On the public citation graph

Co-Movement between the Crude Oil Volatility Index (Ovx) on the Energy Indices Return: Evidence from Wavelet Analysis

https://doi.org/10.2139/ssrn.4867674
0 signed · 65 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/for.2598openalex-extracted
Modeling and forecasting the oil volatility index
inferredcites →https://doi.org/10.1007/s10479-020-03652-2openalex-extracted
On the relationship between oil and gas markets: a new forecasting framework based on a machine learning approach
inferredcites →https://doi.org/10.1007/s10479-021-04187-wopenalex-extracted
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
inferredcites →https://doi.org/10.1007/s11276-014-0730-1openalex-extracted
Opportunistic RPL for reliable AMI mesh networks
inferredcites →https://doi.org/10.1007/s40745-015-0058-4openalex-extracted
The Information Content of OVX for Crude Oil Returns Analysis and Risk Measurement: Evidence from the Kalman Filter Model
inferredcites →https://doi.org/10.1007/s41549-021-00057-3openalex-extracted
The Time–Frequency Relationship between Oil Price, Stock Returns and Exchange Rate
inferredcites →https://doi.org/10.1016/b978-0-444-53683-9.00008-6openalex-extracted
Forecasting the Price of Oil
inferredcites →https://doi.org/10.1016/j.biortech.2012.01.142openalex-extracted
A comprehensive life cycle assessment (LCA) of Jatropha biodiesel production in India
inferredcites →https://doi.org/10.1016/j.econmod.2011.03.012openalex-extracted
Return and volatility transmission between world oil prices and stock markets of the GCC countries
inferredcites →https://doi.org/10.1016/j.econmod.2012.07.005openalex-extracted
Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis
inferredcites →https://doi.org/10.1016/j.eneco.2007.11.001openalex-extracted
Oil prices and the stock prices of alternative energy companies
inferredcites →https://doi.org/10.1016/j.eneco.2008.04.003openalex-extracted
Oil price shocks and stock markets in the U.S. and 13 European countries
inferredcites →https://doi.org/10.1016/j.eneco.2009.08.010openalex-extracted
Dynamics of oil price, precious metal prices, and exchange rate
inferredcites →https://doi.org/10.1016/j.eneco.2011.03.006openalex-extracted
Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies
inferredcites →https://doi.org/10.1016/j.eneco.2012.08.008openalex-extracted
Oil shocks and their impact on energy related stocks in China
inferredcites →https://doi.org/10.1016/j.eneco.2012.11.009openalex-extracted
Volatility spillover between oil and agricultural commodity markets
inferredcites →https://doi.org/10.1016/j.eneco.2013.10.018openalex-extracted
How do the stock prices of new energy and fossil fuel companies correlate? Evidence from China
inferredcites →https://doi.org/10.1016/j.eneco.2014.05.011openalex-extracted
Crude oil prices and exchange rates: Causality, variance decomposition and impulse response
inferredcites →https://doi.org/10.1016/j.eneco.2014.12.009openalex-extracted
Is there dependence and systemic risk between oil and renewable energy stock prices?
inferredcites →https://doi.org/10.1016/j.eneco.2015.02.018openalex-extracted
A novel hybrid method for crude oil price forecasting
inferredcites →https://doi.org/10.1016/j.eneco.2016.09.009openalex-extracted
Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis
inferredcites →https://doi.org/10.1016/j.eneco.2017.09.002openalex-extracted
Forecasting crude-oil market volatility: Further evidence with jumps
inferredcites →https://doi.org/10.1016/j.eneco.2018.04.023openalex-extracted
Forecasting the oil futures price volatility: Large jumps and small jumps
inferredcites →https://doi.org/10.1016/j.eneco.2018.07.026openalex-extracted
Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index
inferredcites →https://doi.org/10.1016/j.energy.2011.11.011openalex-extracted
Oil shock transmission to stock market returns: Wavelet-multivariate Markov switching GARCH approach
inferredcites →https://doi.org/10.1016/j.energy.2016.02.031openalex-extracted
International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks
inferredcites →https://doi.org/10.1016/j.energy.2016.02.098openalex-extracted
Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations
inferredcites →https://doi.org/10.1016/j.enpol.2010.06.064openalex-extracted
Modeling renewable energy company risk
inferredcites →https://doi.org/10.1016/j.enpol.2012.10.003openalex-extracted
Modelling oil price volatility with structural breaks
inferredcites →https://doi.org/10.1016/j.enpol.2013.10.042openalex-extracted
Volatility persistence in crude oil markets
inferredcites →https://doi.org/10.1016/j.frl.2016.08.005openalex-extracted
Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index
inferredcites →https://doi.org/10.1016/j.frl.2021.102310openalex-extracted
Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?
