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Quantile spillovers and dependence between Bitcoin, equities and strategic commodities

Urom, Christian; Abid, Ilyes; Guesmi, Khaled; … - In: Economic modelling 93 (2020), pp. 230-258

Persistent link: https://www.econbiz.de/10012430139

Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria

Lawal, Adedoyin Isola; Dahunsi, Samuel Olatunde; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 4, pp. 430-436

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Herding behaviour theory and oil price dispersion : a sectoral analysis of the Gulf Cooperation Council stock market

Medhioub, Imed; Chaffai, Mustapha - In: The journal of asset management : a major new, … 22 (2021) 1, pp. 43-50

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Price discovery in crude oil markets : intraday volatility interactions between crude oil futures and energy exchange traded funds

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Geopolitical risk and volatility spillovers in oil and stock markets

Smales, L. A. - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 358-366

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Financial industry and oil price volatility : an analysis on Central and Eastern Europe

Vrinceanu, Georgiana; Horobet, Alexandra; Popescu, Consuela - In: The changing financial landscape : financial …, (pp. 41-63). 2021

about the impact of oil price volatility on the real economy have been recently fuelled by the positive correlation between … temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger …–December 2019. Our results show that the relationship between stock prices and oil price volatility is significant in the CEE …

Persistent link: https://www.econbiz.de/10012805648