SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Oil Prices, Exchange Rates and Asset Prices
0 references·8 citing·27 second hop
Oil Prices, Exchange Rates and Asset Prices (2013)Oil Prices, Exchange Rates and Asset Pric…Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (2023)Oil price shocks and exchange…Oil prices, exchange rates and interest rates (2022)Oil prices, exchange rates an…On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era (2021)On the Relationship between O…A closer look into the global determinants of oil price volatility (2021)A closer look into the global…RETRACTED: On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model (2019)RETRACTED: On the conditional…Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility (2018)Dynamic and directional netwo…Oil and stock markets before and after financial crises: A local Gaussian correlation approach (2017)Oil and stock markets before …Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data (2015)Are benefits from oil–stocks …A test for independence based on the correlation dimension (1996)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Pricing of Options and Corporate Liabilities (1973)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Estimating Network Connectedness of Financial Markets and Commodities (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Oil and the Macroeconomy since World War II (1983)Generalized autoregressive conditional heteroskedasticity (1986)Estimating yield spreads volatility using GARCH-type models (2021)What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning (2022)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Time-varying energy and stock market integration in Asia (2019)Optimal futures hedging for energy commodities: An application of the GAS model (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The COVID-19 storm and the energy sector: The impact and role of uncertainty (2021)Climate change and fossil fuel prices: A GARCH-MIDAS analysis (2023)Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries (2023)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Technological Innovations in Russian Renewable Energy Projects (2022)Monetary policy rules in practice (1998)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Efficient Tests for an Autoregressive Unit Root (1996)Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets (2024)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2021A closer look into the global determinants of oil price volatility117 cited
  • 2021On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era101 cited
  • 2022Oil prices, exchange rates and interest rates99 cited
  • 2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies79 cited
  • 2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility79 cited
  • 2015Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data78 cited
  • 2017Oil and stock markets before and after financial crises: A local Gaussian correlation approach70 cited
  • 2019RETRACTED: On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model38 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work