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Volatility spillover analysis in commodity markets : volatility spillover from oil prices to precious metals under different regimes
Kirkpinar, Aysegul - In: Contemporary issues in business economics and finance, (pp. 45-56). 2020
Persistent link: https://www.econbiz.de/10012313140
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Oil market volatility : is macroeconomic uncertainty systematically transmitted to oil prices?
Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - In: Uncertainty, expectations and asset price dynamics : …, (pp. 31-50). 2018
Persistent link: https://www.econbiz.de/10012014988
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Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach
Boonyanuphong, Phattanan; Songsak Sriboonchitta; … - In: Uncertainty analysis in econometrics with applications …, (pp. 255-267). 2013
Persistent link: https://www.econbiz.de/10009711143
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Oil price risk exposure of BRIC stock markets and hedging effectiveness
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: Financial modeling and risk management of energy and …, (pp. 145-170). 2022
Persistent link: https://www.econbiz.de/10013349933
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Crude oil price and volatility : it's relationship to financial and other petroleum markets
Lee, Thomas; Zyren, John - In: OPEC, oil prices and LNG, (pp. 107-150). 2009
Persistent link: https://www.econbiz.de/10003862310
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The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
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Mathematical models for the assessment of collapse in oil prices
Shera, Muhammad; Preda, Vasile - 2018
Persistent link: https://www.econbiz.de/10012302306
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Petroleum conspiracies : how russian policymakers seek meaning in oil price volatility
Etkind, Alexander; Szulecki, Kacper; Yablokov, Ilya - In: Beyond market assumptions : oil price as a global …, (pp. 79-102). 2020
have on a society and a political system. Russia is one of the world’s top oil and gas producers, and its economy depends … individuals who steer the world economy and politics like puppeteers. …
Persistent link: https://www.econbiz.de/10012200592
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"Energy prices, oil trade flows, and real exchange rates in an integrated global market"
Kargbo, Joseph M. - In: Trade policy in a globalizing world, (pp. 117-139). 2009
Persistent link: https://www.econbiz.de/10003878497
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Forecasting emerging market volatility in crisis period : comparing traditional GARCH with high-frequency based models
Yalaman, Abdullah; Saleem, Shabir A. A. - In: Global financial crisis and it's ramifications on …, (pp. 475-492). 2017
Persistent link: https://www.econbiz.de/10011809957