realized volatility of West Texas Intermediate (WTI) crude oil price. A time-varying parameter vector autoregression model with … stochastic volatility (TVP-VAR-SV) is applied to weekly data series spanning January 2008 to October 2021. It is found that the … WTI oil price volatility responds positively to a shock in oil production, oil inventories, the US dollar index, and VIX …

international trade markets and international financial markets together in the short and long run between Asia and Europe …

Galvanized by the devastation of the Second World War, European countries achieved a historically unprecedented and … for Asia's integration process. …

. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and … volatility connectedness between ASEAN-4 and regional and global markets at different time horizons. …