Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects-Reference-Cited by-同舟云学术

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Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects

Published:2020-06 Issue: Volume:66 Page:101637
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Liu Zhenhua,Tseng Hui-Kuan,Wu Jy S.,Ding Zhihua

Funder

National Natural Science Foundation of China

Social Science Foundation of Jiangsu Province

China University of Mining and Technology

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference71 articles.

1. Optimal hedge ratios for clean energy equities;Ahmad;Econ. Modell.,2018

2. Dynamic conditional correlation: on properties and estimation;Aielli;J. Bus. Econ. Stat.,2013

3. The effects of crude oil shocks on stock market shifts behaviour: a regime switching approach;Aloui;Energy Econ.,2009

4. Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model;Alsalman;Energy Econ.,2016

5. US stock market regimes and oil price shocks;Angelidis;Global Finance J.,2015

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