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Market Dynamics and Volatility

TopicLeading institutions, researchers & key papers

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.

43
Works

How has Market Dynamics and Volatility's publication output changed over time?

ScholarIQpublication output · 2006–2024

Output grew0% over the shown period — from 1 works in 2006 to 1 in 2024.

1
1
1
1
1
2
2
1
1
1
2006200720112016201920202021202220232024

What are the most-cited papers on Market Dynamics and Volatility?

ScholarIQmost cited works
Futures Markets and the Theory of the Firm Under Price Uncertainty
Gershon Feder, Richard E. Just, Andrew Schmitz
S203860005. 1980271 Citations
Volatility spillovers between the Chinese and world equity markets
Xiangyi Zhou, Weijin Zhang, Jie Zhang
S29049940. 2011259 Citations
Efficient Asset Portfolios and the Theory of Normal Backwardation
Colin A. Carter, Gordon C. Rausser, Andrew Schmitz
S95323914. 1983228 Citations
Psychological barriers in gold prices?
Raj Aggarwal, Brian M. Lucey
Review of Financial Economics. 2006160 Citations
Open Access and the Evolution of the U. S. Spot Market for Natural Gas
Michael J. Doane, Daniel F. Spulber
S998097505. 1994134 Citations

Where is Market Dynamics and Volatility research published, and who funds it?

ScholarIQvenues & funding sources

TOP JOURNALS

S203860005271
S29049940259
S95323914228
S998097505134

TOP FUNDERS

National Science Foundation
NIH
Wellcome Trust
European Research Council
Funder breakdown is a member featureSign up free to unlock

How much of the research on Market Dynamics and Volatility is open access?

ScholarIQopen access share
20%OPEN ACCESS
Gold
7%
Green
7%
Hybrid
7%
Bronze
0%
Closed
80%

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