Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data
Sufang Li, Dalun Tu, Yan Zeng, Chenggang Gong, Di Yuan
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Sufang ; Tu, Dalun ; Zeng, Yan ; Gong, Chenggang ; Yuan, Di |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 113.2022, p. 1-14
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| Subject: | Connectedness network | Crude oil | Geopolitical risk | Nonlinear Granger causality | Stock markets | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Geopolitik | Geopolitics | Welt | World | Ölpreis | Oil price | Erdöl | Petroleum | Börsenkurs | Share price | Volatilität | Volatility | Risiko | Risk | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540420