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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: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa66563 |
| 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 |