Do oil prices and stock markets move in tandem or in opposite directions? The complex and
time varying relationship between oil prices and stock markets has caught the attention of …

We analyze the relationship between sentiment generated by coronavirus-related news and
volatility of equity markets. The ongoing coronavirus outbreak (COVID-19) resulted in …

With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …

In this paper, we study the evolution of hourly oil price volatility. Using multiple measures of
oil price volatility, we conclude that volatility increased following the onset of COVID-19. After …

We test for the existence of volatility spillovers and co-movements among energy-focused
corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 …

In this article, we provide a structured review of crude oil price dynamics. Specifically, we
summarize evidence on important factors determining oil prices, cover the impact of oil …

This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …

This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …

This study explores the predictability of geopolitical risk (GPR) on oil market volatility using
autoregressive Markov-regime switching model, and obtains several remarkable findings …

Building on the increased interest in oil prices and other financial assets, this paper
examines the dynamic conditional correlations among their implied volatility indices. We …