Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk

Prachi, Jain; Maitra, Debasish; Kang, Sang Hoon

doi:10.1016/j.eneco.2023.106537

Energy Economics

2023

DOI: 10.1016/j.eneco.2023.106537

|View full text |Cite

Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk

Jain Prachi

Debasish Maitra

Sang Hoon Kang

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2023

2024

Publication Types

Select...

Article5

Relationship

Self Cite0

Independent5

Authors

Journals

Cited by 10 publications

References 65 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk

Cited by 10 publications

References 65 publications

Extreme time-frequency connectedness between energy sector markets and financial markets

Extreme time-frequency connectedness between energy sector markets and financial markets

Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?

Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?

Contact Info

Product

Resources

About