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
Economics, Econometrics and Finance · Energy · #Market Dynamics and Volatility #Energy, Environment, Economic Growth #Global Energy Security and Policy

paper · doi:10.1016/j.eneco.2024.107473

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