Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries

Author:

Benlagha Noureddine,Karim Sitara,Naeem Muhammad Abubakr,Lucey Brian M.,Vigne Samuel A.

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference49 articles.

1. World Pandemic Uncertainty Index [WUPI], Retrieved from FRED;Ahir,2021

2. Information transmission in regional energy stock markets;Alawi;Environ. Sci. Pollut. Res.,2022

3. Does the US economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies;Albulescu;Energy Econ.,2019

4. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

5. Do institutional affiliation affect the renewable energy-growth nexus in the sub-Saharan Africa: evidence from a multi-quantitative approach;Appiah;Renew. Energy,2022

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