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ECONIS (ZBW)
816
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1
Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel
;
Maghyereh, Aktham I.
- In:
Energy economics
36
(
2013
),
pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
Saved in:
2
Measuring contagion between energy market and stock market during financial crisis : a copula approach
Wen, Xiaoqian
;
Wei, Yu
;
Huang, Dengshi
- In:
Energy economics
34
(
2012
)
5
,
pp. 1435-1446
Persistent link: https://www.econbiz.de/10009688078
Saved in:
3
Realized
volatility
transmission between crude oil and equity futures markets : a multivariate HAR approach
Souček, Michael
;
Todorova, Neda
- In:
Energy economics
40
(
2013
),
pp. 586-597
Persistent link: https://www.econbiz.de/10010354962
Saved in:
4
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
Saved in:
5
Interdependence of oil prices and stock market indices : a copula approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
6
Oil price fluctuation,
volatility
spillover and the Ghanaian equity market : implication for portfolio management and hedging effectiveness
Lin, Boqiang
;
Wesseh, Presley K.
;
Owusu Appiah, Michael
- In:
Energy economics
42
(
2014
),
pp. 172-182
Persistent link: https://www.econbiz.de/10010502950
Saved in:
7
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
8
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
9
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
10
Does high-frequency crude oil futures data contain useful information for predicting
volatility
in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
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