Work

Assessing oil price volatility co-movement with stock market volatility through quantile regression approach

Year: 2023

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2023.103375

Authors: Fang Liu, Muhammad Umair, Junjun Gao

Institutions: Fuyang Normal University, The university of Lakki Marwat, University of Science and Technology of China

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4320080146

FWCI: 82.99

Cites: 65

Cited by: 413

Related to: 10