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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

Published in: International Review of Financial Analysis
ISSN: 1057-5219
Published: Elsevier BV 2024
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URI: https://cronfa.swan.ac.uk/Record/cronfa66563
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spelling 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
author_id_str_mv 4ed8c020eae0c9bec4f5d9495d86d415
author_id_fullname_str_mv 4ed8c020eae0c9bec4f5d9495d86d415_***_Mohammad Abedin
author Mohammad Abedin
author2 Ahmed Bouteska
Taimur Sharif
Mohammad Abedin
format Journal article
container_title International Review of Financial Analysis
container_volume 0
container_start_page 103128
publishDate 2024
institution Swansea University
issn 1057-5219
doi_str_mv 10.1016/j.irfa.2024.103128
publisher Elsevier BV
college_str Faculty of Humanities and Social Sciences
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hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2024-02-18T15:38:36Z
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