THE VOLATILITY OF WORLD CRUDE OIL PRICES

Artículos similares

LONG-RANGE CORRELATIONS AND CRYPTOCURRENCY MARKET EFFICIENCY

Acceso

Jelena Radojicic,Ognjen Radovic Pág. 053 - 069

This paper examines the market efficiency of the most significant cryptocurrencies, Bitcoin and Ethereum. In the paper, we use several different tests to check the normality of return distribution, long-run correlation and heteroscedasticity of retu... ver más

Revista: Facta Universitatis. Series: Economics and Organization

Impacts of U.S. Stock Market Crash on South African Top Sector Indices, Volatility, and Market Linkages: Evidence of Copula-Based BEKK-GARCH Models

Acceso

Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba

This paper examines the effects of the Standard and Poor?s 500 (SP500) stock index crash during the global financial crisis and the COVID-19 pandemic periods on the South African top sector indices (basic materials, consumer goods, consumer services, fin... ver más

Revista: International Journal of Financial Studies

Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE

Acceso

Umar Butt and Trevor William Chamberlain

This paper examines the relationship between the presence of blockholdings and stock returns and return volatility in the United Arab Emirates. Earlier studies report mixed results for the direction of the relationships across both developed and emerging... ver más

Revista: International Journal of Financial Studies

Causal Relationships between Oil Prices and Key Macroeconomic Variables in India

Acceso

Kamal P. Upadhyaya, Raja Nag and Franklin G. Mixon, Jr.

India is among the largest and fastest-growing economies in the world. To continue its growth, energy is and will continue to be one of its most important considerations. With a population of over one billion, India is the third largest consumer of petro... ver más

Revista: International Journal of Financial Studies

The Dynamic Return and Volatility Spillovers among Size-Based Stock Portfolios in the Saudi Market and Their Portfolio Management Implications during Different Crises

Acceso

Nassar S. Al-Nassar

This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,... ver más

Revista: International Journal of Financial Studies

Artículos similares

Revistas destacadas