Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model
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DOI: 10.1016/j.ribaf.2016.08.003
Abstract: We employ the spillover Asymmetric Multiplicative Error Model (SAMEM) to investigate the impacts of the global financial crises and the geopolitical instability in the oil rich countries. Consequently, such these events have a significant impact… read more here.
Keywords: spillover asymmetric; asymmetric multiplicative; based stock; petroleum based ... See more keywords