From black gold to financial fallout : analyzing extreme risk spillovers in oil-exporting nations
Ilyes Abid, Ramzi Benkraiem, Hela Mzoughi, Christian Urom
| Year of publication: |
2024
|
|---|---|
| Authors: | Abid, Ilyes ; Benkraiem, Ramzi ; Mzoughi, Hela ; Urom, Christian |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 91.2024, Art.-No. 101948, p. 1-29
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| Subject: | Equity market | Frequency-band connectedness | Oil prices | Oil-exporting countries | TVP-VAR | Wavelet coherence | Ölpreis | Oil price | Volatilität | Volatility | Welt | World | OPEC-Staaten | OPEC countries | Ölmarkt | Oil market | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2024.101948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494830