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Intraday bidirectional volatility spillover across international stock markets : does the global financial crisis matter?

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Applied economics 47 (2015) 34/36, pp. 3633-3650

Persistent link: https://www.econbiz.de/10011293475

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

The relationship between oil prices, global economic policy uncertainty and financial market stress

Ziaei, Sayyed Mahdi - In: The journal of energy markets 14 (2021) 3, pp. 1-16

Persistent link: https://www.econbiz.de/10012805332

Multi-scale risk contagion among international oil market, Chinese commodity market and Chinese stock market : a MODWT-Vine quantile regression approach

Wen, Fenghua; Liu, Zhen; Dai, Zhifeng; He, Shaoyi; Liu, … - In: Energy economics 109 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013283776

Bitcoin price volatility transmission between spot and futures markets

Apostolakis, George N. - In: International review of financial analysis 94 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014543923

Good vs. bad volatility in major cryptocurrencies : the dichotomy and drivers of connectedness

Sila, Jan; Kočenda, Evžen; Krištoufek, Ladislav; … - 2023

, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness … dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into …. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over …

Persistent link: https://www.econbiz.de/10014333968