Journal article 112 views 6 downloads
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Ahmed Bouteska,
Taimur Sharif,
Mohammad Abedin
International Review of Financial Analysis, Start page: 103128
Swansea University Author: Mohammad Abedin
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DOI (Published version): 10.1016/j.irfa.2024.103128
Abstract
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework
Published in: | International Review of Financial Analysis |
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ISSN: | 1057-5219 |
Published: |
Elsevier BV
2024
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Online Access: |
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URI: | https://cronfa.swan.ac.uk/Record/cronfa66563 |
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Keywords: |
Demand; Supply; Risk; Stock returns; Volatility; Extreme conditions; BRICS markets |
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College: |
Faculty of Humanities and Social Sciences |
Start Page: |
103128 |