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Extreme risk spillovers between crude oil and stock markets
Du, Limin; He, Yanan - In: Energy economics 51 (2015), pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh; Ben Aïssa, Mohamed Safouane; Hammoudeh, … - In: Energy economics 42 (2014), pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks
Racicot, François-Éric; Théoret, Raymond; Gregoriou, … - In: International review of economics & finance : IREF 72 (2021), pp. 289-318
Persistent link: https://www.econbiz.de/10012671925
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Volatility transmissions across international oil market, commodity futures and stock markets : empirical evidence from China
Ahmed, Abdullahi Dahir; Huo, Rui - In: Energy economics 93 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012631345
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Stochastic volatility, jumps and leverage in energy and stock markets : evidence from high frequency data
Baum, Christopher F.; Zerilli, Paola; Chen, Liyuan - In: Energy economics 93 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012643307
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Extreme risk spillover effects in world gold markets and the global financial crisis
Wang, Gang-Jin; Chi, Xie; Jiang, Zhi-Qiang; Stanley, H. … - In: International review of economics & finance : IREF 46 (2016), pp. 55-77
Persistent link: https://www.econbiz.de/10011626706
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Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas; Segnon, Mawuli; Gupta, Rangan - In: Energy economics 56 (2016), pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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Risk spillover of international crude oil to China's firms : evidence from granger causality across quantile
Peng, Cheng; Zhu, Huiming; Guo, Yawei; Chen, Xiuyun - In: Energy economics 72 (2018), pp. 188-199
Persistent link: https://www.econbiz.de/10011972302
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Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
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Asymmetric volatility spillovers between crude oil and international financial markets
Wang, Xunxiao; Wu, Chongfeng - In: Energy economics 74 (2018), pp. 592-604
Persistent link: https://www.econbiz.de/10011972941