volatility índices (namely the originally created RTSVX and the new RVI that has replaced it), using daily data over the period …

suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

follows. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility … has a significant impact on both stock returns and volatility; specifically, an increase in news volatility is always …

suggests that oil price volatility affects stock returns positively during periods characterised by demand-side shocks in all …

. Positive (negative) news have significant positive (negative) effects on stock returns in all cases. Their volatility has a … significant impact on both stock returns and volatility; specifically, an increase in news volatility is always associated with a …