Similar Search Results

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

We employ a wavelet approach and conduct a time-frequency analysis of dynamic correlations between pairs of key traded assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data. We show that heterogeneity in correlations...

Persistent link: https://www.econbiz.de/10010515402

How do correlations of crude oil prices co-move? : a grey correlation-based wavelet perspective

Jia, Xiaoliang; An, Haizhong; Fang, Wei; Sun, Xiaoqi; … - In: Energy economics 49 (2015), pp. 588-598

Persistent link: https://www.econbiz.de/10011537210

Gold, oil, and stocks

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

Persistent link: https://www.econbiz.de/10010407524

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

Connectedness in international crude oil markets

Bhanja, Niyati; Nasreen, Samia; Dar, Arif Billah; … - In: Computational economics 59 (2022) 1, pp. 227-262

Persistent link: https://www.econbiz.de/10013168983

The dynamic correlation between China's policy uncertainty and the crude oil market : a time-varying analysis

Wang, En-Ze; Lee, Chien-chiang - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 692-709

Persistent link: https://www.econbiz.de/10012821599

Oil price and stock market co-movement : what can we learn from time-scale approaches?

Ftiti, Zied; Guesmi, Khaled; Abid, Ilyes - In: International review of financial analysis 46 (2016), pp. 266-280

Persistent link: https://www.econbiz.de/10011582053

Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States

Bai, Shuming; Koong, Kai S. - In: The North American journal of economics and finance : a … 44 (2018), pp. 12-33

Persistent link: https://www.econbiz.de/10012036287

Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries

Maghyereh, Aktham I.; Awartani, Basel; Tziogkidis, … - In: Energy economics 68 (2017), pp. 440-453

Persistent link: https://www.econbiz.de/10011905999