Similar Search Results

Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries

Filis, George; Degiannakis, Stavros; Floros, Christos - In: International review of financial analysis 20 (2011) 3, pp. 152-164

Persistent link: https://www.econbiz.de/10009295790

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 145-168). 2022

Persistent link: https://www.econbiz.de/10013283200

Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19 : An Application Based on the TVP-VAR Extended Joint Connectedness Approach

Chatziantoniou, Ioannis; Floros, Christos; Gabauer, David - 2021

We investigate volatility contagion across G7 stock markets and the market for crude oil for the period between 2007 … sample period. Prominent among our results is that the crude oil market is an important net transmitter of volatility shocks … for crude oil. Finally, we show that the Canadian stock market is a persistent net transmitter of volatility in recent …

Persistent link: https://www.econbiz.de/10013211886

Hedging stocks with oil

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 93 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012643309

Liquidity, surprise volume and return premia in the oil market

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104

Persistent link: https://www.econbiz.de/10012306351

Financial stress, economic policy uncertainty, and oil price uncertainty

Apostolakis, George N.; Floros, Christos; Gillas, … - In: Energy economics 104 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013364361

Twitter matters for metaverse stocks amid economic uncertainty

Aysan, Ahmet Faruk; Batten, Jonathan A.; Gozgor, Giray; … - In: Finance research letters 56 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014473687

Volatility spillovers across the spot and futures oil markets after news announcements

Apostolakis, George N.; Floros, Christos; Gillas, … - In: The North American journal of economics and finance : a … 69 (2024) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014445527