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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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Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention).
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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 |
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Elsevier BV
2024
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URI: | https://cronfa.swan.ac.uk/Record/cronfa66563 |
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v2 66563 2024-06-01 Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework 4ed8c020eae0c9bec4f5d9495d86d415 Mohammad Abedin Mohammad Abedin true false 2024-06-01 CBAE Journal Article International Review of Financial Analysis 0 103128 Elsevier BV 1057-5219 Demand; Supply; Risk; Stock returns; Volatility; Extreme conditions; BRICS markets 18 2 2024 2024-02-18 10.1016/j.irfa.2024.103128 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2024-07-03T15:38:37.4284218 2024-06-01T20:50:20.8965455 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Ahmed Bouteska 1 Taimur Sharif 2 Mohammad Abedin 3 66563__30803__bf327d43df2a4d2e8d5b3ea1ebc9b802.pdf 66563.AAM.pdf 2024-07-03T15:35:40.3725533 Output 1027117 application/pdf Accepted Manuscript true Author accepted manuscript document released under the terms of a Creative Commons CC-BY licence using the Swansea University Research Publications Policy (rights retention). true eng https://creativecommons.org/licenses/by/4.0/deed.en |
title |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
spellingShingle |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework Mohammad Abedin |
title_short |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
title_full |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
title_fullStr |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
title_full_unstemmed |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
title_sort |
Does stock return affect decomposed energy shocks differently? Evidence from a time frequency quantile-based framework |
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4ed8c020eae0c9bec4f5d9495d86d415 |
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4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin |
author |
Mohammad Abedin |
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Ahmed Bouteska Taimur Sharif Mohammad Abedin |
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International Review of Financial Analysis |
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103128 |
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2024 |
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Swansea University |
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1057-5219 |
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10.1016/j.irfa.2024.103128 |
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Elsevier BV |
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Faculty of Humanities and Social Sciences |
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2024-02-18T15:38:36Z |
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