Spillover Connectedness Among Geopolitical Oil Price Risk, Clean Energy Stocks, Global Stock, and Commodity Markets

Author:

Coskun Merve,khattak nasir khan,Saleem Asima,Hammoudeh Shawkat M.

Publisher

Elsevier BV

Reference50 articles.

1. Volatility spillover effect between Pakistan and Shanghai Stock Exchanges using copula and dynamic conditional correlation model;F Afzal;International Journal of Islamic and Middle Eastern Finance and Management,2022

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3. On the Dynamic Connectedness of the Stock;A Attarzadeh;Oil, Clean Energy, and Technology Markets. Energies,2022

4. Measuring the frequency dynamics of financial connectedness and systemic risk;J Barun�k;Journal of Financial Econometrics,2018

5. The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality;S D Bekiros;Energy Economics,2008

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