The dynamics of volatility spillovers between oil prices and stock market returns at the sector level and hedging strategies: evidence from Pakistan
Author:
Publisher
Springer Science and Business Media LLC
Subject
Health, Toxicology and Mutagenesis,Pollution,Environmental Chemistry,General Medicine
Link
https://link.springer.com/content/pdf/10.1007/s11356-020-09351-6.pdf
Reference47 articles.
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2. Arouri ME, Jouini J, Nguyen DK (2012) On the impacts of oil price fluctuations on European equity markets: volatility spillover and hedging effectiveness. Energy Econ 34(2):611–617. https://doi.org/10.1016/j.eneco.2011.08.009
3. Asteriou D, Bashmakova Y (2013) Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries. Energ Econ 38:204–211. https://doi.org/10.1016/j.eneco.2013.02.011
4. Atiq Z, Farhan M, Farah I (2019) Impact of oil prices on stock returns: evidence from pakistan's stock market. J Soc Sci Humanit 57. https://doi.org/10.46568/jssh.v57i2.31
5. Basher SA, Sadorsky P (2006) Oil price risk and emerging stock markets. Glob Financ J 17(2):224–251. https://doi.org/10.1016/j.gfj.2006.04.001
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