On the links between stock and commodity markets' volatility
Top Cited Papers
Open Access
- 29 January 2013
- journal article
- Published by Elsevier BV in Energy Economics
- Vol. 37, 16-28
- https://doi.org/10.1016/j.eneco.2013.01.005
Abstract
No abstract availableKeywords
Other Versions
This publication has 16 references indexed in Scilit:
- Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysisEnergy Economics, 2011
- Do Speculators Drive Crude Oil Futures Prices?The Energy Journal, 2011
- Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environmentEnergy Policy, 2010
- Is gold a safe haven? International evidenceJournal of Banking & Finance, 2010
- Conditional Correlation and Volatility in CommodityFutures and Traditional Asset MarketsThe Journal of Alternative Investments, 2009
- Jump dynamics and volatility: Oil and the stock marketsEnergy, 2009
- Oil price shocks and stock markets in the U.S. and 13 European countriesEnergy Economics, 2008
- Dynamic Conditional CorrelationJournal of Business & Economic Statistics, 2002
- Oil price shocks, stock market, economic activity and employment in GreeceEnergy Economics, 2001
- Oil price shocks and stock market activityEnergy Economics, 1999