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Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat; Julaluk Butda - 2022
Persistent link: https://www.econbiz.de/10013197429
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Volatility spillovers between crude oil prices and new energy stock price in China
Chen, Yufeng; Li, Wenqi; Jin, Xi - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 43-62
Persistent link: https://www.econbiz.de/10012020110
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The impacts of oil price and exchange rate on Vietnamese stock market
Nguyen Tra Ngoc; Dat Thanh Nguyen; Nguyễn, Ngọc Vũ - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 143-150
Persistent link: https://www.econbiz.de/10012670633
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Volatility spillovers between oil prices and stock returns in developing countries
Massadikov, Khairulla - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 121-126
Persistent link: https://www.econbiz.de/10012623402
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To what extent are stock returns driven by mean and volatility spillover effects? : evidence from eight European stock markets
Alikhanov, Abdulla - In: Národohospodářský obzor : časopis věnovaný … 13 (2013) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10010193320
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The impact of oil price shocks on the volatility of the Turkish stock market
Taşkin, F. Dilvin; Cagli, Efe Çaglar; Halaç, Umut - In: International journal of accounting and finance 6 (2016) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10011722905
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Exchange rate and oil price interactions in selected CEE countries
Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21
This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...
Persistent link: https://www.econbiz.de/10011854772
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Crude oil price volatility and its impact on Nigerian stock market performance (1985-2014)
Ojikutu, Olamide T.; Onolemhemhen, Rita U.; Isehunwa, … - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 302-311
Persistent link: https://www.econbiz.de/10011750946
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
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The effects of oil price volatility on South African stock market returns
Musampa, Kongolo; Eita, Joel Hinaunye; Meniago, Christelle - In: Economies : open access journal 12 (2024) 1, pp. 1-20
The aim of this study is to assess the response of the South African stock market returns to oil price volatility … EGARCH process is the best univariate model to capture oil price volatility. Interestingly, this study also revealed that the … the impact of higher oil prices, while in the long-term, policies aimed at reducing the volatility in oil prices would be …
Persistent link: https://www.econbiz.de/10014480171