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Intraday option price changes and net buying pressure
Ryu, Doojin; Yang, Heejin - In: Applied economics letters 29 (2022) 4, pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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Effects of oil price shocks on the stock market performance : do nature of shocks and economies matter?
Thai-Ha Le; Youngho, Chang - In: Energy economics 51 (2015), pp. 261-274
Persistent link: https://www.econbiz.de/10011564841
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The relationship between oil prices and the Nigerian stock market : an analysis based on fractional integration and cointegration
Gil-Alaña, Luis A.; Yaya, OlaOluwa S. - In: Energy economics 46 (2014), pp. 328-333
Persistent link: https://www.econbiz.de/10011298580
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Price discovery and volatility spillover in spot and futures markets : evidences from steel-related commodities in China
Kim, Kyoungsu; Lim, Seok - In: Applied economics letters 26 (2019) 5, pp. 351-357
Persistent link: https://www.econbiz.de/10012204211
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Can clean energy stock price rule oil price? : new evidences from a regime-switching model at first and second moments
Yahya, Muhammad; Kanjilal, Kakali; Dutta, Anupam; … - In: Energy economics 95 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012816596
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Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet; Gupta, Rangan; Wohar, Mark E. - In: Energy economics 61 (2017), pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
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Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar; Barunik, Jozef - In: Energy economics 51 (2015), pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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Are fundamentals enough? : explaining price variations in the German day-ahead and intraday power market
Pape, Christian; Hagemann, Simon; Weber, Christoph - In: Energy economics 54 (2016), pp. 376-387
Persistent link: https://www.econbiz.de/10011662994
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126
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Shift contagion with endogenously detected volatility breaks : the case of CEE stock markets
Baumöhl, E.; Lyócsa, Š.; Výrost, T. - In: Applied economics letters 18 (2011) 10/12, pp. 1103-1109
Persistent link: https://www.econbiz.de/10009317541