| Issue Date | Title | Author(s) |
| 2021 | Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets | Mensi W.; Al Rababa'a A.R.; Vo X.V.; Kang S.H. |
| 2021 | Asymmetric volatility connectedness among main international stock markets: A high frequency analysis | Mensi W.; Maitra D.; Vo X.V.; Kang S.H. |
| 2021 | Asymmetric volatility connectedness among U.S. stock sectors | Mensi W.; Nekhili R.; Vo X.V.; Suleman T.; Kang S.H. |
| 2021 | Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach | Mensi W.; Lee Y.J.; Vinh Vo X.; Yoon S.M. |
| 2021 | Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis | Mensi W.; Al-Yahyaee K.H.; Wanas Al-Jarrah I.M.; Vo X.V.; Kang S.H. |
| 2021 | Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management | Mensi W.; Rehman M.U.; Vo X.V. |
| 2021 | Dynamic spillover and connectedness between oil futures and European bonds | Mensi W.; Hamed Al-Yahyaee K.; Vinh Vo X.; Hoon Kang S. |
| 2021 | Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors | Hanif W.; Mensi W.; Vo X.V. |
| 2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications | Mensi W.; Al-Yahyaee K.H.; Vo X.V.; Kang S.H. |
| 2021 | Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets | Nekhili R.; Mensi W.; Vo X.V. |
| 2021 | Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain | Mensi W.; Rehman M.U.; Maitra D.; Al-Yahyaee K.H.; Vo X.V. |
| 2021 | Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis | Mensi W.; Vo X.V.; Kang S.H. |
| 2021 | Quantile dependencies between precious and industrial metals futures and portfolio management | Mensi W.; Nekhili R.; Vo X.V.; Kang S.H. |
| 2021 | Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states | Mensi W.; Rehman M.U.; Vo X.V. |
| 2021 | Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor | Mensi W.; Hernandez J.A.; Yoon S.-M.; Vo X.V.; Kang S.H. |
| 2021 | Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries | Mensi W.; Rehman M.U.; Hammoudeh S.; Vo X.V. |
| 2021 | Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters | Mensi W.; Vo X.V.; Kang S.H. |
| 2021 | Upside-downside multifractality and efficiency of green bonds: the roles of global factors and COVID-19 | Mensi W.; Vo X.V.; Kang S.H. |
| 2021 | Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies | Mensi W.; Shafiullah M.; Vo X.V.; Kang S.H. |
MENU
Login
