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Leverage effect in energy futures
Kristoufek, Ladislav - In: Energy economics 45 (2014), pp. 1-9
Persistent link: https://www.econbiz.de/10010504803
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Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah - In: Energy economics 53 (2016), pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
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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
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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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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
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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
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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
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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
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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
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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