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
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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
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Subject: | Financial uncertainty | Oil volatility | Quantile-on-Quantile approach | Sovereign CDS spreads | Volatilität | Volatility | Ölpreis | Oil price | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Risiko | Risk | Risikoprämie | Risk premium | Zinsstruktur | Yield curve |
Saved in:
Online Resource