This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the … European utilities, they lead to an appreciation of oil and gas stocks. Most importantly, we show that oil market volatility … negatively affects European oil and gas stocks. In contrast, energy stock volatility is not driven by volatility of the resource …

triggered a need for understanding the volatility and correlation structure between carbon, energy and financial markets. This … change over time and the VSTOXX index, on the other hand, to account for uncertainty and volatility in markets. The effects … market volatility …

contagion spillover volatility by focusing on a sample of major oil-exporting and oil-importing countries using daily data from …; during COVID-19; and during the Russian‒Ukrainian war. Our results confirm the persistence of volatility for the series … volatility transmission between oil prices and exchange-rate markets. However, the COVID-19 pandemic and the Russian …

resources affect the domestic inflation and stock market. Expectations on future volatility in these prices might lead to … changes in the expected (implied) volatility of the Indian stock market. Unlike prior studies, we use implied volatility … volatilities of gold and oil on the implied volatility of the Indian stock market. Interestingly, there is evidence of an inverse …

different levels and shapes of the implied volatility (IV) profiles displayed by options with a variety of delivery periods. …