Quantile time-frequency connectedness among G7 stock markets and clean energy markets
Rim El Khoury, Muneer M. Alshater, Yanshuang Li, Xiong Xiong
| Year of publication: |
2024
|
|---|---|
| Authors: | El Khoury, Rim ; Alshater, Muneer Maher ; Li, Yanshuang ; Xiong, Xiong |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 71-90
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| Subject: | Clean energy market | G7 stock markets | Investment Spillovers | Quantile time-frequency connectedness | Volatility connectedness network | Wavelet transform | Volatilität | Volatility | Aktienmarkt | Stock market | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Erneuerbare Energie | Renewable energy |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494636