Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN

Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN

This study points to increase global monetary integration as a result of rising volatility spillovers. As a result, analyzing volatility spillovers for international areas that expand and improve through the usage of inventory returns and oil prices is critical. The EGARCH model is used to explore t...

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Bibliographic Details
Main Authors: Mohammad Benny Alexandri, Supriyanto Supriyanto
Format: Article
Language:English
Published: EconJournals 2022-01-01
Series:International Journal of Energy Economics and Policy
Subjects:
Stock Return
Oil price
Volatility Spillovers
EGARCH Model
Covid-19
Online Access:https://econjournals.com/index.php/ijeep/article/view/11945

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https://econjournals.com/index.php/ijeep/article/view/11945

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