...Ahmet Galip Gençyürek Purpose The crude oil market plays a key role in addressing the issue of energy economics. This paper aims to detect the causality relationship between the crude oil market and economy based on the financial system. Design/methodology/approach This paper used the static...

...Panos Fousekis Purpose This study aims to assess the contemporaneous dependence between euro, crude oil and gold returns and their respective implied volatility changes. Design/methodology/approach The empirical analysis relies on daily data for the period 2015–2022 and the local Gaussian...

...Hechem Ajmi; Nadia Arfaoui; Karima Saci Purpose This paper aims to investigate the volatility transmission across stocks, gold and crude oil markets before and during the novel coronavirus (COVID-19) crisis. Design/methodology/approach A multivariate vector autoregression (VAR)-Baba, Engle...

...Matt Brigida Purpose The purpose of this study is to clarify the nature of the predictive relationship between crude oil and the US stock market, with particular attention to whether this relationship is driven by time-varying risk premia. Design/methodology/approach The authors formulate...