Choi, Ki-Hong; Nekhili, Ramzi; Mensi, Walid; Boubaker, … - 2023
This study investigates the dependence and risk spillovers in the short-, medium- and long-terms between natural gas (NG), crude oil and stock markets of top energy producer countries (Russia, Ukraine and US) and consumer countries (China, India and EU members). Using the wavelet coherence...