Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers
Year of publication: |
2024
|
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Authors: | Hanif, Waqas ; Hadhri, Sinda ; El Khoury, Rim |
Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 34.2024, Art.-No. 100404, p. 1-33
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Subject: | Oil shocks | Quantile spillovers | Stocks | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Schock | Shock | Erdölgewinnung | Petroleum extraction | Welt | World | Ölmarkt | Oil market | VAR-Modell | VAR model |
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