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Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework
This study explores the theoretical possibility of co-movement and causality between crude oil implied volatility (OVX) and financial stress in a wavelet framework. The paper contributes to the existing literature in at ...
Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil
Being an environmentally friendly fuel obtained from rapeseed oil, biodiesel is used extensively in Europe. However, the dependence structure between global crude oil prices and the European prices of biodiesel and rapeseed ...
COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
The global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets have become extremely volatile, and investments ...