Browsing Finance & Economics by Subject "Crude oil"
Now showing items 1-3 of 3
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Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities
( Elsevier , 2023 , Article)Unlike previous studies investigating the interdependence and co-movements between different commodity prices, this paper examined the co-explosivity versus leading effects between the Brent oil prices and agricultural ... -
Hedging UK stock portfolios with gold and oil: The impact of Brexit
( Elsevier , 2022 , Article)The purpose of this paper is to examine dynamic co-movements and portfolio management strategies between UK stock indices (aggregate market index and sector indices) and each of gold and crude oil futures markets, during ... -
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
( Elsevier , 2022 , Article)The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...