Oil shocks and stock markets revisited : measuring connectedness from a global perspective
Year of publication: |
February 2017
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Authors: | Zhang, Dayong |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 62.2017, p. 323-333
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Subject: | Connectedness | Granger causality | Oil shocks | Stock markets | Variance decomposition | Ölpreis | Oil price | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Welt | World | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method |
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