Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA

QR Code

Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA

We investigate the connectedness among crude oil prices, stock index and metal prices covering the period of 1990M1-2017M3 for US economy applying time domain Spillover Index framework by Diebold and Yilmaz (2012). We contribute to the literature by developing network-based approach generated from t...

Full description

Bibliographic Details
Published in:	Resources Policy
Main Author:	2-s2.0-85063253739
Format:	Article
Language:	English
Published:	Elsevier Ltd 2019
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063253739&doi=10.1016%2fj.resourpol.2019.03.011&partnerID=40&md5=eb35cfca25e75fb501a0c30f756a9646

Similar Items

Artificial Neural Network-Salp-Swarm Algorithm for Stock Price Prediction
by: Mustaffa Z.; Sulaiman M.H.; Aziz A.A.
Published: (2024)

Topology Approach for Crude Oil Price Forecasting of Particle Swarm Optimization and Long Short-Term Memory
by: Yusoff M.; Ehsan D.; Sharif M.Y.; Sallehud-din M.T.M.
Published: (2024)

Deep Learning-Based Prediction Model for Crude Palm Oil Prices Using News Sentiment Analysis with Sliding Window
by: 2-s2.0-105000169044
Published: (2025)

The role of stock price in the linkage within integrated reporting and firm value: A comparative study in Indonesia
by: Saminem S.; Sulaiman S.; Mohamad M.
Published: (2024)

Machine learning for property price prediction and price valuation: A systematic literature review
by: 2-s2.0-85119593185
Published: (2021)

Economic Valuation of Bukit Kiara Federal Park using the Hedonic Pricing Approach
by: Samad N.S.A.; Mohammad Afandi S.H.; Sidek S.; Hasbolah H.; Shaari N.F.
Published: (2024)

Consumer Perspectives on the Sustainability of the Malaysian Palm Oil Supply Chain: Awareness, Price Sensitivity, and Certification Impacts
by: Narayanan N.S.P.P.; Fathurahman H.; Ahmad N.N.; Ghapar F.; Chew L.L.; Sundram V.P.K.
Published: (2024)

Revealing Malaysian NFT Art: Exploring Opportunities and Price Dynamics
by: Amirza M.A.; Ariffin A.L.A.K.; Razak M.R.A.
Published: (2024)

Negotiating Price in the Elopement of the Sasak Culture: Politeness Acts in Disagreeing
by: 2-s2.0-85178268146
Published: (2023)

Factors affecting housing prices in Malaysia: Analysis of the supply side
by: 2-s2.0-85053400216
Published: (2018)

Improved Whale Optimization Algorithm with LSTM for Stock Index Prediction
by: Sun Y.; Mutalib S.; Tian L.
Published: (2025)

Improved Whale Optimization Algorithm with LSTM for Stock Index Prediction
by: Sun, et al.
Published: (2025)

Volatility of market price trends for coastal erosion properties and properties along the coastline
by: Mohsen, et al.
Published: (2025)

Enhancing PETRONAS share price forecasts: a hybrid Holt integrated moving average
by: Fozi N.Q.M.; Hasan N.I.A.; Aziz A.A.; Zahari S.M.; Ganggayah M.D.
Published: (2025)

The effects of housing price on the mortgage debt in Malaysia: new evidence from FMOLS method
by: Hammad Ahmad Khan H.
Published: (2024)

Determining the factors influencing residential property price: A comparative study between Indonesia and Malaysia
by: 2-s2.0-85137795774
Published: (2022)

A stochastic optimal scheduling of distributed energy resources with electric vehicles based on microgrid considering electricity price
by: 2-s2.0-85143792127
Published: (2023)

Factors Affecting Housing Price in Malaysia Using Structural Equation Modeling Approach; [Faktor Mempengaruhi Harga Rumah di Malaysia menggunakan Pendekatan Model Berstruktur Persamaan]
by: Amit N.; Sapiri H.; Yusof Z.M.
Published: (2022)

Recent updates on the production and upgrading of bio-crude oil from microalgae
by: 2-s2.0-85067227029
Published: (2019)

