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Long-memory dynamic power volatility and market risk evaluation of Brent crude oil markets

Chin, Wen Cheong - In: The Journal of energy and development 36 (2010/11) 1/2, pp. 243-272

Persistent link: https://www.econbiz.de/10009666074

Macroeconomic uncertainty and the impact of oil shocks

Van Robays, Ine - 2012

demand and supply shocks. The results show that higher macroeconomic uncertainty, as measured by higher world industrial … production volatility, significantly increases the responsiveness of oil prices to oil shocks. This implies a lower price … volatility. Also the impact of oil shocks on economic activity appears to be significantly stronger in uncertain times. -- oil …

Persistent link: https://www.econbiz.de/10009621702

What drives the commodity price beta of oil industry stocks?

Talbot, Edward; Artiach, Tracy; Faff, Robert W. - In: Energy economics 37 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009759405

Are the crude oil markets becoming more efficient over time? : new evidence from a generalized spectral test

Zhang, Bing - In: Energy economics 40 (2013), pp. 875-881

Persistent link: https://www.econbiz.de/10010355552

Dynamic adjustment of crude oil price spreads

Ghoshray, Atanu; Trifonova, Tatiana - In: The energy journal 35 (2014) 1, pp. 119-136

Persistent link: https://www.econbiz.de/10010246062

Explosive oil prices

Gronwald, Marc - 2013

This paper deals with three aspects of spectacular oil price episodes such as the one witnessed in 2008. First, the concept of temporary explosiveness is proposed as an empirical method for capturing this type of behavior. The application of a recently proposed recursive unit root test shows...

Persistent link: https://www.econbiz.de/10009786017

The role of oil speculation on the economy : the problem with the view of Fattouth, Kilian, And Mahadeva

Ajuzie, Emmanuel I. S. - In: Journal of business & economics research 11 (2013) 8, pp. 367-371

Persistent link: https://www.econbiz.de/10009792995

Correlation transmission between crude oil and Indian markets

Kumar, Dilip; Maheswaran, S. - In: South Asian journal of global business research : … 2 (2013) 2, pp. 211-229

Persistent link: https://www.econbiz.de/10010126217

Is world oil market "one great pool"? : an example from China's and international oil markets

Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373

Persistent link: https://www.econbiz.de/10010259809

Oil, oil volatility and airline stocks : a global analysis

Nandha, Mohan; Brooks, Robert; Faff, Robert W. - In: Journal of accounting & management information systems … 12 (2013) 2, pp. 302-318

airline stock prices. Overall, these findings are contrary to the general perception that higher oil prices or oil volatility … volatility and oil regimes determined by the globally significant events/shocks. …

Persistent link: https://www.econbiz.de/10010338862