Search Results - "Hedström, Axel"

Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes by Uddin, Gazi Salah, Rahman, Md Lutfur, Hedström, Axel, Ahmed, Ali

“…We study the cross-quantile dependence of renewable energy (RE) stock returns on aggregate stock returns, changes in oil and gold prices, and exchange rates…”
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Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets by Uddin, Gazi Salah, Hernandez, Jose Areola, Shahzad, Syed Jawad Hussain, Hedström, Axel

“…In a first step, we model the multivariate tail dependence structure and spillover effects across energy commodities such as crude oil, natural gas, ethanol,…”
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Precious metal returns and oil shocks: A time varying connectedness approach by Rehman, Mobeen Ur, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Hedström, Axel

“…This paper examines the impact of oil shocks on precious metal returns using structural vector autoregression (SVAR) model proposed by Kilian and Park (2009)…”
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Nonlinear tail dependence between the housing and energy markets by Stenvall, David, Hedström, Axel, Yoshino, Naoyuki, Uddin, Gazi Salah, Taghizadeh-Hesary, Farhad

“…This paper examines the quantile dependence between energy commodities (oil, coal, and natural gas) and the real housing returns of the nine US census…”
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Quantile relationship between Islamic and non-Islamic equity markets by Rahman, Md Lutfur, Hedström, Axel, Uddin, Gazi Salah, Kang, Sang Hoon

“…In this study, we examine the quantile dependence between Islamic and non-Islamic equity returns using the cross-quantilogram approach. We find that Islamic…”
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Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets by Bekiros, Stelios, Hedström, Axel, Jayasekera, Evgeniia, Mishra, Tapas, Uddin, Gazi Salah

“…This paper is the first to fully characterize the relationship among cross-market Bitcoin prices to provide a complete picture of directional predictability of…”
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Emerging Market Contagion Under Geopolitical Uncertainty by Hedström, Axel, Zelander, Nathalie, Junttila, Juha, Uddin, Gazi Salah

“…We find that 10 emerging stock markets have high risk of contagion on the regional level but lower spillover with respect to the global markets, implying a…”
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Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different? by Uddin, Gazi Salah, Yahya, Muhammad, Park, Donghyun, Hedström, Axel, Tian, Shu

“…This study explores the interconnectedness of bond markets in the Association of Southeast Asian Nations (ASEAN-4: Indonesia, Malaysia, the Philippines, and…”
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Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis by Labidi, Chiaz, Rahman, Md Lutfur, Hedström, Axel, Uddin, Gazi Salah, Bekiros, Stelios

“…This paper examines the cross-quantile dependence between developed and emerging market stock returns and investigates its time-varying characteristics, using…”
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Systemic risk in the Scandinavian banking sector by Hedström, Axel Per, Uddin, Gazi Salah, Rahman, Md Lutfur, Sjö, Bo

“…The banking sectors in the Scandinavian countries are highly concentrated, typically undercapitalised and they have suffered through several crises since the…”
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Empirical Studies on Economic and Financial Spillovers: Asymmetric Risk and Dependence Modeling by Hedström, Axel

“…Financial assets are volatile, and volatility becomes more intense in terms of size and rate of recurrence when markets are uncertain and growing rapidly. The…”
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