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Modeling oil price-US stock nexus : a VARMA-BEKK-AGARCH approach
Salisu, Afees A.; Oloko, Tirimisiyu F. - In: Energy economics 50 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011563864
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On the effects of world stock market and oil price shocks on food prices : an empirical investigation based on TVP-VAR models with stochastic volatility
Jebabli, Ikram; Arouri, Mohamed; Teulon, Frédéric - In: Energy economics 45 (2014), pp. 66-98
Persistent link: https://www.econbiz.de/10010504792
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Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
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Reassessing the integration of European electricity markets : a fractional cointegration analysis
De Menezes, Lilian M.; Houllier, Melanie A. - In: Energy economics 53 (2016), pp. 132-150
Persistent link: https://www.econbiz.de/10011660490
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Assessing the impact of renewable energy tokens on BRICS stock markets : a new diversification approach
Ali, Shoaib; Umar, Muhammad; Naveed, Muhammad; Shan, Shan - In: Energy economics 134 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015047119
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Equity markets and ESG dynamics : assessing spillovers and portfolio strategies through time-varying parameters
Wang, Yi; Ali, Shoaib; Ayaz, Muhammad - In: Energy economics 134 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015047135
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What happens to the relationship between EU allowances prices and stock market indices in Europe?
Jiménez-Rodríguez, Rebeca - In: Energy economics 81 (2019), pp. 13-24
Persistent link: https://www.econbiz.de/10012172620
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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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Modeling EU allowances and oil market interdependence : implications for portfolio management
Reboredo, Juan Carlos - In: Energy economics 36 (2013), pp. 471-480
Persistent link: https://www.econbiz.de/10009724662