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On the volatility transmission between oil and stock markets : a comparison of emerging importers and exporters

Bouri, Elie; Demirer, Rıza - In: Economia politica : journal of analytical and … 33 (2016) 1, pp. 63-82

Persistent link: https://www.econbiz.de/10011637703

Stock prices and crude oil shocks : the case of GCC countries

Al-Maadid, Alanoud; Spagnolo, Fabio; Spagnolo, Nicola - In: Handbook of frontier markets : evidence from Mittle …, (pp. 33-47). 2016

Persistent link: https://www.econbiz.de/10011549430

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Bergmann, Dennis; O'Connor, Declan; Thümmel, Andreas - In: Agricultural and Food Economics : AFE 4 (2016) 23, pp. 1-23

industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to … agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as … multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility …

Persistent link: https://www.econbiz.de/10011556435

Analyzing volatility spillovers and hedging between oil and stock markets : evidence from wavelet analysis

Khalfaoui, R.; Boutahar, Mohamed; Boubaker, H. - In: Energy economics 49 (2015), pp. 540-549

Persistent link: https://www.econbiz.de/10011537181

On the relationship between oil and equity markets : evidence from South Asia

Noor, Md Hasib; Dutta, Anupam - In: International journal of managerial finance : IJMF 13 (2017) 3, pp. 287-303

Persistent link: https://www.econbiz.de/10011729093

How do great shocks influence the correlation between oil and international stock markets?

Zhang, Bing - In: Applied economics 49 (2017) 15, pp. 1513-1526

Persistent link: https://www.econbiz.de/10011813622

Dynamic relationships between Dubai oil price, Shanghai and KOSPI stock markets

Yim, Byung-Jin; Lee, Seo-Young - In: Journal of international trade & commerce 12 (2016) 4, pp. 211-221

Persistent link: https://www.econbiz.de/10011796318

Relationship between oil, stock prices and exchange rates : a vine copula based GARCH method

Aloui, Riadh; Ben Aïssa, Mohamed Safouane - In: The North American journal of economics and finance : a … 37 (2016), pp. 458-471

Persistent link: https://www.econbiz.de/10011672989

The impact of oil price volatility on net-oil exporter and importer countries' stock markets

Aydoğan, Berna; Tunç, Gökçe; Yelkenci, Tezer - In: Eurasian economic review : a journal in applied … 7 (2017) 2, pp. 231-253

Persistent link: https://www.econbiz.de/10011684349

Fuel price volatility and asymmetric transmission of crude oil price changes to fuel prices

Zlatcu, Iuliana; Kubinschi, Matei; Barnea, Dinu - In: Theoretical and applied economics : GAER review 22 (2015) 4, pp. 33-44

Persistent link: https://www.econbiz.de/10011558992