Copy For Citation
Khurshid M., KIRKULAK ULUDAĞ B.
INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT, vol.15, no.5, pp.933-948, 2021 (ESCI)
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Publication Type:
Article / Article
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Volume:
15
Issue:
5
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Publication Date:
2021
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Doi Number:
10.1108/ijesm-02-2020-0014
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Journal Name:
INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT
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Journal Indexes:
Emerging Sources Citation Index (ESCI), Scopus, ABI/INFORM, Compendex, INSPEC
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Page Numbers:
pp.933-948
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Keywords:
Granger causality test, Oil prices, Volatility spillover, Hedge ratio, Emerging seven, VAR-GARCH approach, VAR-GARCH model
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Dokuz Eylül University Affiliated:
Yes
Abstract
Purpose - This study aims to examine the volatility spillover effects between oil and stock returns in the emerging seven economies.