Static and dynamic connectedness between oil price shocks and Spanish equities : a sector analysis
Year of publication: |
2021
|
---|---|
Authors: | Umar, Zaghum ; Jareño, Francisco ; Escribano, Ana |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 9, p. 880-896
|
Subject: | Connectedness | Oil price | Sector analysis | Spanish stock market | Spanien | Spain | Ölpreis | Branche | Economic sector | Volatilität | Volatility |
-
Shock and volatility spillovers between oil prices and Turkish sector returns
Gencer, Hatice Gaye, (2014)
-
Volatility transmission between oil prices and equity sector returns
Malik, Farooq, (2009)
-
Al-hajj, Ekhlas, (2021)
- More ...
-
Oil price shocks and the return and volatility spillover between industrial and precious metals
Umar, Zaghum, (2021)
-
Umar, Zaghum, (2022)
-
Umar, Zaghum, (2023)
- More ...