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Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries
Tanin, Tauhidul Islam; Hasanov, Akram Shavkatovich; … - In: Energy economics 115 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013541821
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A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.; Raheem, Ibrahim Dolapo; Ndako, Umar Bida - In: International review of economics & finance : IREF 61 (2019), pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
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Volatility spillovers across petroleum markets
Baruni, Jozef; Kočenda, Evžen; Vacha, Lukas - 2015
We detect and quantify asymmetries in the volatility spillovers of petroleum commodities: crude oil, gasoline, and … heating oil. The increase in volatility spillovers after 2001 correlates with the progressive financialization of the … commodities. Further, increasing spillovers from volatility among petroleum commodities substantially change their pattern after …
Persistent link: https://www.econbiz.de/10010516643
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Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Economia internazionale 68 (2015) 2, pp. 213-228
Persistent link: https://www.econbiz.de/10011304760
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Inventories and upstream gasoline price dynamics
Kuper, Gerard H. - In: Energy economics 34 (2012) 1, pp. 208-214
Persistent link: https://www.econbiz.de/10009618869
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Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel; Harrathi, Nizar - In: Economic modelling 38 (2014), pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
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Volatility spillovers across petroleum markets
Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - In: The energy journal 36 (2015) 3, pp. 309-329
Persistent link: https://www.econbiz.de/10011403626
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Oil price and exchange rate behaviour of the brics
Salisu, Afees A.; Cuñado Eizaguirre, Juncal; Isah, Kazeem - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2042-2051
Persistent link: https://www.econbiz.de/10012549866
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A new look at the crude oil prices and economic growth nexus : asymmetric evidence from Alaska
Baek, Jungho; Young, Taylor B. - In: Mineral economics : raw materials report 34 (2021) 3, pp. 339-344
Persistent link: https://www.econbiz.de/10012622853