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Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets

Aktham Maghyereh & Salem Adel Ziadat

Computational Economics2026https://doi.org/10.1007/s10614-025-11249-9article
AJG 1ABDC B
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0.50

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https://doi.org/https://doi.org/10.1007/s10614-025-11249-9

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@article{aktham2026,
  title        = {{Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets}},
  author       = {Aktham Maghyereh & Salem Adel Ziadat},
  journal      = {Computational Economics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s10614-025-11249-9},
}

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Dynamic Interactions in Futures Markets: Exploring Transitory and Persistent Intraday Volatility Linkages among Oil, Gold, Stocks, and Forex Markets

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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