Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Published 2021 View Full Article
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Title
Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach
Authors
Keywords
Oil market, Stock market, Tail risk, Quantiles, Spillover effects
Journal
RESOURCES POLICY
Volume 74, Issue -, Pages 102381
Publisher
Elsevier BV
Online
2021-10-01
DOI
10.1016/j.resourpol.2021.102381
References
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