Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach-Reference-Cited by-同舟云学术

Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach

Published:2023-03 Issue: Volume:81 Page:103355
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Khan Nasir^ORCID,Saleem Asima^ORCID,Ozkan Oktay^ORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference107 articles.

1. Oil price fluctuations and economic growth: the case of MENA countries;Abdelsalam;Rev. Econ. Pol. Sci.,2020

2. The asymmetric effects of renewable energy consumption and trade openness on carbon emissions in Sweden: new evidence from quantile-on-quantile regression approach;Adebayo;Environ. Sci. Pollut. Control Ser.,2022

3. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Pol.,2021

4. Geopolitical risks, uncertainty, and stock market performance;Agoraki;Econ. Political Studies,2022

5. Impact of gold and oil prices on the stock market in Pakistan;Aiza Shabbir;J. Econom. Finance Admin. Sci.,2020

Cited by 26 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

2. Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach;Technological Forecasting and Social Change;2024-11

3. How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis;The North American Journal of Economics and Finance;2024-09

4. Uncertainty impacts on China’s agricultural commodity futures: a quantile perspective;Applied Economics;2024-06-10

5. Extreme co-movements between decomposed oil price shocks and sustainable investments;Energy Economics;2024-06