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Volatility spillover shifts in global financial markets
BenSaïda, Ahmed; Litimi, Houda; Abdallah, Oussama - In: Economic modelling 73 (2018), pp. 343-353
Persistent link: https://www.econbiz.de/10012100545
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The contagion effect in European sovereign debt markets : a regime-switching vine copula approach
BenSaïda, Ahmed - In: International review of financial analysis 58 (2018), pp. 153-165
Persistent link: https://www.econbiz.de/10012006432
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Forecasting crude oil price volatility
Herrera, Ana María; Hu, Liang; Pastor, Daniel - In: International journal of forecasting 34 (2018) 4, pp. 622-635
Persistent link: https://www.econbiz.de/10012031060
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Regime dependent volatilities and correlation in international securitized real estate markets
Liow, Kim Hiang; Ye, Qing - In: Empirica : journal of european economics 45 (2018) 3, pp. 457-487
Persistent link: https://www.econbiz.de/10012031221
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Supply and demand driven oil price changes and their non-linear impact on precious metal returns : a Markov regime switching approach
Uddin, Mohammed Gazi Salah; Rahman, Md Lutfur; Shahzad, … - In: Energy economics 73 (2018), pp. 108-121
Persistent link: https://www.econbiz.de/10011972559
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A Markov switching long memory model of crude oil price return volatility
Di Sanzo, Silvestro - In: Energy economics 74 (2018), pp. 351-359
Persistent link: https://www.econbiz.de/10011972860
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A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
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What are the categories of geopolitical risks that could drive oil prices higher? : acts or threats?
Bouoiyour, Jamal; Selmi, Refk; Hammoudeh, Shawkat; … - In: Energy economics 84 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012183421
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Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan; Wang, Yudong; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 43 (2017), pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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Contagion risk between the shipping freight and stock markets : evidence from the recent US-China trade war
Gong, Yuting; Li, Kevin Xingang; Chen, Shu-Ling; Shi, … - In: Transportation research / E : an international journal 136 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012233642