Risk spillovers between oil and stock markets : a VAR for VaR analysis
Danyan Wen, Gang-Jin Wang, Chaoqun Ma, Yudong Wang
| Year of publication: |
2019
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|---|---|
| Authors: | Wen, Danyan ; Wang, Gang-Jin ; Ma, Chaoqun ; Wang, Yudong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 524-535
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| Subject: | Crude oil | Pseudo impulse-response functions | Risk spillover effect | Stock markets | VAR for VaR | VAR-Modell | VAR model | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Risikomaß | Risk measure | Ölpreis | Oil price | Börsenkurs | Share price | Volatilität | Volatility | Risiko | Risk | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173682