SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Volatility analysis of precious metals returns and oil returns: An ICSS approach · Study

ArticleShelves

ArticleVolatility analysis of precious metals returns and oil returns: An ICSS approach

Lucía Morales2012

OA

Articlegreen2012

Volatility analysis of precious metals returns and oil returns: An ICSS approach

Lucía Morales · Bernadette Andréosso-O’Callaghan

27 citations·0/0 files stored·Journal of Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 27 citations exist upstream.

References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1983Oil and the Macroeconomy since World War II 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance 1996Energy shocks and financial markets 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy 1999Volatility in Emerging Stock Markets

Cited by

2023Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian – Ukraine War

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2012Modelling asymmetry and persistence under the impact of sudden changes in the volatility of the Indian stock marketarticle · 8 shared references 2005Volatility Transmission Models: A Surveypreprint · 7 shared references 2018Does ethics improve stock market resilience in times of instability?article · 7 shared references 2011An Assessment Of The Stock Market And Exchange Rate Dynamics In Industrialized And Emerging Marketsarticle · 6 shared references 2004Modeling volatility in sector index returns with GARCH models using an iterated algorithmarticle · 6 shared references 2021Volatility spillover between exchange rate and stock returns under volatility shiftsarticle · 6 shared references

Details

Year2012

Typearticle

Published2012-03-09

VenueJournal of Economics and Finance

ISSN-L1055-0925

Languageen

Citations27

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1007/s12197-012-9229-8

openalex_workW2012513341

Links

Imported from OpenAlex (CC0) — nothing here is generated.