Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices : a new look
Aviral Kumar Tiwari, Nader Trabelsi, Faisal Alqahtani, Shawkat Hammoudeh
| Year of publication: |
2019
|
|---|---|
| Authors: | Tiwari, Aviral Kumar ; Trabelsi, Nader ; Alqahtani, Faisal ; Hammoudeh, Shawkat |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 83.2019, p. 445-466
|
| Subject: | BRICS | Oil prices | NCoVaR | Stock markets | Systemic risk | Ölpreis | Oil price | Aktienmarkt | Stock market | BRICS-Staaten | BRICS countries | Systemrisiko | Volatilität | Volatility | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012176162