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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

Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness

Asadi, Mehrad; Roubaud, David; Tiwari, Aviral Kumar - In: Energy economics 109 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013283917

Causal flows between oil and forex markets using high-frequency data : asymmetries from good and bad volatility

Alam, Md. Samsul; Shahzad, Syed Jawad Hussain; Ferrer, … - In: Energy economics 84 (2019), pp. 1-21

Persistent link: https://www.econbiz.de/10012183298

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