Decision of Cost Estimation for Competitive Pricing of Modular Construction from China Manufacturer Perspective for Malaysian Industrialised Building System (IBS).
by: Aziz N.D.; Zamani Wan Hamdan W.S.; Omardin A.; Hasan R.
Published: (2024)

MODELLING AND FORECASTING FUTURE RETAIL PRICE OF CAPSICUM ANNUM L. VAR. KULAI FOR FOOD SECURITY AND SDG ISSUES IN PERLIS, MALAYSIA
by: Aziz A.A.; Fozi N.Q.M.; Shahidan W.N.W.
Published: (2025)

Understanding tourist mobile hotel booking behaviour: Incorporating perceived enjoyment and perceived price value in the modified Technology Acceptance Model
by: 2-s2.0-85103297147
Published: (2021)

Isolation of guaiene from crude and distillate patchouli oil extracted by molecular distillation
by: 2-s2.0-85121433118
Published: (2021)

Demulsification of Light Malaysian Crude Oil Emulsions Using an Electric Field Method
by: 2-s2.0-85053939207
Published: (2018)

Rare disaster and renewable energy in the USA: new insights from wavelet coherence and rolling-window analysis
by: Sharif A.; Dogan E.; Aman A.; Khan H.H.A.; Zaighum I.
Published: (2020)

Modeling Age-Friendly Environment, Active Aging, and Social Connectedness in an Emerging Asian Economy
by: 2-s2.0-84973462725
Published: (2016)

Investigating the behaviour of the mark-up of price over marginal cost under different business cycle situation: Empirical study in Malaysia manufacturing industry
by: Nawi A.S.; Rahman N.N.A.; Daud N.M.
Published: (2011)

Optimization and lubrication properties of Malaysian crude palm oil fatty acids based neopentyl glycol diester green biolubricant
by: 2-s2.0-85140253808
Published: (2022)

Mangroves as a Carbon Sink/Stocks
by: 2-s2.0-85136587292
Published: (2021)

The impact of ownership structure on stock returns
by: 2-s2.0-79959648762
Published: (2010)

A PARADOXICAL PROPOSITION OF CONNECTEDNESS TO NATURE, RECYCLING BEHAVIOUR AND PSYCHOLOGICAL RESTORATION RELATIONSHIP IN URBAN PARK CONTEXT: A PATH ANALYSIS EVIDENCE
by: 2-s2.0-85129767659
Published: (2022)

Bioactivity of Clitoria ternatea Crude ExtractsAgainst Pathogenic Bacteria
by: Zulkamal L.M.; Zolhalim N.A.A.; Aris F.; Zakaria N.A.; Yusof F.Z.M.; Ibrahim D.; Jalil M.T.M.
Published: (2023)

Bioactivity of Clitoria ternatea Crude ExtractsAgainst Pathogenic Bacteria
by: 2-s2.0-85164179216
Published: (2023)

Acetylcholinesterase Inhibition by Azadirachta Indica Crude Extract on Pomacea Canaliculata
by: 2-s2.0-85148715350
Published: (2023)

DEA portfolio selection in Malaysian stock market
by: 2-s2.0-84864823074
Published: (2012)

Development of palm oil extraction performance index (EPI) based on oil extraction rate (OER) and oil loss (OL)
by: Andrew J.; Sulaiman A.; Mokhtar M.N.; Baharuddin A.S.; Daud N.M.
Published: (2017)

Insider Stock Ownership and Earnings Persistence: Evidence from China
by: Minsi, et al.
Published: (2025)

Short run stock overreaction: Evidence from Bursa Malaysia
by: 2-s2.0-79951766072
Published: (2010)

Neem crude extract as biomolluscicide for sustainable control of golden apple snail, pomacea canaliculata
by: Massaguni R.; Latip S.N.H.M.
Published: (2011)

Prediction of Daily Air Pollutants Concentration and Air Pollutant Index Using Machine Learning Approach
by: Mustakim N.A.; Ul-Saufie A.Z.; Shaziayani W.N.; Noor N.M.; Mutalib S.
Published: (2023)