Can crude oil price returns drive stock returns of oil producing countries in Africa? : evidence from bivariate and multiple wavelet
Emmanuel Asafo-Adjei, Anokye M. Adam and Patrick Darkwa
| Year of publication: |
2024
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|---|---|
| Authors: | Asafo-Adjei, Emmanuel ; Adam, Anokye M. ; Darkwa, Patrick |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 17.2024, 1, p. 59-77
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| Subject: | comovements | Covid-19 pandemic | financial market integration | lead-lag relationships | Multiple correlations | portfolio diversification | Coronavirus | Ölpreis | Oil price | Korrelation | Correlation | Kapitaleinkommen | Capital income | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Afrika | Africa | Volatilität | Volatility | Ölmarkt | Oil market | Marktintegration | Market integration | Kapitalmarktrendite | Capital market returns | Erdöl | Petroleum | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2021.1953864 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014511848