Work

Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas

Year: 2017

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2017.08.036

Authors: Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad, Khamis Hamed Al-Yahyaee, Muhammad Shahbaz

Institutions: Sultan Qaboos University, Tunis El Manar University, MBS School of Business, Drexel University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2755081817

FWCI: 9.845

Cites: 42

Cited by: 63

Related to: 10