Results 281 to 290 of about 35,694 (306)

Volatility spillover effects amongsix Asian countries

Applied Economics Letters, 2009
This article examines the volatility spillover effects among six Asian country stock markets using bivariate vector autoregression-generalized autoregressive conditional heteroskedasticity [VAR(p)-...
openaire   +1 more source

Volatility spillover and hedging effectiveness

2019
[No abstract available]
openaire   +1 more source

The effect of oil and gas price and price volatility on rig activity in tight formations and OPEC strategy

Nature Energy, 2019
Robert K Kaufmann
exaly  

Better to give than to receive: Predictive directional measurement of volatility spillovers

International Journal of Forecasting, 2012
Kamil Yilmaz
exaly  

Estimation of the year-on-year volatility and the unpredictability of the United States energy system

Nature Energy, 2018
Evan D Sherwin, Max Henrion, Inês Lima Azevedo   +2 more
exaly  

The Cross-Section of Volatility and Expected Returns

Journal of Finance, 2006
Andrew Ang, Robert J Hodrick, Yuhang Xing   +2 more
exaly  

Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions

Energy Economics, 2020
Jin-yu Chen
exaly  

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Economic Journal, 2009
Kamil Yilmaz
exaly  

Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe

Finance Research Letters, 2020
Adam Zaremba, Renatas Kizys, David Y Aharon   +2 more
exaly  

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Energy Economics, 2012
Perry Sadorsky
exaly