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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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Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar; Barunik, Jozef - In: Energy economics 51 (2015), pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
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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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Impact of the financial crisis on Indian commodity markets : structural breaks and volatility dynamics
Shalini, Velappan; Prasanna, Krishna - In: Energy economics 53 (2016), pp. 40-57
Persistent link: https://www.econbiz.de/10011660433
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The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
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Forecasting excess stock returns with crude oil market data
Liu, Li; Ma, Feng; Wang, Yudong - In: Energy economics 48 (2015), pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
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Linkages between oil price shocks and stock returns revisited
Doko Tchatoka, Firmin; Masson, Virginie; Parry, Sean - In: Energy economics 82 (2019), pp. 42-61
Persistent link: https://www.econbiz.de/10012173811
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Can stale oil price news predict stock returns?
Narayan, Paresh Kumar - In: Energy economics 83 (2019), pp. 430-444
Persistent link: https://www.econbiz.de/10012176160
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Time-varied causality between US partisan conflict shock and crude oil return
Cai, Yifei; Wu, Yanrui - In: Energy economics 84 (2019), pp. 1-9
Persistent link: https://www.econbiz.de/10012182008
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Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong; Hu, Chunyang; Ouyang, Guangda; Wen, Fenghua - In: Energy economics 80 (2019), pp. 297-309
Persistent link: https://www.econbiz.de/10012172448