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Testing for the presence of asymmetric information in the oil market : a vector autoregression approach
Troug, Haytem Ahmed; Sbia, Rashid - In: International journal of economics and financial issues … 5 (2015) 3, pp. 753-762
Persistent link: https://www.econbiz.de/10011454212
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How do great shocks influence the correlation between oil and international stock markets?
Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526
Persistent link: https://www.econbiz.de/10011813622
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Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
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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
Persistent link: https://www.econbiz.de/10011422065
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Oil price asymmetric effects : answering the puzzle in international stock markets
Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145
Persistent link: https://www.econbiz.de/10009764598
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The effect of financial and macroeconomic factors on the oil market
Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091
Persistent link: https://www.econbiz.de/10011456477
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The impact of gold, bond, currency, metals and oil markets on the USA stock market
Partalidou, Xanthi; Kiohos, Apostolos; Giannarakis, Grigoris - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 76-81
Persistent link: https://www.econbiz.de/10011448224
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On the Macroeconomic Determinants of Long-Term Volatilities and Correlations in U.S. Stock and Crude Oil Markets
Conrad, Christian - 2014
Using a modified DCC-MIDAS specification, we endogenize the long-term correlation between crude oil and stock price returns with respect to the stance of the U.S. macroeconomy. We find that variables that contain information on current and future economic activity are helpful predictors of...
Persistent link: https://www.econbiz.de/10013066427
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Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach
Xie, Qiwei; Liu, Ranran; Qian, Tao; Li, Jingyu - In: Energy economics 102 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013162150
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Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting; Hamori, Shigeyuki - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803936