Dynamic connectedness among the implied volatilities of oil prices and financial assets : new evidence of the COVID-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Antonakakis, Nikolaos ; Cuñado Eizaguirre, Juncal ; Filis, George ; Gabauer, David ; Perez de Gracia, Fernando |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 114-123
|
Subject: | COVID-19 | Dynamic connectedness | Financial assets | Implied volatilities | Oil prices | TVP-VAR | Volatilität | Volatility | Coronavirus | Welt | World | Ölpreis | Oil price | Wirkungsanalyse | Impact assessment |
-
Arshian Sharif, (2020)
-
Hattantyo, Febby Satya, (2023)
-
Coronavirus and oil price crash
Albulescu, Claudiu Tiberiu, (2020)
- More ...
-
Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Antonakakis, Nikolaos, (2020)
-
Oil volatility, oil and gas firms and portfolio diversification
Antonakakis, Nikolaos, (2018)
-
Cuñado Eizaguirre, Juncal, (2023)
- More ...