Similar Search Results

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

Exchange rate volatility and US commodity trade with the rest of the world

Bahmani-Oskooee, Mohsen; Ardalani, Zohre; Bolhasani, Marzieh - In: International review of applied economics 24 (2010) 5, pp. 511-532

Persistent link: https://www.econbiz.de/10008822753

Essays on the correlation of foreign exchange rates

Burckhardt, Nicolas - 2012

Im Gegensatz zur Volatilität wurde der Korrelation in der Forschung bisher viel weniger Beachtung geschenkt, obwohl die Korrelation in der Finanzwissenschaft eine zentrale Rolle spielt. Die vorliegende Doktorarbeit ergänzt die bestehende Literatur, indem sie verschiedene Aspekte der...

Persistent link: https://www.econbiz.de/10009713291

Modeling and forecasting petroleum futures volatility

Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488

Persistent link: https://www.econbiz.de/10003351688

Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate

Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012503762

Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828-1915

Freire, Gustavo; Resende, Marcelo - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 3063-3084

Persistent link: https://www.econbiz.de/10012504357

Oil price volatility and the US stock market

Rahman, Sajjadur - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1461-1489

Persistent link: https://www.econbiz.de/10012616956

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