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Economic policy uncertainty, oil and stock markets in BRIC : evidence from quantiles analysis

Yuan, Di; Li, Sufang; Li, Rong; Zhang, Feipeng - In: Energy economics 110 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013349913

Does geopolitical risk matter in crude oil and stock markets? : evidence from disaggregated data

Li, Sufang; Tu, Dalun; Zeng, Yan; Gong, Chenggang; Yuan, Di - In: Energy economics 113 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013540420

Does Geopolitical Risk Matter in Crude Oil and Stock Markets? Evidence from Disaggregated Data

Li, Sufang; Tu, Dalun; Zeng, Yan; Yuan, Di - 2022

This paper investigates the nonlinear Granger causality and spillover effects among geopolitical risk, crude oil and Chinese disaggregated sectoral stock markets by using a multivariate nonlinear Granger causality test and connectedness network analysis. The nonlinear Granger causality and...

Persistent link: https://www.econbiz.de/10013307787