Intraday volatility spillovers between oil prices and stock sectors
This study examines intraday volatility spillovers between oil prices and sector indices of five oil exporting and nine oil importing countries applying the connectedness approach. The sample comprises 1689 stocks, from which ten sector indices are manually constructed utilising 5-min data covering...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Elsevier
2026-01-01
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| Serie: | International Review of Economics & Finance |
| Soggetti: | |
| Accesso online: | http://www.sciencedirect.com/science/article/pii/S1059056025009724 |
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