Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data
Year of publication: |
2022
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Authors: | Li, Sufang ; Tu, Dalun ; Zeng, Yan ; Gong, Chenggang ; Yuan, Di |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 113.2022, p. 1-14
|
Subject: | Connectedness network | Crude oil | Geopolitical risk | Nonlinear Granger causality | Stock markets | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Ölpreis | Oil price | Geopolitik | Geopolitics | Welt | World | Börsenkurs | Share price | Erdöl | Petroleum |
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