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Robust information share measures with an application on the international crude oil markets

Li, Hong; Shi, Yanlin - In: The journal of futures markets 42 (2022) 4, pp. 555-579

Persistent link: https://www.econbiz.de/10013187561

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

Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market

Shu, Tong; Baslom, Mohammed Majdy M.; Alsharif, Hussain … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 338-346

Persistent link: https://www.econbiz.de/10011882806

Oil price asymmetric effects : answering the puzzle in international stock markets

Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145

Persistent link: https://www.econbiz.de/10009764598

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … transmission effects between EU and World butter prices. EU butter shocks further spillover to palm oil volatility. In addition …, there is evidence that oil prices spillover to World butter prices and World butter volatility. …

Persistent link: https://www.econbiz.de/10011556435

Price Discovery in Crude Oil Prices

Kim, Cherl-Hyun - 2012

I examine the relative information roles among West Texas Intermediate spot crude price and four futures contracts (F1 through F4) with different maturities. Using a cointegrated system with a non-unitary cointegrating vector, I address price discovery by investigating which price is more...

Persistent link: https://www.econbiz.de/10013114634