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Crude oil and stock markets : causal relationships in tails?
Ding, Haoyuan; Kim, Hyung-Gun; Park, Sung Y. - In: Energy economics 59 (2016), pp. 58-69
Persistent link: https://www.econbiz.de/10011699475
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Nonlinear dependence between stock and real estate markets in China
Ding, Haoyuan; Chong, Terence Tai-Leung; Park, Sung Y. - In: Economics letters 124 (2014) 3, pp. 526-529
Persistent link: https://www.econbiz.de/10010495085
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Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression
Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016
This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...
Persistent link: https://www.econbiz.de/10011561029
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Do net positions in the futures market cause spot prices of crude oil?
Ding, Haoyuan; Kim, Hyung-gun; Park, Sung Y. - In: Economic modelling 41 (2014), pp. 174-190
Persistent link: https://www.econbiz.de/10010438365
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An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming; Guo, Yawei; You, Wan-hai - In: Applied economics 47 (2015) 55/57, pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
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The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
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Impacts of oil implied volatility shocks on stock implied volatility in China : Empirical evidence from a quantile regression approach
Xiao, Jihong; Hu, Chunyang; Ouyang, Guangda; Wen, Fenghua - In: Energy economics 80 (2019), pp. 297-309
Persistent link: https://www.econbiz.de/10012172448
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Long run association of stock prices and crude oil prices: evidence from Saudi Arabia
Rahman, Abdul - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 124-131
Persistent link: https://www.econbiz.de/10012484226
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Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Chang, Hao Wen; Chang, Tsangyao; Ling, Yuan Hung; Yang, … - In: Finance research letters 54 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472716
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The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables : evidence from the G-20 countries
Pradhan, Rudra Prakash; Arvin, B. Mak; Ghoshray, Atanu - In: International review of financial analysis 39 (2015), pp. 84-95
Persistent link: https://www.econbiz.de/10011573079