Work

The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes

Year: 2016

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2016.04.010

Authors: Aktham I. Maghyereh, Basel Awartani, Elie Bouri

Institutions: United Arab Emirates University, University of Plymouth, Holy Spirit University of Kaslik

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2344454021

FWCI: 44.78

Cites: 73

Cited by: 433

Related to: 10