Volatility spillovers and macroeconomic announcements: evidence from crude oil markets

Author：        

Publisher： Routledge Ltd

E-ISSN： 1466-4283|47|28|2974-2984

ISSN： 1466-4283

Source： Applied Economics, Vol.47, Iss.28, 2015-06, pp. : 2974-2984

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Are crude oil markets globalized or regionalized? Evidence from WTI and Brent

By      

Applied Economics Letters, Vol. 21, Iss. 4, 2014-03 ,pp. : 235-241

Routledge Ltd

Access to resources Recommend Favorite

Do macro-economic news announcements affect the volatility of foreign exchange rates? Some evidence from Australia

By Kim Suk-Joong  

Applied Economics, Vol. 31, Iss. 12, 1999-12 ,pp. : 1511-1521

Routledge Ltd

Access to resources Recommend Favorite

Volatility spillovers in commodity markets

By Chevallier Julien  

Applied Economics Letters, Vol. 20, Iss. 13, 2013-09 ,pp. : 1211-1227

Routledge Ltd

Access to resources Recommend Favorite

Testing for weak-form efficiency of crude palm oil spot and future markets: new evidence from a GARCH unit root test with multiple structural breaks

By    

Applied Economics, Vol. 47, Iss. 16, 2015-04 ,pp. : 1710-1721

Routledge Ltd

Access to resources Recommend Favorite

International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7

By Antonakakis Nikolaos   Badinger Harald  

International Economic Journal, Vol. 26, Iss. 4, 2012-12 ,pp. : 635-653

Routledge Ltd

Access to resources Recommend Favorite