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Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries

Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165

Persistent link: https://www.econbiz.de/10013271050

High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system

Liu, Bing-Yue; Fan, Ying; Ji, Qiang; Hussain, Nazim - In: Energy economics 105 (2022), pp. 1-17

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Crude oil price and exchange rate : evidence from the period before and after the launch of China's crude oil futures

Sun, Chuanwang; Zhan, Yanhong; Peng, Yiqi; Cai, Weiyi - In: Energy economics 105 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013201966

The evolution of day-of-the-week and the implications in crude oil market

Lin, Wenhui; Zhu, Qi; Wen, Fenghua; Normaziah Mohd Nor - In: Energy economics 106 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013202138

Global financial cycle and the predictability of oil market volatility : evidence from a GARCH-MIDAS model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Energy economics 108 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013203080

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

Oil and renewable energy stock markets : unique role of extreme shocks

Xi, Yue; Zeng, Qing; Lu, Xinjie; Toan Luu Duc Huynh - In: Energy economics 109 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013283941

The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?

Thai-Ha Le; Le, Anh Tu; Le, Ha-Chi - In: Research in international business and finance 58 (2021), pp. 1-18

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An empirical study on dynamic association among gold market, crude oil market and stock market returns in India

Singh, Archana; Kushwaha, Shalini - In: The Indian journal of economics 101 (2020) 400, pp. 101-114

Persistent link: https://www.econbiz.de/10013179511

Diverging Dynamics of Global Oil Market Volatilities : A Generalized Structural Analysis

Liu, Xiaochun; Harrison, Andre; Stewart, Shamar - 2022

The global oil market has experienced a steady decline in oil production volatility and a concurrent increase in the … volatility of real oil prices since the mid-1980s. To study the underlying causes of the diverging volatility dynamics, we … volatilities. The generalized model also attributes the volatility divergence to decreased variability of flow supply shocks …

Persistent link: https://www.econbiz.de/10013290858