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Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: Journal of international money and finance 70 (2017), pp. 344-359

Persistent link: https://www.econbiz.de/10011752334

Economic uncertainty, oil prices, hedging and US stock returns of the airline industry

Kang, Wensheng; Perez de Gracia, Fernando; Ratti, Ronald A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012822072

Impact of state-dependent oil price on US stock returns using local projections

Equiza-Goñi, Juan; Perez de Gracia, Fernando - In: Applied economics letters 26 (2019) 11, pp. 919-926

Persistent link: https://www.econbiz.de/10012204437

Tail risk connectedness in the refined petroleum market : a first look at the impact of the COVID-19 pandemic

Chatziantoniou, Ioannis; Gabauer, David; Perez de … - In: Energy economics 111 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013350088

Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model

Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of multinational financial management 40 (2017), pp. 92-102

Persistent link: https://www.econbiz.de/10011927815

Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models

Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011897378

Time-varying relationship between conventional and unconventional monetary policies and risk aversion : international evidence from time- and frequency-domains

Hkiri, Besma; Cuñado Eizaguirre, Juncal; Balcilar, Mehmet - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 2963-2983

Persistent link: https://www.econbiz.de/10012664740

Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data

Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012658792

Predictability of the realised volatility of international stock markets amid uncertainty related to infectious diseases

Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-18

In the context of the great turmoil in the financial markets caused by the COVID-19 pandemic, the predictability of daily infectious diseases-related uncertainty (EMVID) for international stock markets volatilities is examined using heterogeneous autoregressive realised variance (HAR-RV) models....

Persistent link: https://www.econbiz.de/10012813501

The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test

Bahloul, Walid; Balcilar, Mehmet; Cuñado Eizaguirre, Juncal - In: Journal of multinational financial management 45 (2018), pp. 52-71

Persistent link: https://www.econbiz.de/10012055774