Work

On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.07.027

Authors: Mehmet Balcilar, Shawkat Hammoudeh, Elif Akay Toparli

Institutions: Eastern Mediterranean University, MBS School of Business, University of Pretoria, Drexel University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2883114138

FWCI: 5.802

Cites: 64

Cited by: 50

Related to: 10