Increasing the Yield of Light Distillates by Activation of Oil Stock
Sign Up to like & getrecommendations! Published in 2017 at "Chemistry and Technology of Fuels and Oils"
DOI: 10.1007/s10553-017-0759-9
Abstract: It is shown that activation of oil by a rotary pulsation acoustic device that generates acoustic vibration in a wide range of acoustic frequencies, depending on the intensity of acoustic impact, can help increase the… read more here.
Keywords: oil stock; activation oil; yield light; oil ... See more keywords
Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States
Sign Up to like & getrecommendations! Published in 2019 at "Energy Economics"
DOI: 10.1016/j.eneco.2019.01.014
Abstract: The relationship between oil and stock markets is a hot topic, but little research has focused on the time-varying asymmetric volatility spillover in a quantitative manner. In this study, we use a new spillover directional… read more here.
Keywords: stock markets; asymmetric volatility; oil stock; volatility ... See more keywords
Analysis of the international propagation of contagion between oil and stock markets
Sign Up to like & getrecommendations! Published in 2018 at "Energy"
DOI: 10.1016/j.energy.2018.09.024
Abstract: In this paper, we use time-varying copula and VAR-DAG models to investigate oil-stock contagion and its propagation among seven countries with different levels of economic development. Our results present evidence of positive lower tail dependence… read more here.
Keywords: oil stock; stock markets; propagation; contagion ... See more keywords
Analyzing volatility spillovers between oil market and Asian stock markets
Sign Up to like & getrecommendations! Published in 2020 at "Resources Policy"
DOI: 10.1016/j.resourpol.2020.101608
Abstract: Abstract The paper attempts to investigate the volatility spillover between oil and stock markets returns (namely Karachi, Shanghai and Bombay) by using bivariate BEKK-GARCH model covering the period from 1997 to 2014. Further, the data… read more here.
Keywords: volatility; stock markets; market; oil stock ... See more keywords
The Crude Oil–Stock Market Dependence and Its Determinants: Evidence from Emerging Economies
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DOI: 10.1080/1540496x.2018.1522247
Abstract: ABSTRACT This article uses dependence-switching copulas and time-varying single copulas to characterize the world oil–stock market dependence in a broad range of emerging economies, and it then conducts a regression analysis to explore the determinants… read more here.
Keywords: dependence; oil stock; stock market; oil ... See more keywords