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Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU
Pakrooh, Parisa; Manera, Matteo - 2024
volatility transmission from Brent Oil, UK Natural Gas, Rotterdam Coal, Gold, Silver, Copper, and EuroStoxx600 future prices to … models, and Time-Varying parameter Vector Auto Regressive models with Stochastic Volatility with the use of a comprehensive … markets significantly influencing volatility in EUA prices. The time-varying spillover effect is most pronounced with a one …
Persistent link: https://www.econbiz.de/10014634608
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China and the relationship between the oil price and the dollar /Agnès Bénassy-Quéré, Valérie Mignon & Alexis Penot
Bénassy-Quéré, Agnès (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003181826
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Assessing the impact of oil prices on the Malaysian economy
Majuca, Ruperto Pagaura - 2020
Persistent link: https://www.econbiz.de/10012819667
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - 2012
Persistent link: https://www.econbiz.de/10009522869
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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701646
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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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On the invertibility of EGARCH
Martinet, Guillaume Gaetan; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410195