Time-Varying Correlation Between Oil and Stock Market Volatilities
Language: en
Pages: 36
Authors: Rustam Boldanov
Categories:
Type: BOOK - Published: 2018 - Publisher:

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This paper investigates the time-varying conditional correlation between oil price and stock market volatility for six major oil-importing and oil-exporting cou
Research on the Volatility of Oil Futures and European Stock Markets
Language: en
Pages: 165
Authors: Dexiang Mei
Categories: Juvenile Nonfiction
Type: BOOK - Published: 2020-08-13 - Publisher: Scientific Research Publishing, Inc.

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The volatility has been one of the cores of the financial theory research, in addition to the futures market is an important part of modern financial markets, t
How Do Oil Shocks Affect Stock Market Risk
Language: en
Pages:
Authors: Yilin Zhang
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Several recent researches have documented some predictability of crude oil prices changes on stock market returns. Using a two-consumption good asset pricing mo
Volatility Transmission between the Oil and Stock Markets
Language: en
Pages: 108
Authors: Fidel Farias
Categories: Business & Economics
Type: BOOK - Published: 2016-07-11 - Publisher: GRIN Verlag

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Diploma Thesis from the year 2010 in the subject Economics - Finance, grade: 1,3, University of Potsdam (Makroökonomische Theorie und Politik), language: Engli
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
Language: en
Pages: 383
Authors: Ramazan Gençay
Categories: Business & Economics
Type: BOOK - Published: 2001-10-12 - Publisher: Elsevier

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An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet