Work

Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

Year: 2017

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/j.iref.2017.03.007

Authors: Rania Jammazi, Román Ferrer, Francisco Jareño, Syed Jawad Hussain Shahzad

Institutions: IPAG Business School, Universitat de València, University of Castilla-La Mancha, Universiti Malaysia Terengganu, COMSATS University Islamabad, MBS School of Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fundación Ramón Areces

OpenAlex ID: W2592656446

FWCI: 23.14

Cites: 82

Cited by: 119

Related to: 10