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Applied Economics Letters Volume 30, 2023 - Issue 1
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Research Article

Financial stress and oil market volatility: new evidence

Dan Panga School of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaView further author information
,
Feng Maa School of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaView further author information
,
M. I. M. Wahabb Department of Mechanical and Industrial Engineering, Ryerson University, Toronto, CanadaView further author information
&
Bo Zhua School of Economics & Management, Southwest Jiaotong University, Chengdu, ChinaCorrespondence[email protected]
View further author information
Pages 1-6 | Published online: 24 Aug 2021

Citations (4)

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Read on this site (1)

Yan Li, Chao Liang & Toan Luu Duc Huynh. (2023) Combination forecast based on financial stress categories for global equity market volatility: the evidence during the COVID-19 and the global financial crisis periods. Applied Economics 0:0, pages 1-36.
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Articles from other publishers (3)

Xiaozhu Guo, Dengshi Huang, Xiafei Li & Chao Liang. (2023) Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. International Review of Economics & Finance 83, pages 672-693.
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Debojyoti Das, Debasish Maitra, Anupam Dutta & Sankarshan Basu. (2022) Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. Energy Economics 115, pages 106388.
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Xiafei Li, Chao Liang, Zhonglu Chen & Muhammad Umar. (2022) Forecasting crude oil volatility with uncertainty indicators: New evidence. Energy Economics 108, pages 105936.
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