Vrinceanu, Georgiana; Horobet, Alexandra; Popescu, Consuela - In: The changing financial landscape : financial …, (pp. 41-63). 2021
about the impact of oil price volatility on the real economy have been recently fuelled by the positive correlation between … temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger …–December 2019. Our results show that the relationship between stock prices and oil price volatility is significant in the CEE …