Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cross-quantilogram method
Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Richard Adjei Dwumfour, and Luis Alberiko Gil-Alana
| Year of publication: |
2024
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Dwumfour, Richard Adjei ; Gil-Alaña, Luis A. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 283-320
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| Subject: | Co-dependence | Oil | Stock markets | Cross-quantilogram correlation | COVID-19 | Economic policy uncertainty | Financial stress | Coronavirus | Ölpreis | Oil price | Börsenkurs | Share price | Korrelation | Correlation | Kapitalmarktrendite | Capital market returns | Wirkungsanalyse | Impact assessment | Risiko | Risk | Welt | World | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045591