Do market conditions interfere with the transmission of uncertainty from oil market to stock market? : evidence from a modified quantile-on-quantile approach
Qichang Xie, Guoqiang Tang
| Year of publication: |
2022
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|---|---|
| Authors: | Xie, Qichang ; Tang, Guoqiang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 114.2022, p. 1-14
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| Subject: | Asymmetric and dynamic effects | BRICS | Oil price uncertainty | Quantile-on-quantile | Stock market volatility | Aktienmarkt | Stock market | Volatilität | Volatility | Ölpreis | Oil price | Risiko | Risk | ARCH-Modell | ARCH model | Börsenkurs | Share price | Ölmarkt | Oil market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106250 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013477567