Dynamic nonlinear impacts of oil price returns and financial uncertainties on credit risks of oil-exporting countries
Nader Naifar, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh
| Year of publication: |
2020
|
|---|---|
| Authors: | Naifar, Nader ; Shahzad, Syed Jawad Hussain ; Hammoudeh, Shawkat |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 88.2020, p. 1-12
|
| Subject: | Financial uncertainty | Oil volatility | Quantile-on-Quantile approach | Sovereign CDS spreads | Volatilität | Volatility | Ölpreis | Oil price | Kreditderivat | Credit derivative | Kreditrisiko | Credit risk | Ölmarkt | Oil market | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104747 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012516238