Correlation and dependence between oil prices, stock returns, policy uncertainty, and financial stress during COVID-19 pandemic : new evidence from a multicountry analysis using cross-quantilogram method
Year of publication: |
2024
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Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Dwumfour, Richard Adjei ; Gil-Alaña, Luis A. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 283-320
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Subject: | Co-dependence | Oil | Stock markets | Cross-quantilogram correlation | COVID-19 | Economic policy uncertainty | Financial stress | Coronavirus | Ölpreis | Oil price | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Korrelation | Correlation | Welt | World | Volatilität | Volatility |
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