The directional volatility connectedness between crude oil and equity markets : new evidence from implied volatility indexes
Aktham I. Maghyereh, Basel Awartani, Elie Bouri
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Maghyereh, Aktham I. ; Awartani, Basel ; Bouri, Elie |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 78-93
|
| Subject: | Oil price volatility | Equity market volatility | Directional connectedness | Implied volatility indexes | Volatilität | Volatility | Ölpreis | Oil price | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Welt | World | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.04.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698288