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Investigating the Association between Oil VIX and Equity VIX: Evidence from China
(World Scientific, 2020-05)
To the best of our knowledge, this is the initial study to investigate the linkages between implied volatilities of global crude oil and Chinese equity markets. At the empirical stage, the bivariate VAR-GARCH model has ...
Climate risk and green investments : New evidence
The academic literature on green energy equity markets has increased extensively over the last decade due to growing concerns about climate change and the substantial flow of investments into alternative energy markets. ...
Risk spillover between Islamic and conventional banking sectors
To the best of our knowledge, this is the first study to examine the risk spillover between Islamic and conventional banks in Malaysia. Given that Malaysia is one of the most influential countries for Islamic finance, it ...
Does oil price volatility matter for the US transportation industry?
Although the US transport sector is one of the major users of fossil fuel (e.g., crude oil), the impact of energy price volatility on transport stock sector indexes remains under-researched. The present study addresses ...