The effect of oil market shocks on the stock markets: Time-varying asymmetric causal relationship for conventional and Islamic stock markets
The causality between stock and oil prices is investigated for both conventional and Islamic stock markets in this study. The data set used in the study is 4338 daily closing prices between the 31st of December 2002 and the 27th of July 2020. Both classical and time-varying forms of Hatemi-J (2012)...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-11-01
|
| Series: | Energy Reports |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484721002754 |