Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain

Author:

Mensi Walid,Rehman Mobeen Ur,Maitra Debasish,Al-Yahyaee Khamis Hamed,Vo Xuan VinhORCID

Publisher

Elsevier BV

Subject

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

Reference116 articles.

1. Oil price shocks and the stock market: evidence from Japan;Abhyankar;Energy J.,2013

2. Natural gas prices and stock prices: evidence from EU-15 countries;Acaravci;Econ. Modell.,2012

3. Oil and the macroeconomy: using wavelets to analyze old issues;Aguiar-Conraria;Empir. Econ.,2011

4. On the interdependence of natural gas and stock markets under structural breaks;Ahmed;Q. Rev. Econ. Finance,2018

5. Correlation in Crude Oil and Natural Gas Markets, Managing Energy Price Risk: the New Challenges and Solutions;Alexander,2004

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