Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis

Author:

Belhassine Olfa,Karamti Chiraz

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference67 articles.

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4. Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest;Antonakakis;Int. Rev. Financ. Anal.,2017

5. Measuring the frequency dynamics of financial connectedness and systemic risk;Barunı;J. Financ. Econ.,2018

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