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Financial markets, energy shocks, and extreme volatility spillovers

Boubaker, Sabri; Sitara Karim; Naeem, Muhammad Abubakr; … - In: Energy economics 126 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014487450

Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implications

Liu, Zhenhua; Ji, Qiang; Zhai, Pengxiang; Ding, Zhihua - In: Research in international business and finance 66 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014462203

A reassessment of oil market volatility and stock market volatility : evidence from selected SAARC countries

Aziz, Tariq - In: Comparative economic research : Central and Eastern Europe 26 (2023) 3, pp. 179-196

Volatility spillover informs whether the information in one market impacts the information in another. This paper … examines whether oil market volatility spills over to the equity markets of selected SAARC countries. The study uses data from … February 2013 to September 2019 to obtain updated evidence about the transmission of global oil price volatility to the equity …

Persistent link: https://www.econbiz.de/10014428534

Asymmetric volatility spillovers between Bitcoin, oil and precious metals

BenMabrouk, Houda; Ben Khalifa, Imen - In: International journal of economics and business … 28 (2024) 1, pp. 44-64

Persistent link: https://www.econbiz.de/10015063318

The impact of global energy price volatility on oil derivative and local price in Jordan : using DCC-GARCH model

Adailah, Radi Mohammad; Al-Damour, Saba Bassam; … - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 336-348

Persistent link: https://www.econbiz.de/10014486378

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Sadorsky, Perry - In: Energy economics 34 (2012) 1, pp. 248-255

Persistent link: https://www.econbiz.de/10009618862

Shock and volatility spillovers between oil prices and Turkish sector returns

Gencer, Hatice Gaye; Demiralay, Sercan - In: International journal of economics and finance 6 (2014) 2, pp. 174-180

Persistent link: https://www.econbiz.de/10010257642

Oil-Price volatility and macroeconomic spillovers in Central and Eastern Europe : evidence from a multivariate GARCH model

Hegerty, Scott W. - In: Zagreb international review of economics & business 18 (2015) 2, pp. 31-43

Persistent link: https://www.econbiz.de/10011412254

Modelling volatility and correlations between energy price markets and SRI stock markets

Wei, Ching Chun - In: International journal of economics and business research 13 (2017) 2, pp. 155-181

Persistent link: https://www.econbiz.de/10011714383

On the dynamic dependence and investment performance of crude oil and clean energy stocks

Ahmad, Wasim - In: Research in international business and finance 42 (2017), pp. 376-389

Persistent link: https://www.econbiz.de/10011750303