Dynamic spillover effects between oil prices and stock markets: New evidence from pre and during COVID-19 outbreak
In this study, we employ both the spillover index of Diebold and Yilmaz [1], and the wavelet coherence approaches to investigate the impacts of return spillovers and dynamic timefrequency linkages between crude oil prices and five developed stock markets in Europe (the United Kingdom, Spain, Italy,...
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| Format: | Article |
| Language: | English |
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AIMS Press
2020-12-01
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| Series: | AIMS Energy |
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| Online Access: | http://awstest.aimspress.com/article/doi/10.3934/energy.2020.5.819?viewType=HTML |