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Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures

Ghani, Maria; Ma, Feng; Huang, Dengshi - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1496-1512

Persistent link: https://www.econbiz.de/10014533268

The Efficiency of Emerging Stock Markets : Evidence from Asia and Africa

Youssef, Abdelmoneim - 2012

equity returns in a number of emerging stock markets from Africa and Asia,. This study utilizes methodologies based on Single …

Persistent link: https://www.econbiz.de/10013106010

The Efficiency of Emerging Stock Markets : Evidence from Asia and Africa

Youssef, Abdelmoneim - 2013

equity returns in a number of emerging stock markets from Africa and Asia,. This study utilizes methodologies based on Single …

Persistent link: https://www.econbiz.de/10013084511

Seasonality Effect Anomalies in Emerging Stock Markets : Evidence from Asia and Africa

Youssef, Abdelmoneim - 2012

emerging stock markets from Africa and Asia. In addition, the paper will try to report an explanation for this phenomenon in … models. The expected results are finding some evidence of seasonality in some countries like India, China, and Egypt .this …

Persistent link: https://www.econbiz.de/10013105999

Network connectedness between China's crude oil futures and sector stock indices

Wang, Zi-Xin; Liu, Bing-Yue; Fan, Ying - In: Energy economics 125 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014485223

The spillover effect between Chinese crude oil futures market and Chinese green energy stock market

Li, Jingpeng; Umar, Muhammad; Huo, Jiale - In: Energy economics 119 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014285017

Regime Switching Model of US Crude Oil and Stock Market Prices : 1859 to 2013

Balcilar, Mehmet - 2016

error-correction model and a monthly data set from 1859 to 2013. The sample covers the entire modern era of the petroleum … 1973 oil price shock caused by the Organization of Petroleum Exporting Countries. The low-volatility regime occurs more …

Persistent link: https://www.econbiz.de/10013005873

Connectedness between the crude oil futures and equity markets during the pre- and post-financialisation eras

Wadud, Sania; Durand, Robert B.; Gronwald, Marc - 2021

This paper examines the effect of financialisation of futures markets has on the relationship between crude oil futures and equities by using the VAR-DCC-GARCH model. Specifically, by accounting for the systematic patterns of commodity price volatility, namely, seasonality and maturity effects...

Persistent link: https://www.econbiz.de/10012599014

Forecasting realized volatility of crude oil futures with equity market uncertainty

Wen, Fenghua; Zhao, Yupei; Zhang, Minzhi; Hu, Chunyang - In: Applied economics 51 (2019) 59, pp. 6411-6427

Persistent link: https://www.econbiz.de/10012197349

Spillovers between the oil sector and the S&P500 : the impact of information flow about crude oil

Aromi, Daniel; Clements, Adam - In: Energy economics 81 (2019), pp. 187-196

Persistent link: https://www.econbiz.de/10012172691

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