Oil prices implied volatility or direction: Which matters more to financial markets? Article

Dupoyet, Brice V, Shank, Corey A. (2018). Oil prices implied volatility or direction: Which matters more to financial markets? . 32(3), 275-295. 10.1007/s11408-018-0314-7

keywords

  • Business & Economics
  • Business, Finance
  • CRISIS
  • Credit spreads
  • EXCHANGE-RATE EXPOSURE
  • INVESTMENT
  • Industries
  • MACROECONOMY
  • MOVEMENTS
  • OVX
  • Oil implied volatility
  • RETURNS EVIDENCE
  • RISK
  • SHOCKS
  • Social Sciences
  • Stock returns
  • UNCERTAINTY
  • US STOCK-MARKET

Digital Object Identifier (DOI)

publisher

  • SPRINGER

start page

  • 275

end page

  • 295

volume

  • 32

issue

  • 3