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Information interdependence among energy, cryptocurrency and major commodity markets

Ji, Qiang; Bouri, Elie; Roubaud, David; Krištoufek, … - In: Energy economics 81 (2019), pp. 1042-1055

Persistent link: https://www.econbiz.de/10012173059

Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility

Ding, Qian; Huang, Jianbai; Chen, Jinyu - In: Energy economics 102 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013162177

Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility

Singh, Vipul Kumar; Nishant, Shreyank; Kumar, Pawan - In: Energy economics 76 (2018), pp. 48-63

Persistent link: https://www.econbiz.de/10011976582

Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective

Kumar, Pawan; Singh, Vipul Kumar - In: Energy economics 116 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013542126

International transmission of shocks and African forex markets

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Energy economics 131 (2024), pp. 1-18

We explore the influence of oil price and geopolitical risk (GPR) on the international transmission of shocks within African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data spanning over the period 2000-2023. We show that...

Persistent link: https://www.econbiz.de/10015046270

Financial stress, economic policy uncertainty, and oil price uncertainty

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013364361

Integration reforms in the European natural gas market : a rolling-window spillover analysis

Broadstock, David C.; Li, Raymond; Wang, Linjin - In: Energy economics 92 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012519990

Dynamic volatility connectedness in the European electricity market

Sikorska-Pastuszka, Magdalena; Papież, Monika - In: Energy economics 127 (2023) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10014487372

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

Disentangling the role of the exchange rate in oil-related scenarios for the European stock market

Ojea Ferreiro, Javier - In: Energy economics 89 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012517045

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