Work

Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R connectedness approach

Year: 2024

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2024.107475

Authors: Hailing Li, Xiaoyun Pei, Yimin Yang, Hua Zhang

Institutions: Central South University, Hunan Agricultural University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Ministry of Education of the People's Republic of China, Natural Science Foundation of Hunan Province, Hunan Agricultural University, National Office for Philosophy and Social Sciences

Awards: G1537263413, G1916419629, G2198753259, G2830448834

OpenAlex ID: W4393029478

FWCI: 9.248

Cites: 66

Cited by: 26

Related to: 10