Relationship between uncertainty in the oil and stock markets before and after the shale gas revolution: Evidence from the OVX, VIX, and VKOSPI volatility indices

We investigate the relationship between crude oil prices and stock markets. Unlike prior studies, we use implied volatility indices and evaluate the change in the relationship between the volatility indices through a sub-period analysis. Specifically, we examine the causal relationships among the cr...

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Detalles Bibliográficos
Autores principales: Choi, Sun-Yong, Hong, Changsoo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7199967/
https://www.ncbi.nlm.nih.gov/pubmed/32369536
http://dx.doi.org/10.1371/journal.pone.0232508

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7199967/
https://www.ncbi.nlm.nih.gov/pubmed/32369536
http://dx.doi.org/10.1371/journal.pone.0232508

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