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The dynamic relations in the US crude oil market
Bai, Shuming - In: International journal of services and standards 9 (2014) 2/4, pp. 103-115
Persistent link: https://www.econbiz.de/10011347658
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Testing for the presence of asymmetric information in the oil market : a vector autoregression approach
Troug, Haytem Ahmed; Sbia, Rashid - In: International journal of economics and financial issues … 5 (2015) 3, pp. 753-762
Persistent link: https://www.econbiz.de/10011454212
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Reinvestigating international crude oil market risk spillovers
Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Wu, Jun - In: Journal of risk 24 (2021) 1, pp. 25-52
Persistent link: https://www.econbiz.de/10012816795
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How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
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Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
Dutta, Anupam; Noor, Md Hasib - In: Cogent economics & finance 5 (2017) 1, pp. 1-15
markets, very little is known about the volatility transmission between these two markets. The present study aims to conceal … this gap by investigating the volatility cross effects between oil and three different non-energy commodity markets. Using … the bivariate VAR-GARCH models, we do not find any evidence of volatility linkage between oil and agricultural product …
Persistent link: https://www.econbiz.de/10011881040
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Dependence of the Russian economy on oil prices in the context of volatility of the global oil market : articulation of issue
Pavlova, Elena Vladimirovna; Duborkina, Irina Albertovna; … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 3, pp. 225-230
Persistent link: https://www.econbiz.de/10011749787
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Financial stress and oil market volatility : new evidence
Pang, Dan; Ma, Feng; Wahab, M. I. M.; Zhu, Bo - In: Applied economics letters 30 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013552939
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Sources of volatility during four oil price crashes
Baffes, John; Kshirsagar, Varun - In: Applied economics letters 23 (2016) 4/6, pp. 402-406
Persistent link: https://www.econbiz.de/10011430701
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Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
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Ex-ante determinants of volatility in the crude oil market
Le, Duong T. - In: International journal of financial research 6 (2015) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011407263