Autoregressive (SVAR) methodology is applied incorporating realized volatility as an indicator of oil price uncertainty to …

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the … persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and … all countries except China, Norway and Russia, where they are positive. …

We use volatility impulse response analysis estimated from the bivariate GARCH-BEKK model to quantify the size and the … persistence of different types of oil price shocks on stock return volatility and the covariance between oil price changes and … all countries except China, Norway and Russia, where they are positive …

Examinations of the dynamics of daily returns and volatility in stock markets of the US, Hong Kong and mainland China … the US to the other three markets; but no spillover between Hong Kong and either of the two mainland China markets; (2 … mainland China and Hong Kong markets and low correlations of 6.4% and 7.2% between the US and China's two markets; thus …

dollar, an important oil trade partner of the U.S., to natural gas returns and its volatility, but not to oil return … volatility.Both the upstream and downstream segments present asymmetric changes regarding oil return changes. Stock returns of …

Africa; no effect on the transportation sector of Brazil, China, and South Africa, a negative one on those of India and …