Time|Varying Causality between Bond and Oil Markets ...

Time‐varying causality between bond and oil markets of the United ...

Abstract. This paper analyzes the time-varying causality between government bond and oil returns of the United States over the monthly period of ...

Time-Varying Causality between Bond and Oil Markets of the United ...

Abstract. This paper analyzes time-varying causality between government bond and oil returns of the United. States (US) over the monthly period of 1859:10 ...

Time‐varying causality between bond and oil markets of the United ...

They found that a positive oil market-specific demand shock is associated with significant decreases in real returns of an aggregate bond index.

Time-Varying Causality between Bond and Oil Markets of the United ...

The results are robust to inclusion of stock returns as a control variable in the model. We also detect evidence of time-varying causality-in-volatility between ...

Time‐varying causality between bond and oil markets of the United ...

... time‐varying causality‐in‐volatility between sovereign bond and oil markets, as well as spillovers in returns and volatility from the oil market to corporate

Oil prices and the green bond market: Evidence from time-varying ...

This paper investigates the link between crude oil prices (COP) and green bonds through a rolling-window Granger-causality test.

Time-varying causality between bond and oil markets of the United ...

Abstract: This paper analyzes the time-varying causality between government bond and oil returns of the United States over the monthly period of 1859:10 to 2019 ...

Time‐varying causality between bond and oil markets of the United ...

Abstract. This paper analyzes the time‐varying causality between government bond and oil returns of the United States over the monthly period of 1859:10 to 2019 ...

Time‐varying causality between bond and oil markets of the ...

Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data ; Journal. International ...

The role of the COVID-19 pandemic in time-frequency ... - NCBI

This study contributes to the existing literature on the relationship between oil market shocks and the green bond market by investigating the impact of the ...

Causal nexus between crude oil and US corporate bonds

The results show that the Granger causality differs over investment time horizons, with evidence of a more lasting effect for high-yield bonds. The oil price ...

What drives crude oil prices: Financial Markets - EIA

Correlation is not the same as causation, however, and the relationship between crude oil and other financial markets is complex. Even with observed movements ...

Oil price uncertainty and movements in the US Government bond ...

studies examining the causal linkage between the bond and oil markets, is negligible. ... return from buying an n-year bond at time t and selling it as ...

Time Varying Causality between Oil Price and Precious Metals

The study is conducted on the monthly data of oil price and precious metals from the period span from January, 2004 to May, 2022. The empirical results lead to ...

The Causal Relationship Between Stocks, Gold, Crude Oil, and ...

The aforementioned investment opportunities are considered alternatives due to their varying price volatility and risk levels. Bonds and gold demonstrate a low ...

An analysis of the time-varying causality and dynamic correlation ...

An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices ... oil prices, green bonds, and stock market ...

Oil, bonds divergence highlights US fiscal fears - Reuters

U.S. Treasury yields often move in tandem with the price of oil, but this relationship has broken down in recent weeks, suggesting that the ...

The relationship between oil prices and stock/bond market

Third, the half-life, or the time it takes for the volatility of the portfolio of bonds in the Industrial Machinery sub-sector to move halfway back to its ...

Have the Causal Effects between Equities, Oil Prices, and Monetary ...

To account for time variation in the causal linkages between the stock market, crude ... relationship between crude oil and U.S. Treasury bonds ...

Dynamic relationship between green bonds and major financial ...

Various types of financial and commodity markets are also considered, including the gold market, the crude oil market, and the US stock market.