Dynamic quantile connectedness between oil and stock markets : the impact of the interest rate
Jingrui Qin, Xiaoping Cong, Di Ma, Xueyun Rong
| Year of publication: |
2024
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| Authors: | Qin, Jingrui ; Cong, Xiaoping ; Ma, Di ; Rong, Xueyun |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107741, p. 1-19
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| Subject: | Connectedness | Interest rate | Oil and stock markets | Quantile regression TVP-VAR model | Semiparametric model | Zins | Aktienmarkt | Stock market | Ölpreis | Oil price | Börsenkurs | Share price | Kointegration | Cointegration | VAR-Modell | VAR model | Schätzung | Estimation | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107741 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046923