Browsing by Author
Rehman M.U.
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) |
| 2021 | Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning | Chen J.M.; Rehman M.U.; Vo X.V. |
| 2021 | Dependence among metals and mining companies of the US and Europe during normal and crises periods | Rehman M.U.; Shahzad S.J.H.; Ahmad N.; Vo X.V. |
| 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 | Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions | Rehman M.U.; 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 | 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 | Sensitivity of US equity returns to economic policy uncertainty and investor sentiments | Rehman M.U.; Sensoy A.; Eraslan V.; Shahzad S.J.H.; Vo X.V. |
| 2021 | Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries | Mensi W.; Rehman M.U.; Hammoudeh S.; Vo X.V. |
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