Oil prices and stock markets: A review of the theory and empirical evidence
S Degiannakis, G Filis, V Arora - The Energy Journal, 2018 - journals.sagepub.com
Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …
time varying relationship between oil prices and stock markets has caught the attention of …
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …
Russia, European financial markets, and the global commodity markets. We measure the …
[HTML][HTML] Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks
The growth of clean energies and technologies requires a sound financial market, while
equity and bond markets are exposed to geopolitical risks. We investigate the response of …
equity and bond markets are exposed to geopolitical risks. We investigate the response of …
Geopolitical risk trends and crude oil price predictability
Motivated by recent investigations on the connections between geopolitical risk and crude
oil prices, we implement a moving average strategy using the geopolitical risk index to …
oil prices, we implement a moving average strategy using the geopolitical risk index to …
The COVID-19 global fear index and the predictability of commodity price returns
In this paper, we subject the global fear index (GFI) for the COVID-19 pandemic to empirical
scrutiny by examining its predictive power in the predictability of commodity price returns …
scrutiny by examining its predictive power in the predictability of commodity price returns …
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
X Gong, Y Liu, X Wang - International Review of Financial Analysis, 2021 - Elsevier
This paper analyzes dynamic volatility spillovers between four major energy commodities
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …
(ie, crude oil, gasoline, heating oil and natural gas) in the oil-natural gas future markets. We …
[HTML][HTML] Geopolitical risk and renewable energy asset prices: Implications for sustainable development
This study intends to investigate the impact of geopolitical uncertainty, proxied by the
geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds …
geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds …
Does crude oil price stimulate economic policy uncertainty in BRICS?
This paper applies the quantile Granger causality test, to explore whether the economic
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …
policy uncertainty (EPU) is affected by the crude oil price (COP) shocks in BRICS countries …
[HTML][HTML] Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?
Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …