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Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis. (2019). Zhou, Zhongbao ; Lin, Ling ; Jiang, Yong ; Liu, Qing.
In: Finance Research Letters.
RePEc:eee:finlet:v:29:y:2019:i:c:p:245-254.

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  1. Hedging gas in a multi-frequency semiparametric CVaR portfolio. (2024). Simi, Milica ; Balaban, Suzana ; Ivkov, Dejan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002751.

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  2. The black box of natural gas market: Past, present, and future. (2024). Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea ; Palma, Alessia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001923.

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  3. Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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  4. Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market. (2023). Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Gholami, Samad ; Sadeghi, Abdorasoul ; Roudari, Soheil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003999.

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  5. Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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  6. Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie.
    In: Energy.
    RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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  7. Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305.

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  8. How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

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  9. Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta.
    In: Economics and Applied Informatics.
    RePEc:ddj:fseeai:y:2023:i:2:p:90-100.

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  10. Crude Oil Price Shocks and European Stock Markets during the COVID-19 Period. (2022). Kalantonis, Petros ; Christopoulos, Apostolos ; Katsampoxakis, Ioannis ; Nastas, Vasileios.
    In: Energies.
    RePEc:gam:jeners:v:15:y:2022:i:11:p:4090-:d:830279.

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  11. Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis. (2022). Arouri, Mohamed ; Kouaissah, Noureddine ; Jebabli, Ikram.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003664.

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  12. 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). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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  13. .

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  14. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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  15. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310114.

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  16. Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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  17. Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan.
    In: Transportation Research Part E: Logistics and Transportation Review.
    RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x.

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  18. Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Zeng, Ximei ; Jiang, Yong ; Fu, Zhangyan ; Zhou, Zhongbao ; Lin, Ling.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982.

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