Exogenous shocks and the spillover effects between uncertainty and oil price
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DOI: 10.1016/j.eneco.2015.11.017
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More about this item
Keywords
Oil price; Equity-related uncertainty; Exogenous shocks; Spillover effects; Bivariate EGARCH models;All these keywords.
JEL classification:
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- E60 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - General
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