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Exploration risk in international oil and gas shareholder returns

Misund, Bård; Mohn, Klaus; Sikveland, Marius - In: The journal of energy markets 10 (2017) 4, pp. 1-22

Persistent link: https://www.econbiz.de/10011999465

The pitfalls of central clearing in the presence of systematic risk

Kubitza, Christian; Pelizzon, Loriana; Getmansky, Mila - 2018

Through the lens of market participants' objective to minimize counterparty risk, we provide an explanation for the reluctance to clear derivative trades in the absence of a central clearing obligation. We develop a comprehensive understanding of the benefits and potential pitfalls with respect...

Persistent link: https://www.econbiz.de/10011923506

Investor attention and oil market volatility : does economic policy uncertainty matter?

Xiao, Jihong; Wang, Yudong - In: Energy economics 97 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012820025

Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Journal of international money and finance 70 (2017), pp. 344-359

Persistent link: https://www.econbiz.de/10011752334

Geopolitical risk and volatility spillovers in oil and stock markets

Smales, L. A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 358-366

Persistent link: https://www.econbiz.de/10012655491

Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries

Khalfaoui, Rabeh; Solarin Sakiru Adebola; Al-Qadasi, … - In: Financial modeling and risk management of energy and …, (pp. 105-143). 2022

Persistent link: https://www.econbiz.de/10013349930

Oil beta uncertainty and global stock returns

Chen, Chun-Da; Demirer, Rıza - In: Energy economics 112 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013350430

Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data

Li, Sufang; Tu, Dalun; Zeng, Yan; Gong, Chenggang; Yuan, Di - In: Energy economics 113 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013540420

Reinvestigating international crude oil market risk spillovers

Jiang, Cuixia; Li, Yuqian; Xu, Qifa; Wu, Jun - In: Journal of risk 24 (2021) 1, pp. 25-52

Persistent link: https://www.econbiz.de/10012816795

Measuring Risk of Crude Oil at Extreme Quantiles

Zikovic, Sasa - 2013

theory based models provide a reasonable degree of safety while widespread VaR models do not provide adequate risk coverage …

Persistent link: https://www.econbiz.de/10013081915