Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?

By Rania Jammazi, R. Ferrer, Francisco Jareño, Syed Jawad Hussain Shahzad. 2017

128 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/5f6bd4b2c763981ea4ddaee4eb4d2f9171e229fd

How researchers see this paper

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In Economics and Econometrics

1. Stavros Degiannakis *
2. George Filis
3. Vipin Arora
4. D. Broadstock
5. Ioannis Chatziantoniou
6. Perry Sadorsky
7. Nikolaos Antonakakis
8. R. Brooks

Citations in the corpus

• Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018, background): “Jammazi et al. (2017) also report bidi - rectional causality between oil and stock markets, which tend to intensify during period of economic turbulence.”