Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-021-02116-1.pdf
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3. Arnold M, Stahlberg S, Wied D (2013) Modeling different kinds of spatial dependence in stock returns. Empir Econ 44:761–774
4. Arouri MEH (2011) Does crude oil move stock markets in Europe? A sector investigation. Econ Model 28:1716–1725
5. Arouri MEH, Nguyen DK (2010) Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade. Energy Policy 38:4528–4539
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