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Volatility transmission between gold and oil futures under structural breaks

Ewing, Bradley T.; Malik, Farooq - In: International review of economics & finance : IREF 25 (2013), pp. 113-121

Persistent link: https://www.econbiz.de/10009693332

Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks

Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763

Persistent link: https://www.econbiz.de/10012385205

Volatility spillovers between oil prices and the stock market under structural breaks

Ewing, Bradley T.; Malik, Farooq - In: Global finance journal 29 (2016), pp. 12-23

Persistent link: https://www.econbiz.de/10011714558

Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate

Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: Energy economics 48 (2015), pp. 46-60

Persistent link: https://www.econbiz.de/10011533698

Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...

Persistent link: https://www.econbiz.de/10011561029