download paper

  13. Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?. (2009). Wang, Le ; Millimet, Daniel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4078.

    Full description at Econpapers || Download paper

  14. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:01/09.

    Full description at Econpapers || Download paper

  15. Evaluating Pro-poor Transfers When Targeting is Weak: The Albanian Ndihma Ekonomike Program Revisited. (2009). Verme, Paolo ; Mangiavacchi, Lucia.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2009_08.rdf.

    Full description at Econpapers || Download paper

  16. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:2:p:191-208.

    Full description at Econpapers || Download paper

  17. The mythical boy crisis?. (2009). Millimet, Daniel ; Husain, Muna.
    In: Economics of Education Review.
    RePEc:eee:ecoedu:v:28:y:2009:i:1:p:38-48.

    Full description at Econpapers || Download paper

  18. Misspecified Markov Switching Model. (2009). Shin, Youngki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c10012.

    Full description at Econpapers || Download paper

  19. Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-006.

    Full description at Econpapers || Download paper

  20. The Experimental Approach to Development Economics. (2008). Duflo, Esther ; Banerjee, Abhijit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14467.

    Full description at Econpapers || Download paper

  21. Recent Developments in the Econometrics of Program Evaluation. (2008). Wooldridge, Jeffrey ; Imbens, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14251.

    Full description at Econpapers || Download paper

  22. A Nonparametric Examination of Capital-Skill Complementarity. (2008). Henderson, Daniel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3865.

    Full description at Econpapers || Download paper

  23. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/08.

    Full description at Econpapers || Download paper

  24. The Experimental Approach to Development Economics. (2008). Duflo, Esther ; Banerjee, Abhijit.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7037.

    Full description at Econpapers || Download paper

  25. Reassessing the Effects of Bilateral Tax Treaties on US FDI Activity. (2007). Millimet, Daniel ; KUMAS, ABDULLAH ; Osang, Thomas ; Jacob, Jeffry.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:704.

    Full description at Econpapers || Download paper

  26. The Impact of Homework on Student Achievement. (2007). Henderson, Daniel ; Eren, Ozkan.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0518.

    Full description at Econpapers || Download paper

  27. Diversification cones, trade costs and factor market linkages. (2007). Xiang, Chong.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:71:y:2007:i:2:p:448-466.

    Full description at Econpapers || Download paper

  28. Nonparametric Tests for Treatment Effect Heterogeneity. (2006). Mitnik, Oscar ; Imbens, Guido ; Hotz, V. Joseph ; Crump, Richard.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0324.

    Full description at Econpapers || Download paper

  29. Nonparametric Tests for Treatment Effect Heterogeneity. (2006). Mitnik, Oscar ; Imbens, Guido ; Hotz, V. Joseph ; Crump, Richard.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2091.

    Full description at Econpapers || Download paper

  30. Instrumental quantile regression inference for structural and treatment effect models. (2006). Hansen, Christian ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:2:p:491-525.

    Full description at Econpapers || Download paper

  31. Remedying Education: Evidence from Two Randomized Experiments in India. (2006). Linden, Leigh ; Duflo, Esther ; Cole, Shawn ; Banerjee, Abhijit.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5446.

    Full description at Econpapers || Download paper

  32. Time to Learn? The Organizational Structure of Schools and Student Achievement. (2005). Millimet, Daniel ; Eren, Ozkan.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0506.

    Full description at Econpapers || Download paper

  33. The Distribution of Returns to Marriage. (2005). Sarkar, Dipanwita ; Millimet, Daniel ; Maasoumi, Esfandiar.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0503.

    Full description at Econpapers || Download paper

  34. Is the Quantity-Quality Trade-off Really a Trade-off for All?. (2005). Wang, Le ; Millimet, Daniel.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0502.

    Full description at Econpapers || Download paper

  35. Remedying Education: Evidence from Two Randomized Experiments in India. (2005). Linden, Leigh ; Duflo, Esther ; Cole, Shawn ; Banerjee, Abhijit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11904.

    Full description at Econpapers || Download paper

  36. Distributional Impacts of the Self-Sufficiency Project. (2005). Hoynes, Hilary ; Gelbach, Jonah ; Bitler, Marianne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11626.

    Full description at Econpapers || Download paper

  37. Robust inference concerning recent trends in US environmental quality. (2005). Millimet, Daniel ; Maasoumi, Esfandiar.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:1:p:55-77.

    Full description at Econpapers || Download paper

  38. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes. (2005). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1727.

    Full description at Econpapers || Download paper

  39. Social experiments and instrumental variables with duration outcomes. (2005). van den Berg, Gerard ; Abbring, Jaap.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/19.

    Full description at Econpapers || Download paper

  40. Ability, sorting and wage inequality. (2005). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/05.

    Full description at Econpapers || Download paper

  41. Unified approach to testing functional hypotheses in semiparametric contexts. (2005). Yatchew, Adonis ; Hall, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:127:y:2005:i:2:p:225-252.

    Full description at Econpapers || Download paper

  42. What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments. (2005). Bitler, Marianne P ; Gelbach, Jonah ; Hoynes, Hilary W..
    In: Working Papers.
    RePEc:cda:wpaper:05-31.

    Full description at Econpapers || Download paper

  43. Distributional Impacts of the Self-Sufficiency Project. (2005). Bitler, Marianne P ; Gelbach, Jonah B. ; Hoynes, Hilary W..
    In: Working Papers.
    RePEc:cda:wpaper:05-30.

    Full description at Econpapers || Download paper

  44. Efficient Semiparametric Estimation of Quantile Treatment Effects. (2004). Firpo, Sergio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:605.

    Full description at Econpapers || Download paper

  45. Evaluating Dominance Ranking of PSID Incomes by various Household Attributes. (2003). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0509.

    Full description at Econpapers || Download paper

  46. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9708.

    Full description at Econpapers || Download paper

  47. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp851.

    Full description at Econpapers || Download paper

  48. Semiparametric instrumental variable estimation of treatment response models. (2003). Abadie, Alberto.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:113:y:2003:i:2:p:231-263.

    Full description at Econpapers || Download paper

  49. Consistent testing for stochastic dominance: a subsampling approach. (2002). Maasoumi, Esfandiar ; LINTON, OLIVER ; Wang, Yoon-Jae.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/02.

    Full description at Econpapers || Download paper

  50. Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1356.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-23 07:51:24 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.