Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference47 articles.
1. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest;Antonakakis;International Review of Financial Analysis,2017
2. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;Journal of Risk and Financial Management,2020
3. Oil volatility, oil and gas firms and portfolio diversification;Antonakakis;Energy Economics,2018
4. Dynamic spillovers between commodity and currency markets;Antonakakis;International Review of Financial Analysis,2015
5. On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness;Arouri;Energy Economics,2012
Cited by 73 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?;Research in Globalization;2024-12
2. Analyzing the energy markets and financial markets linkage: A bibliometric analysis and future research agenda;Review of Financial Economics;2024-09-09
3. The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States;Economic Analysis and Policy;2024-09
4. Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets;Pacific-Basin Finance Journal;2024-09
5. Do green economy stocks matter for the carbon and energy markets? Evidence of connectedness effects and hedging strategies;China Finance Review International;2024-08-28
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3