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How the financial market can dampen the effects of commodity price shocks
Kim, Myunghyun - In: European economic review : EER 121 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012264262
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Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: International review of economics & finance : IREF 48 (2017), pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
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The economic drivers of commodity market volatility
Prokopczuk, Marcel; Stancu, Andrei; Symeonidis, Lazaros - In: Journal of international money and finance 98 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012140078
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Financial stress and commodity price volatility
Chen, Louisa; Verousis, Thanos; Wang, Kai; Zhou, Zhiping - In: Energy economics 125 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485240
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Time-frequency analysis of financial stress and global commodities prices : insights from wavelet-based approaches
Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25
We examine the time-frequency lead-lag relationships and the degree of integration between the US financial stress index and global commodity prices (i.e., oil, gold, silver, and cocoa) with data covering over 47 decades (January 1975 to December 2021). For this purpose, we resort to the bi- and...
Persistent link: https://www.econbiz.de/10013389437
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Volatility transmission and herding contigion during the global financial crises
Abbes, Mouna Boujelbène - In: International journal of managerial and financial accounting 5 (2013) 2, pp. 138-161
Persistent link: https://www.econbiz.de/10009746408
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430
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Crude oil market and global financial crisis : structural break and market volatility analysis
Singh, Archana; Singh, Narinder Pal - In: International journal of economics and business research 13 (2017) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10011714391
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Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano - In: Journal of financial econometrics 17 (2019) 3, pp. 462-494
Persistent link: https://www.econbiz.de/10012054816