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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
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Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin; Wen, Fenghua; Li, Wanyang; Yin, Hua; Zhao, Lili - In: Energy economics 107 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
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On the intraday dynamics of oil price and exchange rate : what can we learn from China and India?
Ahmad, Wasim; Prakash, Ravi; Uddin, Mohammed Gazi Salah; … - In: Energy economics 91 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012518662
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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
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Volatility spillovers for energy prices : a diagonal BEKK approach
Zolfaghari, Mehdi; Ghoddusi, Hamed; Faghihian, Fatemeh - In: Energy economics 92 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012520093
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Asymmetric volatility spillovers between oil and stock markets : evidence from China and the United States
Xu, Weiju; Ma, Feng; Wang, Chen; Zhang, Bing - In: Energy economics 80 (2019), pp. 310-320
Persistent link: https://www.econbiz.de/10012173623
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Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Apergēs, Nikolaos; Baruník, Jozef; Lau, Chi Keung - In: Energy economics 66 (2017), pp. 108-115
Persistent link: https://www.econbiz.de/10011896435
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A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
Chanatásig-Niza, Evelyn; Ciarreta, Aitor; Zarraga, Ainhoa - In: Energy economics 111 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013350089
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Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie - In: Energy economics 51 (2015), pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
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Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna; Ramírez, Octavio A. - In: Energy economics 46 (2014), pp. 413-421
Persistent link: https://www.econbiz.de/10011298963