Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets : a pre- and post-financial crisis analysis
Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Imhotep Paul Alagidede, Shawkat Hammoudeh
| Year of publication: |
2023
|
|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Tiwari, Aviral Kumar ; Alagidede, Imhotep Paul ; Hammoudeh, Shawkat |
| Subject: | Asymmetric connectedness | Financial crisis | GCC | Oil | Quantile coherency | Systemic risk | Finanzkrise | Arabische Golf-Staaten | Gulf countries | Systemrisiko | Volatilität | Volatility | Aktienmarkt | Stock market | Börsenkurs | Share price | Ölmarkt | Oil market | Kausalanalyse | Causality analysis | Welt | World | OPEC-Staaten | OPEC countries | Erdölpolitik | Oil policy | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Ansteckungseffekt | Contagion effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02366-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014330173