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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...

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Detalles Bibliográficos
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

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