Cargando…
Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis
This paper investigates volatility spillovers between the global crude oil market and the stock markets of the global oil stock markets (Russian, Canada, China, Kuwait, and the USA) pre and after the COVID-19 pandemic. We use wavelet Granger causality methods to study the volatility spillovers betwe...
Autores principales: | Yan, Ran, Cao, Fuguo, Gao, Ke |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9059909/ https://www.ncbi.nlm.nih.gov/pubmed/35501434 http://dx.doi.org/10.1007/s11356-022-19607-y |
Ejemplares similares
-
Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022) -
Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
por: Mensi, Walid, et al.
Publicado: (2023) -
COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
por: Mensi, Walid, et al.
Publicado: (2022) -
COVID-19 and uncertainty spillovers in Indian stock market
por: Guru, Biplab Kumar, et al.
Publicado: (2020) -
Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks
por: Zeng, Hongjun, et al.
Publicado: (2022)