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On the conditional dependence structure between oil, gold and USD exchange rates : Nested copula based GJR-GARCH model
Bedoui, Rihab; Braiek, Sana; Guesmi, Khaled; … - In: Energy economics 80 (2019), pp. 876-889
Persistent link: https://www.econbiz.de/10012173742
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Disentangling the role of the exchange rate in oil-related scenarios for the European stock market
Ojea Ferreiro, Javier - In: Energy economics 89 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012517045
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The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi; Küçüközmen, C. Coşkun; … - In: Energy economics 61 (2017), pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
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Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi; Alshater, Muneer Maher; Yoon, Seong-min - In: Energy economics 115 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
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The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Wu, Chih-chiang; Chung, Huimin; Chang, Yu-hsien - In: Energy economics 34 (2012) 1, pp. 270-282
Persistent link: https://www.econbiz.de/10009618856
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Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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Modelling the general dependence between commodity forward curves
Zolotko, Mikhail; Okhrin, Ostap - In: Energy economics 43 (2014), pp. 284-296
Persistent link: https://www.econbiz.de/10010504813
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Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė; Ausín, M. Concepción; … - In: Energy economics 92 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
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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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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