SZodixStudyAcademic Library

Shelves Open access

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

Volatility spillovers and hedging: Evidence from Asian oil-importing countries · Study

ArticleShelves

ArticleVolatility spillovers and hedging: Evidence from Asian oil-importing countries

Suleman Sarwar2018

Article2018

Volatility spillovers and hedging: Evidence from Asian oil-importing countries

Suleman Sarwar · Rabeh Khalfaoui · Rida Waheed · Hamidreza Ghorbani Dastgerdi

80 citations·0/0 files stored·Resources Policy

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

Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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 — 80 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 2002Dynamic Conditional Correlation 1995Multivariate Simultaneous Generalized ARCH 1983Oil and the Macroeconomy since World War II n.d.Multivariate GARCH models: a survey

Cited by

2022Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers 2023The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas 2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns 2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies 2021

Related works

Explore the map →

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

2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returnsarticle · 24 shared references 2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidencearticle · 23 shared references 2014Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectivenessarticle · 19 shared references 2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH modelsarticle · 19 shared references 2019Correlations and volatility spillovers between oil, natural gas, and stock prices in Indiaarticle · 19 shared references 2018What do we know about oil prices and stock returns?article · 17 shared references

Details

Year2018

Typearticle

Published2018-05-11

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations80

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.resourpol.2018.04.010

openalex_workW2799468985

Links

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

Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector

2021The nexus between road transport intensity and road-related CO2 emissions in G20 countries: an advanced panel estimation