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An empirical investigation of volatility of Indian spot and future prices of crude oil

Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66

Persistent link: https://www.econbiz.de/10010370462

Correlations between oil and stock markets : a wavelet-based approach

Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227

Persistent link: https://www.econbiz.de/10011440530

Empirical analysis of dynamic linkages between China and international stock markets

Chiang, Thomas C.; Chen, Xiaoyu - In: Journal of mathematical finance 6 (2016) 1, pp. 189-212

Persistent link: https://www.econbiz.de/10011543897

Fuel price volatility and asymmetric transmission of crude oil price changes to fuel prices

Zlatcu, Iuliana; Kubinschi, Matei; Barnea, Dinu - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 33-44

Persistent link: https://www.econbiz.de/10011558992

Linkages between Thai stock and foreign exchange markets under the floating regime

Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319

Persistent link: https://www.econbiz.de/10009674900

Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis

Wang, Janchung; Hsu, Hsinan - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 659-686

Persistent link: https://www.econbiz.de/10009231510

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

The asymmetric impact of oil price shocks on sectoral returns in Pakistan : evidence from the non-linear ARDL approach

Ali, Basit; Khan, Dilawar; Shafiq, Muhammad; Magda, Róbert - In: Economies : open access journal 10 (2022) 2, pp. 1-15

Pakistan. For this purpose, the study uses the non-linear autoregressive distributed lag (ARDL) approach based on monthly time … and demand shocks have a cointegration relationship with sectoral stock market returns. Third, the study explored the …

Persistent link: https://www.econbiz.de/10013164260

Exchange rate volatility and domestic consumption in the G7 : an asymmetric analysis

Bahmani-Oskooee, Mohsen; Baek, Jungho - In: Applied economics quarterly 67 (2021) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10013165459