Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries
Year of publication: |
2024
|
---|---|
Authors: | Li, Dongxin ; Zhang, Feipeng ; Yuan, Di ; Cai, Yuan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 909-939
|
Subject: | Contagion | Crude oil | Local Gaussian correlation | RCEP stock markets | Time-frequency domain causality | Aktienmarkt | Stock market | Korrelation | Correlation | Coronavirus | Börsenkurs | Share price | Ölpreis | Oil price | Ölmarkt | Oil market | Wirkungsanalyse | Impact assessment | Erdöl | Petroleum | Kausalanalyse | Causality analysis |
-
Crude oil and stock markets in the COVID-19 crisis : evidence from oil exporters and importers
Heinlein, Reinhold, (2021)
-
The impact of oil price volatility on net-oil exporter and importer countries' stock markets
Aydoğan, Berna, (2017)
-
Oil price changes and stock returns : fresh evidence from oil exporting and oil importing countries
Atif, Mohd, (2022)
- More ...
-
Detecting Financial Contagion Using a New Nonparametric Measure of Asymmetric Comovements
Zhang, Feipeng, (2022)
-
Oil and BRIC stock markets before and after COVID-19 : a local Gaussian correlation approach
Yuan, Di, (2021)
-
Zhang, Feipeng, (2024)
- More ...