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Global equity market volatility spillovers : a broader role for the United States

Buncic, Daniel; Gisler, Katja Ida Maria - In: International journal of forecasting 32 (2016) 4, pp. 1317-1339

Persistent link: https://www.econbiz.de/10011622159

Oil price uncertainty and the business cycle : accounting for the influences of global supply and demand within a VAR GARCH-in-mean framework

Thiem, Christopher - 2017

volatility as well as the U.S. economy. We find that - even after accounting for these factors - oil price uncertainty still has … confirms these results. Finally, significant spillover effects in the GARCH model suggest that oil price volatility is a gauge …Dieser Beitrag untersucht den Einfluss von Ölpreisunsicherheit auf die Wirtschaftsaktivität der USA mit Hilfe eines VAR …

Persistent link: https://www.econbiz.de/10011608019

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215

Persistent link: https://www.econbiz.de/10011645629

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

Ranking of US macroeconomic news impacting WTI crude oil volatility risk

Faseli, Omid - 2019

Persistent link: https://www.econbiz.de/10012146919

Asymmetric price volatility transmission between U.S. biofuel, corn, and oil markets

Saghaian, Sayed; Nemati, Mehdi; Walters, Cory; Chen, Bo - In: Journal of agricultural and resource economics : JARE ; … 43 (2018) 1, pp. 46-60

Persistent link: https://www.econbiz.de/10011833454

Volatility transmission between US and Latin American stock markets : testing the decoupling hypothesis

Cardona, Laura; Gutiérrez, Marcela; Agudelo, Diego A. - In: Research in international business and finance 39 (2017), pp. 115-127

Persistent link: https://www.econbiz.de/10011876451

Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility

Wen, Fenghua; Xiao, Jihong; Huang, Chuangxia; Xia, Xiaohua - In: Applied economics 50 (2018) 3, pp. 319-334

Persistent link: https://www.econbiz.de/10011846847

Volatility transmission in crude oil, gold, Standard and Poor's 500 and US Dollar Index futures using vector autoregressive-multivariate generalized autoregressive conditional hete...

Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 39-52

Persistent link: https://www.econbiz.de/10011448160

The impact of gold, bond, currency, metals and oil markets on the USA stock market

Partalidou, Xanthi; Kiohos, Apostolos; Giannarakis, Grigoris - In: International Journal of Energy Economics and Policy : IJEEP 6 (2016) 1, pp. 76-81

Persistent link: https://www.econbiz.de/10011448224