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Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip - In: International review of economics & finance : IREF 49 (2017), pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
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Does the volatility spillover effect matter in oil price volatility predictability? : evidence from high-frequency data
Wu, Lan; Xu, Weiju; Huang, Dengshi; Li, Pan - In: International review of economics & finance : IREF 82 (2022), pp. 299-306
Persistent link: https://www.econbiz.de/10013543121
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It's not that important : the negligible effect of oil market uncertainty
Yin, Libo; Feng, Jiabao; Liu, Li; Wang, Yudong - In: International review of economics & finance : IREF 60 (2019), pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael - In: International review of economics & finance : IREF 59 (2019), pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
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Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
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The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet; Gungor, Hasan; Hammoudeh, Shawkat - In: International review of economics & finance : IREF 40 (2015), pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun; Chiang, Shu-mei; Cheng, Nick Ying-pin - In: International review of economics & finance : IREF 22 (2012) 1, pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
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Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano; Velo, Gabriel G. - In: International review of economics & finance : IREF 40 (2015), pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
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Geopolitical risk and oil price volatility : evidence from Markov-switching model
Qian, Lihua; Zeng, Qing; Li, Tao - In: International review of economics & finance : IREF 81 (2022), pp. 29-38
Persistent link: https://www.econbiz.de/10013343484
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Asymmetric volatility spillover between European equity and foreign exchange markets : evidence from the frequency domain
Warshaw, Evan - In: International review of economics & finance : IREF 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012486281