Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( <scp>E7</scp> + 1): New evidence from cross‐quantilogram approach-Reference-Cited by-同舟云学术

Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries ( E7 + 1): New evidence from cross‐quantilogram approach

Published:2022-10-18 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J Fin Econ

Author:

Tiwari Aviral Kumar¹^ORCID,Shahbaz Muhammad²^ORCID,Khalfaoui Rabeh³^ORCID,Ahmed Rizwan⁴^ORCID,Hammoudeh Shawkat⁵

Affiliation:

1. Rajagiri Business School Kochi India

2. Center for Energy and Environmental Policy Research Beijing Institute of Technology Beijing China

3. ICN Business School, CEREFIGE, Université de Lorraine Paris France

4. Kent Business School University of Kent Canterbury UK

5. Lebow College of Business Drexel University Philadelphia USA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2706

Reference46 articles.

1. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis

2. The relationship between oil prices and exchange rates: Revisiting theory and evidence

3. Directional predictability and time-varying spillovers between stock markets and economic cycles

4. Granger predictability of oil prices after the Great Recession

5. The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters

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