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Dynamic connectedness among the implied volatilities of oil prices and financial assets : new evidence of the COVID-19 pandemic

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: International review of economics & finance : IREF 83 (2023), pp. 114-123

Persistent link: https://www.econbiz.de/10014239933

Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures

Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014426696

The macroeconomic impacts of natural disasters : the case of floods

Cuñado Eizaguirre, Juncal; Ferreira, Susana - In: Land economics : applied research on environmental resources 90 (2014) 1, pp. 149-168

Persistent link: https://www.econbiz.de/10010252663

Revisiting the macroeconomic impact of oil shocks in Asian economies

Cuñado Eizaguirre, Juncal; Jo, Soojin; Perez de … - 2015

This paper analyzes the macroeconomic impact of oil shocks in four of the largest oil-consuming Asian economies, using a structural vector autoregressive model. We identify three different types of oil shocks via sign restrictions: an oil supply shock, an oil demand shock driven by global...

Persistent link: https://www.econbiz.de/10011285458

The dynamic behavior of oil price volatility

Cuñado Eizaguirre, Juncal; Gómez Biscarri, Javier; … - In: OPEC, oil prices and LNG, (pp. 151-167). 2009

Persistent link: https://www.econbiz.de/10003862316

Time-varying impact of geopolitical risks on oil prices

Cuñado Eizaguirre, Juncal; Gupta, Rangan; Lau, Chi Keung; … - In: Defence and peace economics 31 (2020) 6, pp. 692-706

Persistent link: https://www.econbiz.de/10012312862

Volatility spillovers across global asset classes : evidence from time and frequency domains

Tiwari, Aviral Kumar; Cuñado Eizaguirre, Juncal; … - In: The quarterly review of economics and finance : journal … 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012035042

Oil volatility, oil and gas firms and portfolio diversification

Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 70 (2018), pp. 499-515

Persistent link: https://www.econbiz.de/10011942874

Persistence, mean-reversion and non-linearities in CO2 emissions : evidence from the BRICS and G7 countries

Gil-Alaña, Luis A.; Cuñado Eizaguirre, Juncal; Gupta, … - In: Environmental & resource economics : the official … 67 (2017) 4, pp. 869-883

Persistent link: https://www.econbiz.de/10011803607

Realized volatility spillovers between energy and metal markets : a time-varying connectedness approach

Cuñado Eizaguirre, Juncal; Gabauer, David; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012668176