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Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model

Surachai Chancharat; Julaluk Butda - 2022

Persistent link: https://www.econbiz.de/10013197429

Total factor productivity growth and oil price volatility

Balashova, Svetlana P. - In: International journal of trade and global markets 14 (2021) 6, pp. 548-558

Persistent link: https://www.econbiz.de/10012693584

Volatility spillovers between crude oil prices and new energy stock price in China

Chen, Yufeng; Li, Wenqi; Jin, Xi - In: Romanian journal of economic forecasting 21 (2018) 2, pp. 43-62

Persistent link: https://www.econbiz.de/10012020110

Oil price volatility and real effective exchange rate : the case of Thailand

Jiranyakul, Komain - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 2, pp. 574-579

Persistent link: https://www.econbiz.de/10011455871

Analysing oil price- macroeconomic volatility in Nigeria

Abdulkareem, Alhassan; Abdulhakeem, Kilishi A. - In: CBN journal of applied statistics 7 (2016) 1, pp. 1-22

This study provides analytical insight on modelling macroeconomic and oil price volatility in Nigeria. Mainly, the … GARCH - M); and oil price is a major source of macroeconomic volatility in Nigeria. By implication, the Nigerian economy is … vulnerable to both internal shocks (interest rate volatility, real GDP volatility) and external shocks (exchange rate volatility …

Persistent link: https://www.econbiz.de/10011460195

The impacts of oil price and exchange rate on Vietnamese stock market

Nguyen Tra Ngoc; Dat Thanh Nguyen; Nguyễn, Ngọc Vũ - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 143-150

Persistent link: https://www.econbiz.de/10012670633

Volatility spillovers between oil prices and stock returns in developing countries

Massadikov, Khairulla - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 121-126

Persistent link: https://www.econbiz.de/10012623402

Modelling the oil price volatility and macroeconomic variables in South Africa using the symmetric and asymmetric GARCH models

Sekati, Boitumelo Nnoi Yolanda; Tsoku, Johannes Tshepiso; … - In: Cogent economics & finance 8 (2020) 1, pp. 1-12

This article employed the ARCH, GARCH and EGARCH models to model the oil price volatility and macroeconomic variables … should have a view on the impact of oil price volatility on the South African economy. …

Persistent link: https://www.econbiz.de/10013179478

The impact of oil price shocks on the volatility of the Turkish stock market

Taşkin, F. Dilvin; Cagli, Efe Çaglar; Halaç, Umut - In: International journal of accounting and finance 6 (2016) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011722905

Exchange rate and oil price interactions in selected CEE countries

Drachal, Krzysztof - In: Economies : open access journal 6 (2018) 2, pp. 1-21

This paper reports a study on the causal dynamics between spot oil price, exchange rates, and stock prices in Poland, the Czech Republic, Hungary, Romania, and Serbia. The results are compared with a benchmark analysis in which U.S. monthly data are used, and time periods are selected according...

Persistent link: https://www.econbiz.de/10011854772