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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

Oil price shocks and stock-bond correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014486268

Oil Price Shocks and Stock-Bond Correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Rehman, … - 2023

This paper investigates the role of oil as a determinant of the US stock-bond correlation. The analysis uses monthly …, alongside a range of macroeconomic variables on the nature of stock-bond dynamic correlation. The outcome indicates that oil … supply and demand shocks along with economic policy uncertainty explain the stock-bond correlation amid recessionary …

Persistent link: https://www.econbiz.de/10014257194

Oil price uncertainty and the relation to tanker shipping

Pouliasis, Panos K.; Bentsos, Christos - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2472-2494

Persistent link: https://www.econbiz.de/10014533431

Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices

Bouri, Elie I. - In: Journal of wine economics 8 (2013) 1, pp. 49-68

Persistent link: https://www.econbiz.de/10010197168

Is world oil market "one great pool"? : an example from China's and international oil markets

Liu, Li; Chen, Ching-cheng; Wan, Jieqiu - In: Economic modelling 35 (2013), pp. 364-373

Persistent link: https://www.econbiz.de/10010259809

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

Crude oil and world stock markets : volatility spillovers, dynamic correlations, and hedging

Wang, Yudong; Liu, Li - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1481-1509

Persistent link: https://www.econbiz.de/10011481725

How do correlations of crude oil prices co-move? : a grey correlation-based wavelet perspective

Jia, Xiaoliang; An, Haizhong; Fang, Wei; Sun, Xiaoqi; … - In: Energy economics 49 (2015), pp. 588-598

Persistent link: https://www.econbiz.de/10011537210

Gold, oil, and stocks

Barunik, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2014

in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …

Persistent link: https://www.econbiz.de/10010407524

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