inferredcites →https://doi.org/10.1016/j.gfj.2006.04.001openalex-extracted
Oil price risk and emerging stock markets
inferredcites →https://doi.org/10.1016/j.intfin.2005.10.004openalex-extracted
On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis
inferredcites →https://doi.org/10.1016/j.intfin.2013.05.007openalex-extracted
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
inferredcites →https://doi.org/10.1016/j.iref.2013.05.015openalex-extracted
Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns
inferredcites →https://doi.org/10.1016/j.iref.2019.10.014openalex-extracted
Forecasting oil price volatility using high-frequency data: New evidence
inferredcites →https://doi.org/10.1016/j.irfa.2009.03.003openalex-extracted
Volatility transmission between oil prices and equity sector returns
inferredcites →https://doi.org/10.1016/j.irfa.2009.12.001openalex-extracted
Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets
inferredcites →https://doi.org/10.1016/j.japwor.2013.03.003openalex-extracted
Does the price of oil interact with clean energy prices in the stock market?
inferredcites →https://doi.org/10.1016/j.jclepro.2020.124146openalex-extracted
Export product diversification and CO2 emissions: Contextual evidences from developing and developed economies
inferredcites →https://doi.org/10.1016/j.jempfin.2009.02.002openalex-extracted
International comovement of stock market returns: A wavelet analysis
inferredcites →https://doi.org/10.1016/j.jempfin.2014.03.009openalex-extracted
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
inferredcites →https://doi.org/10.1016/j.jenvman.2021.113511openalex-extracted
The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning
inferredcites →https://doi.org/10.1016/j.jimonfin.2004.10.003openalex-extracted
Multiscale systematic risk
inferredcites →https://doi.org/10.1016/j.jmoneco.2020.03.016openalex-extracted
Aggregate expected investment growth and stock market returns
inferredcites →https://doi.org/10.1016/j.measurement.2020.108468openalex-extracted
Effective crude oil price forecasting using new text-based and big-data-driven model
inferredcites →https://doi.org/10.1016/j.neucom.2008.09.026openalex-extracted
Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network
inferredcites →https://doi.org/10.1016/j.procs.2015.07.122openalex-extracted
Examination on the Relationship between OVX and Crude Oil Price with Kalman Filter
inferredcites →https://doi.org/10.1016/j.resourpol.2017.03.003openalex-extracted
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
inferredcites →https://doi.org/10.1016/j.resourpol.2018.05.012openalex-extracted
Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect
inferredcites →https://doi.org/10.1016/s0261-5606(98)00004-7openalex-extracted
Oil prices and the rise and fall of the US real exchange rate
inferredcites →https://doi.org/10.1080/07350015.2011.648859openalex-extracted
Real-Time Forecasts of the Real Price of Oil
inferredcites →https://doi.org/10.1108/jes-11-2016-0218openalex-extracted
Modeling and forecasting oil price risk: the role of implied volatility index
inferredcites →https://doi.org/10.1111/j.1468-2354.2009.00568.xopenalex-extracted
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
inferredcites →https://doi.org/10.1145/2939672.2939785openalex-extracted
XGBoost
inferredcites →https://doi.org/10.1175/1520-0442(1999)012<2679:icitem>2.0.co;2openalex-extracted
Interdecadal Changes in the ENSO–Monsoon System
inferredcites →https://doi.org/10.1175/1520-0477(1998)079<0061:apgtwa>2.0.co;2openalex-extracted
A Practical Guide to Wavelet Analysis
inferredcites →https://doi.org/10.1177/0019466219876491openalex-extracted
The Effects of Oil Price Shock on the Indian Economy—A Study
inferredcites →https://doi.org/10.1371/journal.pone.0232508openalex-extracted
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
inferredcites →https://doi.org/10.3390/economies10110272openalex-extracted
The Impact of Oil Price and Oil Volatility Index (OVX) on the Exchange Rate in Sub-Saharan Africa: Evidence from Oil Importing/Exporting Countries
inferredcites →https://doi.org/10.3390/en16073103openalex-extracted
Oil Price and Composite Risk Exposure within International Capital Asset Pricing Model: A Case of Saudi Arabia and Turkey
inferredcites →https://doi.org/10.5755/j01.ee.30.5.21611openalex-extracted
The Relation between Implied Volatility Index and Crude Oil Prices
inferredcites →https://doi.org/10.1016/s0304-4076(02)00207-5openalex-snapshot
What is an Oil Shock?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/s43621-026-03322-6openalex-snapshot
Ethical and intergenerational implications of crude oil price volatility and cryptocurrency markets in energy finance transitions
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.