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Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing; He, Feng; Ma, Feng; Fu, Tong - In: The journal of futures markets 43 (2023) 6, pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
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Analyzing time-varying volatility spillovers between the crude oil markets using a new method
Liu, Tangyong; Gong, Xu - In: Energy economics 87 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012512419
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: The North American journal of economics and finance : a … 25 (2013), pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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Time-frequency correlation and risk spillovers between Euramerican mature and Asian emerging crude oil futures markets
Hong, Shuifeng; Luo, Yimin; Li, Mengya; Yang, Duoping - In: The journal of risk finance : JRF 25 (2024) 2, pp. 321-336
Persistent link: https://www.econbiz.de/10014504706
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Forecasting crude oil volatility using the deep learning-based hybrid models with common factors
Yang, Ke; Hu, Nan; Tian, Fengping - 2024
Persistent link: https://www.econbiz.de/10015110666
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The spillover effect between Chinese crude oil futures market and Chinese green energy stock market
Li, Jingpeng; Umar, Muhammad; Huo, Jiale - In: Energy economics 119 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014285017
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Do fine wines blend with crude oil? : seizing the transmission of mean and volatility between two commodity prices
Bouri, Elie I. - In: Journal of wine economics 8 (2013) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10010197168
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Correlation dynamics of crude oil with agricultural commodities : a comparison between energy and food crops
Pal, Debdatta; Mitra, Subrata Kumar - In: Economic modelling 82 (2019), pp. 453-466
Persistent link: https://www.econbiz.de/10012203189
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Oil volatility spillover into oil dependent equity-sector stock returns : evidence from major oil producing countries
Bhuyan, Rafiqul; Robbani, Mohammad; Talukder, Bakhtear - In: Bulletin of applied economics 8 (2022) 1, pp. 149-165
Persistent link: https://www.econbiz.de/10013271050