Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
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DOI: 10.1016/j.eneco.2017.01.009
Abstract: This paper contributes to the large volume of empirical studies on the relationship between oil shocks and stock markets from a new systemic perspective. The method of measuring connectedness proposed by Diebold and Yilmaz (2009,… read more here.
Keywords: stock markets; shocks stock; oil shocks; oil ... See more keywords