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Oil price and financial markets: Multivariate dynamic frequency analysis · Study

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ArticleOil price and financial markets: Multivariate dynamic frequency analysis

Anna Cretì2014

OA

Articlegreen2014

Oil price and financial markets: Multivariate dynamic frequency analysis

Anna Cretì · Zied Ftiti · Khaled Guesmi

79 citations·0/0 files stored·Energy Policy

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1983Oil and the Macroeconomy since World War II 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1999Oil price shocks and stock market activity 1996This is what happened to the oil price-macroeconomy relationship 1996Oil and the Stock Markets 2008Understanding Crude Oil Prices 2008Oil price shocks and stock markets in the U.S. and 13 European countries

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2022COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets 2023Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks

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Year2014

Typearticle

Published2014-07-09

VenueEnergy Policy

ISSN-L0301-4215

Languageen

Citations79

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.enpol.2014.05.057

openalex_workW2240928166

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