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Speculation and volatility spillover in the crude oil and agricultural commodity markets : a Bayesian analysis
Du, Xiaodong; Yu, Cindy L.; Hayes, Dermot James - In: Energy economics 33 (2011) 3, pp. 497-503
Persistent link: https://www.econbiz.de/10009266859
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Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna; Ramírez, Octavio A. - In: Energy economics 46 (2014), pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
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Volatility spillover between oil and agricultural commodity markets
Nazlıoğlu, Şaban; Erdem, Cumhur; Soytas, Ugur - In: Energy economics 36 (2013), pp. 658-665
Persistent link: https://www.econbiz.de/10009724616
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Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu; Tu, Anthony H. - In: Energy economics 34 (2012) 5, pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
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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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Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
Sadorsky, Perry - In: Energy economics 34 (2012) 1, pp. 248-255
Persistent link: https://www.econbiz.de/10009618862
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Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60
Persistent link: https://www.econbiz.de/10011533698
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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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Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.; Oloko, Tirimisiyu F. - In: Energy economics 50 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011563864