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On the impacts of oil price fluctuations on European equity markets : volatility spillover and hedging effectiveness
Arouri, Mohamed; Jouini, Jamel; Nguyen, Duc Khuong - In: Energy economics 34 (2012) 2, pp. 611-617
Persistent link: https://www.econbiz.de/10009618672
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Analysis of extreme dependence between Istanbul Stock Exchange and oil returns
Ünal, Gözde; Korman, Derya - In: The international journal of business and finance … 6 (2012) 4, pp. 113-124
Persistent link: https://www.econbiz.de/10009633844
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Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
Awartani, Basel; Maghyereh, Aktham I. - In: Energy economics 36 (2013), pp. 28-42
Persistent link: https://www.econbiz.de/10009724768
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Daily seasonality in crude oil returns and volatilities
Auer, Benjamin R. - In: Energy economics 43 (2014), pp. 82-88
Persistent link: https://www.econbiz.de/10010504173
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From oil to stock markets
Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133
Persistent link: https://www.econbiz.de/10011451684
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Instabilities in the relationships and hedging strategies between crude oil and US stock markets : do long memory and asymmetry matter?
Chkili, Walid; Aloui, Chaker; Nguyen, Duc Khuong - In: Journal of international financial markets, … 33 (2014), pp. 354-366
Persistent link: https://www.econbiz.de/10011299818
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Volatility spillover between oil and stock market returns
Anand, B.; Paul, Sunil; Rmachandran, M. - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 37-56
Persistent link: https://www.econbiz.de/10011339586
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Oil prices and real estate investment trusts (REITs) : gradual-shift causality and volatility transmission analysis
Nazlıoğlu, Şaban; Gormus, N. Alper; Soytas, Uğur - In: Energy economics 60 (2016), pp. 168-175
Persistent link: https://www.econbiz.de/10011699889
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Oil prices and stock returns : nonlinear links across sectors
Pinho, Carlos; Madaleno, Mara - In: Portuguese economic journal 15 (2016) 2, pp. 78-97
Persistent link: https://www.econbiz.de/10011556449
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Return and volatility spillovers between oil and stock markets in South Africa and Nigeria
Fowowe, Babajide - In: African journal of economic and management studies : AJEMS 8 (2017) 4, pp. 484-497
Persistent link: https://www.econbiz.de/10011813280