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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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Accounting for the declining economic effects of oil price shocks
Lyu, Yifei - In: Energy economics 96 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10012817825
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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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Strategic interactions and price dynamics in the global oil market
Alonso-Alvarez, Irma; Di Nino, Virginia; Venditti, Fabrizio - In: Energy economics 107 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013202433
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Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area
Cai, Yifei; Zhang, Dongna; Chang, Tsangyao; Lee, … - In: Energy economics 109 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013283840
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Monopoly power in the oil market and the macroeconomy
Branger, Nicole; Flacke, René Marian; Gräber, Nikolai - In: Energy economics 85 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012509608
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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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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