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Fear divides, not unites : volatility transmission and decoupling between cryptocurrency and renewable energy markets

Al-Harbi, Ahmad - 2026

Persistent link: https://www.econbiz.de/10015616819

Oil price shocks and stock market responses : evidence from Saudi Arabia and Spain

Alzamel, Hussah Adnan; Othman, Jaizah - 2026

Persistent link: https://www.econbiz.de/10015616888

Oil price volatility and unemployment in iraq : a two-stage approach using generalized autoregressive conditional heteroskedasticity-mixed-data sampling

Abed, Zainab Ahmed; Barguellil, Achouak; Fathalla, … - 2026

Persistent link: https://www.econbiz.de/10015616941

Spillover effects in green and traditional assets during global crises : evidence from TVP-VAR analysis

Chiaka, Felicia; Deanita, Gwenda; Fitriya Fauzi - 2026

Persistent link: https://www.econbiz.de/10015617060

Trade war shocks and volatility spillovers between fossil fuel markets and biofuel feedstocks : empirical evidence from the US-China trade dispute

Avazkhodjaev, Salokhiddin; Dhiensiri, Nont; Rakhimov, … - 2026

Persistent link: https://www.econbiz.de/10015617190

Market volatility and lodging REIT performance : an event study analysis

Ampountolas, Apostolos - 2026

Persistent link: https://www.econbiz.de/10015617444

Shocked : electricity price volatility spillovers in Europe

Cevik, Serhan; Zhao, Yueshu - 2026

Persistent link: https://www.econbiz.de/10015654403

Volatility spillover effects in foreign exchange markets among China, Japan, and South Korea

Yu, Bok-Keun; Kim, Kwon Sik - 2026

This paper analyzes the dynamic spillover effects of exchange rate volatility among the foreign exchange markets of China, Japan, and South Korea from January of 2010 to March of 2024 based on exchange rate determination theories, the GJR-GARCH model, and the TVP-VAR model. The key empirical...

Persistent link: https://www.econbiz.de/10015654863

Comparative analysis of tail risk in emerging and developed equity markets : an extreme value theory perspective

Dlamini, Sthembiso; Shongwe, Sandile Charles - 2026

This research explores the application of extreme value theory in modelling and quantifying tail risks across different economic equity markets, with focus on the Nairobi Securities Exchange (NSE20), the South African Equity Market (FTSE/JSE Top40) and the US Equity Index (S&P500). The study...

Persistent link: https://www.econbiz.de/10015591162

Forecasting the volatility of stock returns in the G7 countries over centuries : the role of climate risks

Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2026

Persistent link: https://www.econbiz.de/10015591653