differences of opinion is left, and hence volatility is decreased. …

This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the … European utilities, they lead to an appreciation of oil and gas stocks. Most importantly, we show that oil market volatility … negatively affects European oil and gas stocks. In contrast, energy stock volatility is not driven by volatility of the resource …

This paper investigates the effects of macroeconomic volatility on nonfinancial firms cash holding behavior. Using an … augmented cash bufferstock model, we demonstrate that an increase in macroeconomic volatility will cause the crosssectional …

reveals no major importance of the bank balance sheet channel for the relationship between stock market volatility and …

This paper evaluates the profitability of applying four different volatility forecasting models to the trading of … applied in this paper are: historical volatility, two ARCH models, and an autoregressive model for the volatility index. VDAX …. The ARCH models perform best in generating profits for market makers. Forecasts based on historical volatility also …

at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …