Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies : evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
Besma Hamdi, Mouna Aloui, Faisal Alqahtani, Aviral Tiwari
| Year of publication: |
2019
|
|---|---|
| Authors: | Hamdi, Besma ; Aloui, Mouna ; Alqahtani, Faisal ; Tiwari, Aviral Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 536-552
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| Subject: | Oil price volatility | Frequency domain causality | GCC countries | Quantile regression analysis | Soft thresholding | Stock sector markets | Ölpreis | Oil price | Volatilität | Volatility | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Regressionsanalyse | Regression analysis | Arabische Golf-Staaten | Gulf countries | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.12.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173684