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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
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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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Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19
Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24
Persistent link: https://www.econbiz.de/10012520119
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The effects of crude oil shocks on stock market shifts behaviour : a regime switching approach
Aloui, Chaker; Jammazi, Rania - In: Energy economics 31 (2009) 5, pp. 789-799
Persistent link: https://www.econbiz.de/10003880310
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Analyzing the impact of futures trading on spot price volatility : evidence from the spot electricity market in France and Germany
Kalantzis, Fotis G.; Milonas, Nikolaos T. - In: Energy economics 36 (2013), pp. 454-463
Persistent link: https://www.econbiz.de/10009724667
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Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate : a wavelet-based vine-copula approach
Dai, Xingyu; Wang, Qunwei; Zha, Donglan; Zhou, Dequn - In: Energy economics 88 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012516743
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Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li; Zhao, Min; Wu, Zhuo-Cheng; Jia, Kai-Wen; … - In: Energy economics 121 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
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The impact of oil price shocks : evidence from the industries of six OECD countries
Jiménez-Rodríguez, Rebeca - In: Energy economics 30 (2008) 6, pp. 3095-3108
Persistent link: https://www.econbiz.de/10003776581
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Nuclear energy consumption, oil prices, and economic growth : evidence from highly industrialized countries
Lee, Chien-chiang; Chiu, Yi-bin - In: Energy economics 33 (2011) 2, pp. 236-248
Persistent link: https://www.econbiz.de/10009261946
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Does oil impact gold during COVID-19 and three other recent crises?
Tanin, Tauhidul Islam; Sarker, Ashutosh; Brooks, Robert; … - In: Energy economics 108 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013203269