Extreme dependence, connectedness, and causality between US sector stocks and oil shocks
Walid Mensi, Remzi Gök, Eray Gemici, Xuan Vinh Vo, Sang Hoon Kang
| Year of publication: |
2025
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|---|---|
| Authors: | Mensi, Walid ; Gök, Remzi ; Gemici, Eray ; Vo Xuan Vinh ; Kang, Sang Hoon |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103936, p. 1-26
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| Subject: | Equity index returns | Oil price shocks | Quantile coherency | Risk transmission | Ölpreis | Oil price | USA | United States | Volatilität | Volatility | Schock | Shock | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienindex | Stock index | Kausalanalyse | Causality analysis | Schätzung | Estimation | Welt | World | Kapitaleinkommen | Capital income | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.103936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015333022