Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? : Evidence from an asymmetric MF-DFA approach
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo, Seong-Min Yoon
| Year of publication: |
2021
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| Authors: | Mensi, Walid ; Lee, Yun-Jung ; Vo Xuan Vinh ; Yoon, Seong-min |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-22
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| Subject: | Asymmetric MF-DFA analysis | Efficient market hypothesis | Hurst exponent | Oil uncertainty index | Top oil producer and oil consumer | Ölpreis | Oil price | Effizienzmarkthypothese | Volatilität | Volatility | Aktienmarkt | Stock market | Ölmarkt | Oil market | Welt | World | Schätzung | Estimation | Erdölgewinnung | Petroleum extraction |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101446 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822250