Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries
Rabeh Khalfaoui, Sakiru Adebola Solarin, Adel Al-Qadasi, Sami Ben Jabeur
| Year of publication: |
2022
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|---|---|
| Authors: | Khalfaoui, Rabeh ; Solarin Sakiru Adebola ; Al-Qadasi, Adel Ali ; Jabeur, Sami Ben |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 105-143
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| Subject: | COVID-19 | Oil price | Stocks | Economic uncertainty | Wavelet analysis | Gaussian graphical model | Value-at-Risk | Ölpreis | Coronavirus | Wirkungsanalyse | Impact assessment | Welt | World | Risiko | Risk | Börsenkurs | Share price | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Epidemie | Epidemic | Ölmarkt | Oil market | Wirtschaftspolitik | Economic policy | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04446-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349930