Oil-importing countriesOil-exporting countriesWe investigate the dynamic correlation between oil price and stock market volatilityThe correlation between the oil and stock market volatilities changes over time fluctuating at both positive and negative values.Heterogeneous patterns in the time-varying ...
This article examines the nonlinear Granger causality and time-varying influence between crude oil prices and the US dollar (USD) exchange rate using the Hiemstra and Jones (HP) test, the Diks and Panchenko (DP) test and the time-varying parameter structural vector autoregression model. By applyi...
We investigate the time-varying correlation between oil prices and stock prices. Estimation results from a multivariate DCC-GARCH model reveal that the correlation has changed since the financial crisis. Historically, the correlation has been close to zero or slightly negative. However, the correlation...
Oil Change Time Vs Mileage: Which Timeline Is Better To Use? Changing oil based on the mileage “How many miles between oil changes” This question caused quite a bit of controversy. Some mechanics always advised you should change the oil every 3000 miles, but others said that 3000 miles is...
The results of dynamic spillover analysis show that the volatility spillovers between crude oil markets have a slight upward trend, and there are obvious cyclical changes. In addition, we find that volatility and volatility spillovers change in the same direction. When the crude oil prices ...
However, the sensitivity of immature African stock markets in net oil importing and exporting nations to different kinds of oil shocks has been ignored in extant literature. This paper investigates the connectedness and spillover between oil price shocks (demand, supply, and risk) and African ...
The pesticide was dissolved in corn oil (1 ml/kg body weight for rats) and administered via oral gavage. The rats in control group received an equivalent volume of corn oil. Rats were given pesticide daily for 90 consecutive days. The body weight of each rat was recorded daily throughout...
This process aids in extracting feature representations of the input data and modeling the dependencies between historical data. The decoder section initially performs multi-head probabilistic sparse self-attention operations with masks to ensure that the model focuses only on relevant parts of historical...
The interdependence between oil prices and the stock market suggests that changes in the energy sector can impact financial stability and economic uncertainty in both countries [20,21]. The study by Farzana and Sakib [22] revealed an interaction between oil prices and the stock market in South ...
Irreversibility in this context might carry insights into the event of state changes. This paper then introduces new strategies to detect whether a stochastic process is time-reversible. There are already several tests for TR in the econometric literature. See, for instance, Ramsey and Rothman (...