Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
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DOI: 10.1016/j.enpol.2019.110931
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- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers 15-48, Eastern Mediterranean University, Department of Economics.
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More about this item
Keywords
Stock returns; Oil prices; Quantile regression; Emerging markets;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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