A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Heni Boubaker, Syed Ali Raza
| Year of publication: |
May 2017
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|---|---|
| Authors: | Boubaker, Heni ; Raza, Syed Ali |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 64.2017, p. 105-117
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| Subject: | Contagion effect | Oil price changes | BRICS stock market | Volatility spillovers | Wavelet coherence | Hedge ratio | Volatilität | Volatility | Ölpreis | Oil price | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | BRICS-Staaten | BRICS countries | Börsenkurs | Share price | Zustandsraummodell | State space model | ARCH-Modell | ARCH model | Hedging | Preiskonvergenz | Price convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.01.026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011758081