Concepedia

Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries

Huiming Zhu, Xi Huang, Fangyu Ye, S X Li

The North American Journal of Economics and Finance · 2023 · 25 citations · 58 references

DOI

Concepts

References

58

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

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

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

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Causes and Consequences of the Oil Shock of 2007–08

James D. Hamilton · Brookings Papers on Economic Activity · 2009 · 843 citations · Full text

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Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries

George Filis, Stavros Degiannakis, Christos Floros · International Review of Financial Analysis · 2011 · 767 citations · Full text

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Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Román Ferrer, Syed Jawad Hussain Shahzad, Raquel López et al. · Energy Economics · 2018 · 635 citations

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