How does oil price volatility affect non-energy commodity markets?
329 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/d5c51520b4fc6cbdcd02a98ee74cdba96e46d566
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In Economics and Econometrics
- Duc Khuong Nguyen
- Walid Mensi
- Sang Hoon Kang
- Qiang Ji
- Seong‐Min Yoon
- Shawkat Hammoudeh
- George Filis
- Aviral Kumar Tiwari
Citations in the corpus
- Oil price volatility and oil-related events: An Internet concern study perspective (2015, background): “Since 2004, the frequency and extent of the volatility in international oil prices have been augmented [14, 20].”
- Dynamic spillovers between commodity and currency markets (2015, background): “The directional spillovers ‘from’ and ‘to’ oil returns find support in Ji and Fan (2012), who identify significant bi–directional effects between oil and metal returns.”
- How is Volatility in Commodity Markets Linked to Oil Price Shocks (2016, methodology): “We apply the data of global oil production as a proxy for global supply, the global real activity index proposed by Kilian [2009a] to quantify the global oil demand and the above-ground oil inventory level to quantify speculative demand in the oil market.”
- The Interactions among Gold, Oil, and Stock Market: Evidence from S&P500 (2015, methodology): “We consider OVX and GVZ as index series because they imply market uncertainty based on both historical volatility information and investors’ expectation over future market conditions (Poon and Granger, 2003; Ji and Fan, 2012).”