Assessing volatility transmission between Brent and stocks in the major global oil producers and consumers : the multiscale robust quantile regression
Dejan Živkov, Slavica Manić, Jelena Kovačević, Željana Trbović
| Year of publication: |
2022
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|---|---|
| Authors: | Živkov, Dejan ; Manić, Slavica ; Kovačević, Jelena ; Trbović, Željana |
| Subject: | Volatility spillover effect | Oil and stock markets | Wavelets | Robust quantile regression | Volatilität | Volatility | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10258-020-00189-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012819575