Nexus between energy price shocks and the G7 financial development
In this empirical study, we aim at exploring the causality and the dependence between energy price shocks and the G7 financial development (proxied by the stock market). The causality and contagion effects are examined using the Granger causality-based vector autoregression, and the dependence struc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-11-01
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| Series: | Energy Reports |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484722014998 |