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Oil volatility and sovereign risk of BRICS
Bouri, Elie; Shahzad, Syed Jawad Hussain; Raza, Naveed; … - In: Energy economics 70 (2018), pp. 258-269
Persistent link: https://www.econbiz.de/10011942723
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Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries : evidence from rolling windows and crossquantilogram analysis
Shahzad, Syed Jawad Hussain; Naifar, Nader; Hammoudeh, … - In: Energy economics 68 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011905787
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Testing the oil price efficiency using various measures of long-range dependence
Tiwari, Aviral Kumar; Kumar, Satish; Pathak, Rajesh; … - In: Energy economics 84 (2019), pp. 1-10
Persistent link: https://www.econbiz.de/10012183291