Similar Search Results

How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Investigating volatility in Saudi Arabia crude oil prices and its impact on oil stock market

Shu, Tong; Baslom, Mohammed Majdy M.; Alsharif, Hussain … - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 4, pp. 338-346

Persistent link: https://www.econbiz.de/10011882806

Dynamic spillovers between oil and stock markets : new approaches at spillover index

Lee, Yen-Hsien; Liao, Ting-Huei; Huang, Ya-Ling; Huang, … - In: International journal of financial research 6 (2015) 2, pp. 178-189

Persistent link: https://www.econbiz.de/10011405144

A model-free test for contagion between crude oil and stock markets

Pan, Zhiyuan; Zheng, Xu; Gong, Yuting - In: Economics letters 130 (2015), pp. 1-4

Persistent link: https://www.econbiz.de/10011422065

Oil price asymmetric effects : answering the puzzle in international stock markets

Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145

Persistent link: https://www.econbiz.de/10009764598

The effect of financial and macroeconomic factors on the oil market

Sariannidis, Nikolaos; Galyfianakis, Georgios; … - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 4, pp. 1084-1091

Persistent link: https://www.econbiz.de/10011456477

On the Macroeconomic Determinants of Long-Term Volatilities and Correlations in U.S. Stock and Crude Oil Markets

Conrad, Christian - 2014

Using a modified DCC-MIDAS specification, we endogenize the long-term correlation between crude oil and stock price returns with respect to the stance of the U.S. macroeconomy. We find that variables that contain information on current and future economic activity are helpful predictors of...

Persistent link: https://www.econbiz.de/10013066427

Linkages between the international crude oil market and the Chinese stock market : a BEKK-GARCH-AFD approach

Xie, Qiwei; Liu, Ranran; Qian, Tao; Li, Jingyu - In: Energy economics 102 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013162150

Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany

Zhang, Wenting; Hamori, Shigeyuki - In: International review of financial analysis 74 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012803936

Asymmetric Price Volatility Transmission between U.S. Biofuel, Corn, and Oil Markets

Saghaian, Sayed - 2018

. The concern is whether the new corn–ethanol links lead to volatility spillover transmission between food and energy prices …. We investigate asymmetric volatility spillovers between oil, corn, and ethanol prices using a BEKK … leads to inconsistent results. The results support the existence of asymmetric volatility transmission between corn and …

Persistent link: https://www.econbiz.de/10012934818

1
2
3
4
5
6
7
8
9
10
Next
Last