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Linking the gas and oil markets with the stock market : investigating the U.S. relationship
Gatfaoui, Hayette - In: Energy economics 53 (2016), pp. 5-16
Persistent link: https://www.econbiz.de/10011660425
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Quantile dependence of oil price movements and stock returns
Reboredo, Juan Carlos; Ugolini, Andrea - In: Energy economics 54 (2016), pp. 33-49
Persistent link: https://www.econbiz.de/10011662726
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System risk of Spanish listed banks : a vine copula CoVaR approach
Reboredo, Juan Carlos; Ugolini, Andrea - In: Spanish journal of finance and accounting 45 (2016) 169, pp. 1-31
Persistent link: https://www.econbiz.de/10011669823
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Modeling partial Greeks of variable annuities with dependence
Gan, Guojun; Valdez, Emiliano - In: Insurance / Mathematics & economics 76 (2017), pp. 118-134
Persistent link: https://www.econbiz.de/10011774791
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Jump-dependent model for optimal index futures hedging in five major Asian stock markets
Lai, Yi-Hao; Wang, Yi-Chiuan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 786-796
Persistent link: https://www.econbiz.de/10011563109
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The impact of crude oil prices on financial market indicators : copula approach
Kayalar, Derya Ezgi; Küçüközmen, C. Coşkun; … - In: Energy economics 61 (2017), pp. 162-173
Persistent link: https://www.econbiz.de/10011737705
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Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Journal of banking & finance 75 (2017), pp. 258-279
Persistent link: https://www.econbiz.de/10011742164
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Assessing the credit risk of money market funds during the eurozone crisis
Collins, Sean Scanlon; Gallagher, Emily - In: Journal of financial stability 25 (2016), pp. 150-165
Persistent link: https://www.econbiz.de/10011704891
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Is hedging the crack spread no longer all it's cracked up to be?
Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Energy economics 63 (2017), pp. 31-40
Persistent link: https://www.econbiz.de/10011757817
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Co-movement of ASEAN stock markets : new evidence from wavelet and VMD-based copula tests
Jiang, Yonghong; Nie, He; Monginsidi, Joe Yohanes - In: Economic modelling 64 (2017), pp. 384-398
Persistent link: https://www.econbiz.de/10011761283