Determinants of the Long-Term Correlation between Crude Oil and Stock Markets
This study employed a dynamic conditional correlation−mixed-data sampling (DCC−MIDAS) approach and panel data analysis to examine the factors that influence the long-term correlation between crude oil and stock markets. Our study shows that there is a positive long-term condition...
| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
MDPI AG
2019-10-01
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| coleção: | Energies |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1996-1073/12/21/4123 |