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Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models : either, neither or both?
Wang, Lu; Wu, Jiangbin; Cao, Yang; Hong, Yanran - In: Energy economics 111 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349997
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Oil volatility risk and stock market volatility predictability : evidence from G7 countries
Feng, Jiabao; Wang, Yudong; Yin, Libo - In: Energy economics 68 (2017), pp. 240-254
Persistent link: https://www.econbiz.de/10011905699
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Analyzing volatility spillovers and hedging between oil and stock markets : evidence from wavelet analysis
Khalfaoui, R.; Boutahar, Mohamed; Boubaker, H. - In: Energy economics 49 (2015), pp. 540-549
Persistent link: https://www.econbiz.de/10011537181
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Volatility spillovers and hedging effectiveness between oil and stock markets : evidence from a wavelet-based and structural breaks analysis
Belhassine, Olfa; Karamti, Chiraz - In: Energy economics 102 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013162440
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Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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The asymmetric effects of oil price shocks on the U.S. stock market
Rahman, Sajjadur - In: Energy economics 105 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013201580
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The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Maghyereh, Aktham I.; Awartani, Basel; Bouri, Elie - In: Energy economics 57 (2016), pp. 78-93
Persistent link: https://www.econbiz.de/10011698288
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Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.; Park, Sung Y. - In: Energy economics 61 (2017), pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
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Recent hikes in oil-equity market correlations : transitory or permanent?
Zhang, Bing; Li, Xiaoming - In: Energy economics 53 (2016), pp. 305-315
Persistent link: https://www.econbiz.de/10011660562