Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty
Christian Urom, Hela Mzoughi, Gideon Ndubuisi, Khaled Guesmi
| Year of publication: |
2022
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|---|---|
| Authors: | Urom, Christian ; Mzoughi, Hela ; Ndubuisi, Gideon Onyewuchi ; Guesmi, Khaled |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 85.2022, p. 326-341
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| Subject: | Asymmetric shocks | Energy market | Oil-price uncertainty | Stock market | Ölpreis | Oil price | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Energiemarkt | Schock | Shock | Energiewirtschaft | Energy sector | Risiko | Risk | Aktienmarkt | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.04.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013336297