Did real economic uncertainty drive risk connectedness in the oil-stock nexus during the COVID-19 outbreak? : A partial wavelet coherence analysis
Year of publication: |
2023
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Authors: | Al-Shboul, Mohammad ; Maghyereh, Aktham I. |
Published in: |
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS). - Heidelberg : SpringerOpen, ISSN 2193-2409, ZDB-ID 2679924-8. - Vol. 12.2023, Art.-No. 11, p. 1-23
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Subject: | COVID-19 | Oil prices | Real economic uncertainty | Risk connectedness | Stock prices | Wavelet coherence analysis | Coronavirus | Risiko | Risk | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Ölpreis | Oil price | VAR-Modell | VAR model | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40008-023-00306-x [DOI] |
Classification: | E44 - Financial Markets and the Macroeconomy ; F3 - International Finance ; G01 - Financial Crises ; G12 - Asset Pricing ; G15 - International Financial Markets ; G18 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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