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1
Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng
;
Luo, Yimin
;
Li, Mengya
;
Yang, Duoping
- In:
The journal of risk finance : JRF
25
(
2024
)
2
,
pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
Saved in:
2
Oil price and its impact on firms' return
volatility
Rajvanshi, Vivek
-
2020
Persistent link: https://www.econbiz.de/10012226244
Saved in:
3
Shock transmission and
volatility
spillover in stock and commodity markets : evidence from advanced and emerging markets
Vardar, Gülin
;
Coş̦kun, Yener
;
Yelkenci, Tezer
- In:
Eurasian economic review : a journal in applied …
8
(
2018
)
2
,
pp. 231-288
Persistent link: https://www.econbiz.de/10011892913
Saved in:
4
Response of macro variables of emerging and developed oil importers to oil price movements
Taghizadeh-Hesary, Farhad
;
Yoshino, Naoyuki
;
Mohammadi …
- In:
Journal of the Asia Pacific economy
21
(
2016
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10011442055
Saved in:
5
Moody oil : what is driving the crude oil price?
Lechthaler, Filippo
;
Leinert, Lisa
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
5
,
pp. 1547-1578
Persistent link: https://www.econbiz.de/10012215845
Saved in:
6
Modeling
volatility
and correlations between emerging market stock prices and the prices of copper, oil and wheat
Sadorsky, Perry A.
- In:
Energy economics
43
(
2014
),
pp. 72-81
Persistent link: https://www.econbiz.de/10010504174
Saved in:
7
Volatility
spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu
;
Chaibi, Anissa
- In:
The journal of applied business research
30
(
2014
)
2
,
pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
Saved in:
8
Oil price shocks and emerging stock markets revisited
Das, Debojyoti
;
Kannadhasan, M.
;
Bhattacharyya, Malay
- In:
International journal of emerging markets
17
(
2022
)
6
,
pp. 1583-1614
Persistent link: https://www.econbiz.de/10013363282
Saved in:
9
Modelling and forecasting
volatility
for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.
;
Thamilselvan, R.
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
Saved in:
10
Volatility
modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
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