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Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros; Filis, George - In: Journal of international money and finance 76 (2017), pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Risk premia in crude oil futures prices
Hamilton, James D.; Wu, Jing Cynthia - In: Journal of international money and finance 42 (2014), pp. 9-37
Persistent link: https://www.econbiz.de/10010371842
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The role of market expectations in commodity price dynamics : evidence from oil data
Jin, Xin - In: Journal of international money and finance 90 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012132906
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Asymmetric volatility connectedness on the forex market
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: Journal of international money and finance 77 (2017), pp. 39-56
Persistent link: https://www.econbiz.de/10011788089
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Are exchange rates absorbers of global oil shocks? : a generalized structural analysis
Schwartz, Andrew; Liu, Xiaochun; Stewart, Shamar L. - In: Journal of international money and finance 146 (2024), pp. 1-46
Persistent link: https://www.econbiz.de/10015076032
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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of international money and finance 53 (2015), pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
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International spillovers of U.S. financial volatility
Berg, Kimberly A.; Vu, Nam T. - In: Journal of international money and finance 97 (2019), pp. 19-34
Persistent link: https://www.econbiz.de/10012139846
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Switching volatility in a nonlinear open economy
Benchimol, Jonathan; Ivashchenko, Sergey - In: Journal of international money and finance 110 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012795525
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The impact of option hedging on the spot market volatility
Anderegg, Benjamin; Ulmann, Florian Michael Till; … - In: Journal of international money and finance 124 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013435214