Oil market volatility and stock market volatility
Sign Up to like & getrecommendations! Published in 2018 at "Finance Research Letters"
DOI: 10.1016/j.frl.2018.02.001
Abstract: This paper studies the comovement between volatility of the equity market and the oil market, both for implied and realized volatilities. The wavelet methodology enables us to study this relationship on various time scales. We… read more here.
Keywords: volatility stock; volatility; oil market; market ... See more keywords
COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
Sign Up to like & getrecommendations! Published in 2020 at "Resources Policy"
DOI: 10.1016/j.resourpol.2020.101816
Abstract: Abstract 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 in these markets… read more here.
Keywords: bitcoin; gold; oil market; crude oil ... See more keywords
Financial stress and oil market volatility: new evidence
Sign Up to like & getrecommendations! Published in 2021 at "Applied Economics Letters"
DOI: 10.1080/13504851.2021.1969333
Abstract: This study investigates the effect of financial stress (financial stress index; FSI) on oil market realized volatility using Markov-regime switching MIDAS models. The empirical results show that FS... read more here.
Keywords: financial stress; oil market; volatility;
How does mutual fund flow respond to oil market volatility?
Sign Up to like & getrecommendations! Published in 2020 at "European Journal of Finance"
DOI: 10.1080/1351847x.2020.1842784
Abstract: We comprehensively study the impact of oil market volatility on mutual fund flow. In particular, using an extensive dataset on Saudi Arabia covering virtually all equity funds over 2006–2017, this ... read more here.
Keywords: oil market; market volatility; fund flow; mutual fund ... See more keywords
Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic
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DOI: 10.1177/0193841x221141812
Abstract: The COVID-19 pandemic poses a serious threat to investors in the crude oil market. Furthermore, investors have an increasing need to find a safe haven in their investment portfolios when facing unprecedented risks in crude… read more here.
Keywords: oil; covid pandemic; oil market; crude oil ... See more keywords
Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil
Sign Up to like & getrecommendations! Published in 2021 at "Energies"
DOI: 10.3390/en14134063
Abstract: Investor emotional heterogeneity and oil dual attributes are the key factors that cause the asymmetry of risks in the international crude oil market. This paper uses the monthly data from April 2003 to October 2020… read more here.
Keywords: risk evolution; oil; risk; oil market ... See more keywords