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Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ajmi, Ahdi Noomen; El Montasser, Ghassen; Hammoudeh, Shawkat - In: Applied economics 46 (2014) 16/18, pp. 2167-2177
Persistent link: https://www.econbiz.de/10010413309
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Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua; Xiao, Jihong; Xia, Xiaohua; Chen, Bin; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
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Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
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Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook; Kim, Jaebeom - In: Journal of empirical finance 64 (2021), pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
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Nonlinear interdependence between the US and emerging markets' industrial stock sectors
Choudhry, Taufiq; Osoble, Bashir Nur - In: International journal of finance & economics : IJFE 20 (2015) 1, pp. 61-79
Persistent link: https://www.econbiz.de/10011346595
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The causal nexus between oil prices and equity market in the US : a regime switching model
Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Energy economics 39 (2013), pp. 271-282
Persistent link: https://www.econbiz.de/10010234879
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Casual or Causal Relationships between the U.S. Dollar, Gold, Oil and Equity Markets
Christner, Ron - 2011
This paper examines the degree of correlation and possible causation between the prices of gold, oil, short- and long-term interest rates, U.S. equities and the U.S. currency value against the Euro and British Pound. The data set utilizes daily returns for the period between the beginning of...
Persistent link: https://www.econbiz.de/10013120555
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Oil and stock prices : new evidence from a time varying homogenous panel smooth transition VECM for seven developing countries
Ceylan, Resat; Ivrendi, Mehmet; Shahbaz, Muhammed; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1085-1100
Persistent link: https://www.econbiz.de/10012814984
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On the relationship between oil and gold before and after financial crisis : linear, nonlinear and time-varying causality testing
Bampinas, Georgios; Panagiōtidēs, Theodōros - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 5, pp. 657-668
Persistent link: https://www.econbiz.de/10011431059
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Cointegration Relationship between Oil, Gold, Copper, and Silver : Non-Linear ARDL and Non-Linear Causality
Bildirici, Melike - 2013
This paper analyzed the non-linear ARDL approach and the non-linear Granger co-integration method. The gold price level showed positive asymmetric response to changes in the oil price in the short and long run. This study used the non-linear ARDL method to analyze the relationship between oil...
Persistent link: https://www.econbiz.de/10013082059