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A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Boubaker, Heni; Raza, Syed Ali - In: Energy economics 64 (2017), pp. 105-117
Persistent link: https://www.econbiz.de/10011758081
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Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan; Wang, Gang-Jin; Ma, Chaoqun; Wang, Yudong - In: Energy economics 80 (2019), pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
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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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Volatility spillovers across Russian oil and gas sector : evidence of the impact of global markets and extraordinary events
Balash, Vladimir; Faizliev, Alexey - In: Energy economics 129 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014558943
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Oil volatility and sovereign risk of BRICS
Bouri, Elie; Shahzad, Syed Jawad Hussain; Raza, Naveed; … - In: Energy economics 70 (2018), pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
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Oil shocks and equity markets : the case of GCC and BRICS economies
Umar, Zaghum; Trabelsi, Nader; Zaremba, Adam - In: Energy economics 96 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012817858
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Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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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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High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
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Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin; Wen, Fenghua; Li, Wanyang; Yin, Hua; Zhao, Lili - In: Energy economics 107 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013202630