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~isPartOf:"CREATES Research Papers"
~isPartOf:"Energy economics"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Implied volatility"
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Volatility
19
Volatilität
19
Oil price
11
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11
Implied volatility
9
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9
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9
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6
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Aufsatz in Zeitschrift
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Bouri, Elie
4
Haugom, Erik
2
Kumar, Pawan
2
Roubaud, David
2
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2
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Al-Yahyaee, Khamis Hamed
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CREATES Research Papers
Energy economics
Journal of banking & finance
27
International review of financial analysis
25
Finance research letters
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24
International journal of theoretical and applied finance
19
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15
The North American journal of economics and finance : a journal of financial economics studies
14
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International review of economics & finance : IREF
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10
International journal of financial engineering
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Pacific-Basin finance journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Global business review
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Global finance journal
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ECONIS (ZBW)
19
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1
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10
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19
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date (oldest first)
1
The effect of oil
implied
volatility
and geopolitical risk on GCC stock sectors under various market conditions
Bouri, Elie
;
Hammoud, Rami
;
Kassm, Christina Abou
- In:
Energy economics
120
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014284683
Saved in:
2
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from
implied
volatility
indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
3
Financial stress and crude oil
implied
volatility
: new evidence from continuous wavelet transformation framework
Das, Debojyoti
;
Maitra, Debasish
;
Dutta, Anupam
;
Basu, …
- In:
Energy economics
115
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013541818
Saved in:
4
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
Saved in:
5
Oil
implied
volatility
and expected stock returns along the worldwide supply chain
Li, Chenchen
;
Wang, Yudong
;
Wu, Chongfeng
- In:
Energy economics
114
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013477603
Saved in:
6
Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from
implied
volatility
Ding, Qian
;
Huang, Jianbai
;
Chen, Jinyu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162177
Saved in:
7
Impacts of oil
implied
volatility
shocks on stock
implied
volatility
in China : Empirical evidence from a quantile regression approach
Xiao, Jihong
;
Hu, Chunyang
;
Ouyang, Guangda
;
Wen, Fenghua
- In:
Energy economics
80
(
2019
),
pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
Saved in:
8
Option prices and
implied
volatility
in the crude oil market
Soini, Vesa
;
Lorentzen, Sindre
- In:
Energy economics
83
(
2019
),
pp. 515-539
Persistent link: https://www.econbiz.de/10012176275
Saved in:
9
Oil prices and news-based uncertainty : novel evidence
Su, Zhi
;
Lu, Man
;
Yin, Libo
- In:
Energy economics
72
(
2018
),
pp. 331-340
Persistent link: https://www.econbiz.de/10011972336
Saved in:
10
Oil volatility and sovereign risk of BRICS
Bouri, Elie
;
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
; …
- In:
Energy economics
70
(
2018
),
pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
Saved in:
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