A time-varying copula approach to oil and stock market dependence: The case of transition economies-Reference-Cited by-同舟云学术

A time-varying copula approach to oil and stock market dependence: The case of transition economies

Published:2013-09 Issue: Volume:39 Page:208-221
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Aloui Riadh,Hammoudeh Shawkat,Nguyen Duc Khuong

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference72 articles.

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4. Do structural oil–market shocks affect stock prices?;Apergis;Energy Econ.,2009

5. Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade;Arouri;Energy Policy,2010

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