Assessing the impact of energy-related uncertainty on G20 stock market returns : a decomposed contemporaneous and lagged R2 connectedness approach
Hailing Li, Xiaoyun Pei, Yimin Yang, Hua Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Hailing ; Pei, Xiaoyun ; Yang, Yimin ; Zhang, Hua |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 132.2024, Art.-No. 107475, p. 1-17
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| Subject: | decomposition | Dynamic connectedness | Energy uncertainty | G20 stock markets | Aktienmarkt | Stock market | G20-Staaten | G20 countries | Risiko | Risk | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047706