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Oil price
Multivariate GARCH
348
ARCH-Modell
321
ARCH model
304
multivariate GARCH
276
Volatility
245
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232
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128
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126
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Cifarelli, Giulio
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2
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2
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ECONIS (ZBW)
46
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1
The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma
;
Khalfaoui, Rabeh
;
Hammoudeh, Shawkat
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451553
Saved in:
2
Racial and ethnic disparities in unemployment and oil price uncertainty
Elder, John
;
Payne, James E.
- In:
Energy economics
119
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014280133
Saved in:
3
The US-China trade war and the volatility linkages between energy and agricultural commodities
Cheng, Natalie Fang Ling
;
Hasanov, Akram Shavkatovich
; …
- In:
Energy economics
120
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014284707
Saved in:
4
Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat
;
Parichat Sinlapates
- In:
Finance research letters
57
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
Saved in:
5
Assessing the impact of oil prices on the Malaysian economy
Majuca, Ruperto Pagaura
-
2020
Persistent link: https://www.econbiz.de/10012819667
Saved in:
6
Does the choice of the
multivariate
GARCH
model on volatility spillovers matter? : evidence from oil prices and stock markets in G7 countries
Kartsonakis-Mademlis, Dimitrios
;
Dritsakis, Nikolaos
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
5
,
pp. 164-182
Persistent link: https://www.econbiz.de/10012505769
Saved in:
7
Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat
;
Julaluk Butda
-
2022
Persistent link: https://www.econbiz.de/10013197429
Saved in:
8
Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based
multivariate
GARCH
model
Mamipour, Siab
;
Yazdani, Sanaz
;
Sepehri, Elmira
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 785-801
Persistent link: https://www.econbiz.de/10013442234
Saved in:
9
Portfolio diversification and oil price shocks : a sector wide analysis
Mohsin Ali
;
Wajahat Azmi
;
Khan, Aftab Parvez
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
3
,
pp. 251-260
Persistent link: https://www.econbiz.de/10012301835
Saved in:
10
Volatility spillovers between crude oil prices and new energy stock price in China
Chen, Yufeng
;
Li, Wenqi
;
Jin, Xi
- In:
Romanian journal of economic forecasting
21
(
2018
)
2
,
pp. 43-62
Persistent link: https://www.econbiz.de/10012020110
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