Risk spillovers between oil and stock markets: A VAR for VaR analysis-Reference-Cited by-同舟云学术

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Risk spillovers between oil and stock markets: A VAR for VaR analysis

Published:2019-05 Issue: Volume:80 Page:524-535
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Wen Danyan,Wang Gang-Jin,Ma Chaoqun,Wang Yudong

Funder

National Natural Science Foundation of China

Henan Provincial Natural Science Foundation

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference74 articles.

1. Oil volatility, oil and gas firms and portfolio diversification;Antonakakis;Energy Econ.,2018

2. Volatility spillovers between oil prices and stock sector returns: implications for portfolio management;Arouri;J. Int. Money Financ.,2011

3. Asymmetric impact of oil price on Islamic sectoral stocks;Badeeb;Energy Econ.,2018

4. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors;Barber;Rev. Financ. Stud.,2008

5. Systematic noise;Barber;J. Financ. Mark.,2009

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