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The impact of crude oil prices on financial market indicators: copula approach · Study

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ArticleThe impact of crude oil prices on financial market indicators: copula approach

Derya Ezgi Kayalar2016

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Articlegreen2016

The impact of crude oil prices on financial market indicators: copula approach

Derya Ezgi Kayalar · C. Coşkun Küçüközmen · Sevtap Kestel

144 citations·0/0 files stored·Energy Economics

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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Stored only when both papers are in the corpus — 144 citations exist upstream.

References

2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 2007Copula Modeling: An Introduction for Practitioners 2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 2009Crude oil and stock markets: Stability, instability, and bubbles 2009Handbook of Financial Time Series 2009Copula–Based Models for Financial Time Series 2011Modelling oil price and exchange rate co-movements

Cited by

2019Asymmetric effects of oil price uncertainty on corporate investment 2019Risk spillovers between oil and stock markets: A VAR for VaR analysis 2021Financial stress, economic policy uncertainty, and oil price uncertainty 2020Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach 2022Revisiting the relationship between oil prices, exchange rate, and stock prices: An application of quantile ARDL model 2018Oil price and automobile stock return co-movement: A wavelet coherence analysis 2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain 2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic

Details

Year2016

Typearticle

Published2016-11-26

VenueEnergy Economics

ISSN-L0140-9883

Languageen

Citations144

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.eneco.2016.11.016

openalex_workW2552870097

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