Multi-scale features of interdependence between oil prices and stock prices

DOI10.1007/S10690-022-09385-5MaRDI QIDQ6131006zbMATH OpenOpenAlexFDO

Authors Ngo Thai Hung, Xuan Vinh Vo

Publication date 3 April 2024

Published in Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10690-022-09385-5

zbMATH Keywords

waveletoil priceshedge ratioDCC-GARCHAfrica stock markets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Financial markets (91G15)

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Cites work

• Spillover effect and Granger causality investigation between China's stock market and international oil market: a dynamic multiscale approach

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