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subject:"Volatility"
~isPartOf:"Energy economics"
~language:"eng"
~person:"Arouri, Mohamed"
~subject:"Share price"
~type:"article"
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Volatility
Share price
Estimation
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Oil price
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Volatilität
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Arouri, Mohamed
Ma, Feng
6
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Energy economics
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ECONIS (ZBW)
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram
;
Arouri, Mohamed
;
Teulon, Frédéric
- In:
Energy economics
45
(
2014
),
pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
Saved in:
2
On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed
;
Jouini, Jamel
;
Nguyen, Duc Khuong
- In:
Energy economics
34
(
2012
)
2
,
pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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