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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
6
International transmission of shocks and African forex markets
Huang, Shoujun
;
Bossman, Ahmed
;
Gubareva, Mariya
; …
- In:
Energy economics
131
(
2024
),
pp. 1-18
heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and
volatility
shock transmission …
Persistent link: https://www.econbiz.de/10015046270
Saved in:
7
The impact of exchange rate policy uncertainty shock on Chinese energy firms' risk-taking
Li, Xiao-Lin
;
Qiu, Guojing
;
Ding, Hui
- In:
Energy economics
105
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013201949
Saved in:
8
US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis
Mollick, André Varella
;
Assefa, Tibebe Abebe
- In:
Energy economics
36
(
2013
),
pp. 1-18
Persistent link: https://www.econbiz.de/10009724771
Saved in:
9
Oil price shocks and stock markets in the US and 13 European countries
Park, Jungwook
;
Ratti, Ronald A.
- In:
Energy economics
30
(
2008
)
5
,
pp. 2587-2608
Persistent link: https://www.econbiz.de/10003773823
Saved in:
10
Modeling and forecasting petroleum futures
volatility
Sadorsky, Perry A.
- In:
Energy economics
28
(
2006
)
4
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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