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Crude volatility : the history and future of boom-bust oil prices
McNally, Robert - Columbia University / Center on Global Energy Policy - 2017
Introduction: the Texas paradox -- And then there was light: from chaos to order in the kerosene era (1859-1911) -- No Rockefeller, no peace: boom-bust returns (1912-1933) -- Why are oil prices prone to boom bust cycles? -- The Texas era of price stability: US supply controls and international...
Persistent link: https://www.econbiz.de/10011564784
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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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Causes of oil price volatility
Lynch, Michael C. - In: The Journal of energy and development 28 (2002) 1, pp. 107-141
Persistent link: https://www.econbiz.de/10001765405
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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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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
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Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets
Saghaian, Sayed - 2018
. The concern is whether the new corn–ethanol links lead to volatility spillover transmission between food and energy prices …. We investigate asymmetric volatility spillovers between oil, corn, and ethanol prices using a BEKK … leads to inconsistent results. The results support the existence of asymmetric volatility transmission between corn and …
Persistent link: https://www.econbiz.de/10012934818
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Interdependence between WTI crude oil prices and the US equity market
Pruchnicka-Grabias, Izabela - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 2, pp. 226-232
Persistent link: https://www.econbiz.de/10013193725
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
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Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets
Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60
Persistent link: https://www.econbiz.de/10011833454
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Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012201357