Oil shocks and stock markets revisited : measuring connectedness from a global perspective
Dayong Zhang
| Year of publication: |
February 2017
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|---|---|
| Authors: | Zhang, Dayong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 323-333
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| Subject: | Connectedness | Granger causality | Oil shocks | Stock markets | Variance decomposition | Aktienmarkt | Stock market | Ölpreis | Oil price | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Schock | Shock | Welt | World | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.01.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748157