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Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Dynamic spillovers between oil and stock markets : new approaches at spillover index

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Crude oil market and global financial crisis : structural break and market volatility analysis

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A bivariate FIGARCH model of crude oil price volatility

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Nonlinear oil price dynamics : a tale of heterogeneous speculators?

Reitz, Stefan (contributor); Slopek, Ulf Dieter (contributor) - 2008

While some of the recent surge of oil prices can be attributed to robust global demand at a time of tight production capacities, commentators occasionally also blame the impact of speculators for part of the price pressure. We propose an empirical oil market model with heterogeneous speculators....

Persistent link: https://www.econbiz.de/10003794310

Non-linear oil price dynamics : a tale of heterogeneous speculators?

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A model-free test for contagion between crude oil and stock markets

Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4

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Oil commodity returns and macroeconomic factors : a time-varying approach

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

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Testing for Granger causality in distribution tails : an application to oil markets integration

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