Search Results - subject:"OVX"

Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility

Li, Leon; Miu, Peter - In: Journal of commodity markets : JCM 36 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10015162603

Ayoub, Mahmoud; Qadan, Mahmoud - In: Financial innovation : FIN 10 (2024), pp. 1-23

Recent theoretical developments in economics distinguish between risk and ambiguity (Knightian uncertainty). Using state-of-the-art methods with intraday stock market data from February 1993 to February 2021, we derive financial ambiguity and empirically examine the effect of shocks to it on the...

Persistent link: https://www.econbiz.de/10015361650

The role of investors’ fear in crude oil volatility forecasting

Haukvik, Nicole; Cheraghali, Hamid; Molnár, Peter - In: Research in international business and finance 70 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015055822

Forecasting the volatility of crude oil futures : new evidence from jump-induced volatility

Dutta, Anupam; Bouri, Elie - In: Energy strategy reviews 56 (2024), pp. 1-8

in the crude oil implied volatility index (OVX). Various robustness tests confirm these findings. Our findings have key …

Persistent link: https://www.econbiz.de/10015422154

The effects of global risk indicators on the MSCI Emerging Markets Index

Öner, Selma - In: Financial Internet Quarterly 18 (2022) 3, pp. 1-10

VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of …

Persistent link: https://www.econbiz.de/10013466309

The effects of global risk indicators on the MSCI Emerging Markets Index

Öner, Selma - In: Financial internet quarterly 18 (2022) 3, pp. 1-10

VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of …

Persistent link: https://www.econbiz.de/10013368196

The impact of oil price and oil volatility index (OVX) on the exchange rate in sub-Saharan Africa : evidence from oil importing/exporting countries

Korley, Maud; Giouvris, Evangelos - In: Economies : open access journal 10 (2022) 11, pp. 1-29

The Theory demonstrates that oil price and oil volatility (OVX) are significant determinants of economic activity … crisis in 2008 and the COVID-19 pandemic in 2020. We observe that OVX shocks significantly impact the exchange rate for all … countries whereas, oil price shocks only affect the exchange rate of oil importing countries. Rising (falling) OVX causes the …

Persistent link: https://www.econbiz.de/10013499510

Quantile time-frequency connectedness between energy and agriculture markets : a study during the COVID-19 crisis and the Russo-Ukrainian conflict

Yousfi, Mohamed; Bouzgarrou, Houssam - In: Journal of financial economic policy 16 (2024) 5, pp. 559-579

Persistent link: https://www.econbiz.de/10015077714

Crude oil volatility index forecasting : new evidence based on positive and negative jumps from Chinese stock market

Qiao, Gaoxiu; Ma, Xuekun; Jiang, Gongyue; Wang, Lu - In: International review of economics & finance : IREF 92 (2024), pp. 415-437

Persistent link: https://www.econbiz.de/10014534917

On the relation between the crude oil market and pandemic Covid-19

Shaikh, Imlak - In: European Journal of Management and Business Economics … 30 (2021) 3, pp. 331-356

pandemic sentiment index appears to be more promising. It has also been noticed that the energy trader's sentiment (OVX and OIV … investor panic and anxiety. Practical implications - The crude oil investors' sentiment index OVX indicates fear and panic due … investors gauged in OVX indicates market participants have paid an excessive put option (protection) premium over the contagious …

Persistent link: https://www.econbiz.de/10013193261