# Market Dynamics and Volatility

**Type:** Topics  
**Canonical URL:** https://scholariq.org/topics/market-dynamics-and-volatility/

## Facts

| Field | Value |
| --- | --- |
| Description | This cluster of papers focuses on the impact of oil price shocks on the global economy, including the stock market, volatility spillovers, commodity markets, and the macroeconomic effects of economic policy uncertainty. It explores the role of financialization, speculation, and monetary policy in shaping the response to oil price fluctuations. |
| Domain | Social Sciences |
| Field | Economics, Econometrics and Finance |
| OpenAlex ID | t11059 |
| Works | 43 |

## Topic papers all

Showing 15 of 43.

- [From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets](https://scholariq.org/papers/from-the-bird-s-eye-to-the-microscope-a-survey-of-new-stylized-facts-of-the/)
- [The impact of economic globalization on renewable energy in the OECD countries](https://scholariq.org/papers/the-impact-of-economic-globalization-on-renewable-energy-in-the-oecd-countries/)
- [The impact of climate policy uncertainty on renewable and non-renewable energy demand in the United States](https://scholariq.org/papers/the-impact-of-climate-policy-uncertainty-on-renewable-and-non-renewable-energy/)
- [Futures Markets and the Theory of the Firm Under Price Uncertainty](https://scholariq.org/papers/futures-markets-and-the-theory-of-the-firm-under-price-uncertainty/)
- [Volatility spillovers between the Chinese and world equity markets](https://scholariq.org/papers/volatility-spillovers-between-the-chinese-and-world-equity-markets/)
- [Efficient Asset Portfolios and the Theory of Normal Backwardation](https://scholariq.org/papers/efficient-asset-portfolios-and-the-theory-of-normal-backwardation/)
- [Scaling properties of foreign exchange volatility](https://scholariq.org/papers/scaling-properties-of-foreign-exchange-volatility/)
- [Psychological barriers in gold prices?](https://scholariq.org/papers/psychological-barriers-in-gold-prices/)
- [Open Access and the Evolution of the U. S. Spot Market for Natural Gas](https://scholariq.org/papers/open-access-and-the-evolution-of-the-u-s-spot-market-for-natural-gas/)
- [Local Gaussian correlation: A new measure of dependence](https://scholariq.org/papers/local-gaussian-correlation-a-new-measure-of-dependence/)
- [A flexible neural network-fuzzy mathematical programming algorithm for improvement of oil price estimation and forecasting](https://scholariq.org/papers/a-flexible-neural-network-fuzzy-mathematical-programming-algorithm-for/)
- [Time Series Forecasting of Price of Agricultural Products Using Hybrid Methods](https://scholariq.org/papers/time-series-forecasting-of-price-of-agricultural-products-using-hybrid-methods/)
- [Realized volatility forecasting and option pricing](https://scholariq.org/papers/realized-volatility-forecasting-and-option-pricing/)
- [Using local Gaussian correlation in a nonlinear re-examination of financial contagion](https://scholariq.org/papers/using-local-gaussian-correlation-in-a-nonlinear-re-examination-of-financial/)
- [Towards estimating extremal serial dependence via the bootstrapped extremogram](https://scholariq.org/papers/towards-estimating-extremal-serial-dependence-via-the-bootstrapped-extremogram/)

## Topic primary papers

Showing 15 of 18.

- [Futures Markets and the Theory of the Firm Under Price Uncertainty](https://scholariq.org/papers/futures-markets-and-the-theory-of-the-firm-under-price-uncertainty/)
- [Volatility spillovers between the Chinese and world equity markets](https://scholariq.org/papers/volatility-spillovers-between-the-chinese-and-world-equity-markets/)
- [Efficient Asset Portfolios and the Theory of Normal Backwardation](https://scholariq.org/papers/efficient-asset-portfolios-and-the-theory-of-normal-backwardation/)
- [Psychological barriers in gold prices?](https://scholariq.org/papers/psychological-barriers-in-gold-prices/)
- [Open Access and the Evolution of the U. S. Spot Market for Natural Gas](https://scholariq.org/papers/open-access-and-the-evolution-of-the-u-s-spot-market-for-natural-gas/)
- [Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India](https://scholariq.org/papers/analysis-of-eemd-based-quantile-in-quantile-approach-on-spot-futures-prices-of/)
- [Deep learning framework for predictive modeling of crude oil price for sustainable management in oil markets](https://scholariq.org/papers/deep-learning-framework-for-predictive-modeling-of-crude-oil-price-for/)
- [Macroeconomic Uncertainty and Crude Oil Futures Volatility–Evidence from China Crude Oil Futures Market](https://scholariq.org/papers/macroeconomic-uncertainty-and-crude-oil-futures-volatility-evidence-from-china/)
- [Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing](https://scholariq.org/papers/does-happiness-forecast-implied-volatility-evidence-from-nonparametric-wave/)
- [Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations](https://scholariq.org/papers/stock-market-uncertainty-volatility-connectedness-of-financial-institutions-and/)
- [A hybrid statistical and machine learning based forecasting framework for the energy sector](https://scholariq.org/papers/a-hybrid-statistical-and-machine-learning-based-forecasting-framework-for-the/)
- [Spillovers of international interest rate swap markets and stock market volatility](https://scholariq.org/papers/spillovers-of-international-interest-rate-swap-markets-and-stock-market/)
- [Modelling the asymmetric responses of price level to oil price changes in Qatar](https://scholariq.org/papers/modelling-the-asymmetric-responses-of-price-level-to-oil-price-changes-in-qatar/)
- [Derin Öğrenme Tabanlı Görüntü Sınıflandırma Yaklaşımı ile Borsa İstanbul 100 Endeks Yönünün Tahmini](https://scholariq.org/papers/derin-ogrenme-tabanl-goruntu-s-n-fland-rma-yaklas-m-ile-borsa-istanbul-100/)
- [Financial Assets And Their Efficacy](https://scholariq.org/papers/financial-assets-and-their-efficacy/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.