---
title: Volatility Spillovers between Oil and Financial Markets
url: https://www.ml-quant.com/papers/repec/spr-jecfin-v-47-y-2023-i-4-d-10-1007-s12197-023-09634-x/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:spr:jecfin:v:47:y:2023:i:4:d:10.1007_s12197-023-09634-x
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs12197-023-09634-x%3Bh%3Drepec%3Aspr%3Ajecfin%3Av%3A47%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1007_s12197-023-09634-x
featured: 2023-12-20
citations: unknown
topic: Derivatives & Volatility
---


# Volatility Spillovers between Oil and Financial Markets

The article uses a GARCH-VAR-Spillover Index method to study the two-way volatility relationship between oil and stock markets during financial crises.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs12197-023-09634-x%3Bh%3Drepec%3Aspr%3Ajecfin%3Av%3A47%3Ay%3A2023%3Ai%3A4%3Ad%3A10.1007_s12197-023-09634-x
- Identifier: RePEc:spr:jecfin:v:47:y:2023:i:4:d:10.1007_s12197-023-09634-x
- Released: 2023-12-20
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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