Nonlinearity in the causality and systemic risk spillover between the Opec oil and GCC equity markets
A pre- and post-financial crisis analysis
Datos Bibliográficos
| ID | 21541850 |
|---|---|
| Autores | Emmanuel Joel Aikins Abakah (0000-0003-1472-0722, University of Ghana), Aviral Kumar Tiwari (0000-0002-1822-9263, Indian Institute of Management Ahmedabad), Imhotep Paul Alagidede (0000-0003-1571-0227, University of the Witwatersrand), Shawkat Hammoudeh (0000-0002-5455-5453, University of Economics Ho Chi Minh City, autor de correspondencia) |
| Año | 2023 |
| Volumen | 65 |
| Número | 3 |
| Páginas | 1027-1103 |
| Fecha de publicación | 2023-09-01 |
| Peer Reviewed | Sí |
| Open Access | Sí |
| Tipo | ARTICLE |
| Revista | Empirical Economics (JOURNAL) |
| Identificadores de la revista | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Editorial | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-023-02366-1 |
| OpenAlex | W4360980457 |
| Idioma | EN |
| Citas recibidas | 1 |
| Referencias citadas | 95 |
Economics · Financial crisis · Financial economics · Macroeconomics · Monetary economics · Spillover effect · Stock market · Global Energy and Sustainability Research · Global Energy Security and Policy · Market Dynamics and Volatility
CoVaR
Oil prices, US stock return, and the dependence between their quantiles
An Equilibrium Model of “Global Imbalances” and Low Interest Rates
Not All Oil Price Shocks Are Alike
The nexus between oil prices and stock prices of oil, technology and transportation companies under multiple regime shifts
Better to give than to receive
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
| Obras citantes distintas | 1 |
|---|---|
| Citas por año | 0,5 |
| Intervalo de citas | 2024 - 2024 (1) |
| Velocidad de citación | recent |
| Altamente citado | No |
| Tipos de cita | Neutras: 1 |