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Connectedness between oil price shocks and US sector returns : evidence from TVP-VAR and wavelet decomposition
Sevillano, Maria-Caridad; Jareño, Francisco; López, Raquel - In: Energy economics 131 (2024), pp. 1-18
This paper examines the dynamic return and volatility connectedness between oil price shocks (demand, supply, and risk …. (2020). Our results show the high dynamic connectedness between markets and allow the identification of the role of all …
Persistent link: https://www.econbiz.de/10015046284
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Volatility transmission between oil prices and equity sector returns
Malik, Farooq; Ewing, Bradley T. - In: International review of financial analysis 18 (2009) 3, pp. 95-100
Persistent link: https://www.econbiz.de/10003880010
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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
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Petroleum prices and equity sector returns in petroleum exporting and importing countries : an analysis of volatility transmissions and hedging
Bagirov, Miramir; Mateus, Cesario - In: Applied economics 54 (2022) 23, pp. 2610-2626
Persistent link: https://www.econbiz.de/10013171109
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Exploring the nexus between oil price shocks and sectoral stock returns : a new evidence from stock exchange in Malaysia
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: Economic change & restructuring 54 (2021) 1, pp. 199-217
Persistent link: https://www.econbiz.de/10012427689
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Decomposed oil price shocks and GCC stock market sector returns and volatility
Al-Fayoumi, Nedal; Bouri, Elie; Abuzayed, Bana - In: Energy economics 126 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014483404
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Price and volatility dynamics between electricity and fuel costs : some evidence for Spain
Furió, Dolores; Chuliá, Helena - In: Energy economics 34 (2012) 6, pp. 2058-2065
Persistent link: https://www.econbiz.de/10009688881
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The Effect of Oil Price Fluctuations on Spanish Inflation
Álvarez, Luis J. - 2017
This article analyses the impact of changes in oil prices on the consumer price index (CPI) in the Spanish economy from a historical perspective. The evidence provided reveals a substantial degree of pass-through of these changes to CPI components tied to heating and vehicle fuel (direct...
Persistent link: https://www.econbiz.de/10012955115
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The Effect of Oil Price Fluctuations on Spanish Inflation
Alvarez, Luis J. - 2017
This article analyses the impact of changes in oil prices on the consumer price index (CPI) in the Spanish economy from a historical perspective. The evidence provided reveals a substantial degree of pass-through of these changes to CPI components tied to heating and vehicle fuel (direct...
Persistent link: https://www.econbiz.de/10012946219
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Dynamic connectedness between bitcoin, gold, and crude oil volatilities and returns
Ozturk, Serda Selin - In: Journal of risk and financial management : JRFM 13 (2020) 11/275, pp. 1-14
methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … it is mined like crude oil, namely, a commodity. These similarities can be investigated by analyzing the connectedness …
Persistent link: https://www.econbiz.de/10012388777