Balli, Faruk; Balli, Hatice Ozer; Nguyen Thi Thu Ha - 2022
The paper aims to explore the presence of connectedness between crude oil and equity indices of the oil and gas sector by employing the dataset of 22 OECD nations from 1999 to 2020. The analysis, adopting the connectedness approach developed by Diebold and Yilmaz (2012) and the frequency...