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Christofi, Andreas C.; Christofi, Petros C.; Agacer, Gilda - In: The international journal of finance 26 (2014) 3, pp. 333-343

Persistent link: https://www.econbiz.de/10011378795

Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246

Persistent link: https://www.econbiz.de/10015066145

Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

Thuy Tien Ho; Ngo Thai Hung - In: International journal of Islamic and Middle Eastern … 15 (2022) 6, pp. 1127-1149

Persistent link: https://www.econbiz.de/10014337182

Geopolitical Risk and Volatility Spillovers in Oil and Stock Markets

Smales, Lee A. - 2019

demonstrate that geopolitical risk plays an important role in determining both oil price volatility and (to a lesser extent) stock … market volatility. An increase in geopolitical risk is associated with positive (negative) oil (stock) returns and is … correlation. This model shows short- and long-term volatility persistence for oil and stock prices, together with spillover …

Persistent link: https://www.econbiz.de/10012867250

Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach

Yin, Libo; Ma, Xiyuan - In: Applied economics 52 (2020) 11, pp. 1163-1180

Persistent link: https://www.econbiz.de/10012197521

Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models

Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012301075

Measuring the volatility spill-over effects of crude oil prices on the exchange rate and stock market in Ghana

Zankawah, Mutawakil M.; Stewart, Chris - In: Journal of international trade & economic development : … 29 (2020) 4, pp. 420-439

Persistent link: https://www.econbiz.de/10012264087

Forecasting realized oil-price volatility : the role of financial stress and asymmetric loss

Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of international money and finance 104 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012395236

Oil prices, exchange rates and stock markets under uncertainty and regime-switching

Roubaud, David; Arouri, Mohamed - In: Finance research letters 27 (2018), pp. 28-33

Persistent link: https://www.econbiz.de/10012006722