Hae
Aineistot 1-2 / 2
The asymmetric impact of oil price uncertainty on emerging market financial stress : A quantile regression approach
(Wiley, 2022-06-06)
- article
This study investigates the effects of the crude oil implied volatility index (OVX) upon emerging market financial stress (EMFS). We resort to a quantile regression framework as this approach is a better alternative to ...
Oil and non-energy commodity markets : an empirical analysis of volatility spillovers and hedging effectiveness
(Cogent OA, an imprint of Taylor & Francis, 2017-05-05)
- article
Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets. The present ...