Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU

2024/03/16 by Jin Shang, Shigeyuki Hamori · 35 citations
Economics, Econometrics and Finance · Energy · #Crude oil #Econometrics #Economics #Energy, Environment, Economic Growth #Finance #Financial crisis #Financial economics #Financial market #Global Energy Security and Policy #Macroeconomics #Market Dynamics and Volatility #Quantile #Social connectedness

paper · doi:10.1016/j.eneco.2024.107473

published in Energy Economics 132, 107473 (Elsevier BV)

openalex publication_date 2024/03/16 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Citations

• THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
• Stock Market Volatility and Macroeconomic Fundamentals
• Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Cited by

• Extreme time-frequency connectedness between energy sector markets and financial markets