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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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Regime-switching energy price volatility : the role of economic policy uncertainty
Scarcioffolo, Alexandre Ribeiro; Etienne, Xiaoli Liao - In: International review of economics & finance : IREF 76 (2021), pp. 336-356
Persistent link: https://www.econbiz.de/10013175825
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Asymmetric volatility of stock returns during the Asian crisis : evidence from Indonesia
Leeves, Gareth D. - In: International review of economics & finance : IREF 16 (2007) 2, pp. 272-286
Persistent link: https://www.econbiz.de/10003461769
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The risk spillovers from the Chinese stock market to major East Asian stock markets : a MSGARCH-EVT-copula approach
Yang, Xiao - In: International review of economics & finance : IREF 65 (2020), pp. 173-186
Persistent link: https://www.econbiz.de/10012385325
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An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries
Balli, Faruk; Hajhoj, Hassan Rafdan; Basher, Syed Abul; … - In: International review of economics & finance : IREF 39 (2015), pp. 311-325
Persistent link: https://www.econbiz.de/10011572452
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Analysis of risk premium in UK natural gas futures
Martínez, Beatriz; Torró, Hipòlit - In: International review of economics & finance : IREF 58 (2018), pp. 621-636
Persistent link: https://www.econbiz.de/10012034252
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The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Peng, Wei - In: International review of economics & finance : IREF 86 (2023), pp. 616-625
Persistent link: https://www.econbiz.de/10014434414
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Is oil-gas price decoupling happening in China? : a multi-scale quantile-on-quantile approach
Miao, Xiaoyu; Wang, Qunwei; Dai, Xingyu - In: International review of economics & finance : IREF 77 (2022), pp. 450-470
Persistent link: https://www.econbiz.de/10013332631
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Oil prices, stock markets and firm performance : evidence from Europe
Bagirov, Miramir; Mateus, Cesario - In: International review of economics & finance : IREF 61 (2019), pp. 270-288
Persistent link: https://www.econbiz.de/10012205420
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Global evidence on the Russia-Ukraine conflict and energy stock returns
Kakhkharov, Jakhongir; Onur, Ilke; Yalçın, Erkan; … - In: International review of economics & finance : IREF 93 (2024) 2, pp. 413-435
Persistent link: https://www.econbiz.de/10014535571