Concepedia

Oil Shocks and BRIC Markets: Evidence from Extreme Quantile Approach

Muhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, Sitara Karim

SSRN Electronic Journal · 2021 · 23 citations · 37 references

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References

37

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

, , +17

96/01121 BP statistical review of world energy 1995

Fuel and Energy Abstracts · 1996 · 2.7K citations · Full text

, , +2

Oil prices, US stock return, and the dependence between their quantiles

Nicholas Sim, Hongtao Zhou · Journal of Banking & Finance · 2015 · 1.3K citations

, , +14

Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market

Lutz Kilian · American Economic Review · 2009 · 738 citations · Full text

, , +15

On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms

Francis X. Diebold, Kamil Yılmaz · SSRN Electronic Journal · 2011 · 603 citations · Full text

, , +17