Khurshid, Muzammil; Kirkulak-Uludag, Berna - In: International Journal of Energy Sector Management 15 (2021) 5, pp. 933-948
Purpose: This study aims to examine the volatility spillover effects between oil and stock returns in the emerging seven economies. Design/methodology/approach: In this study, the Granger causality test and vector autoregression-generalized autoregressive conditional heteroskedasticity approach...