A time-varying copula approach to oil and stock market dependence: The case of transition economies

Energy Economics

Volumn 39, Issue , 2013, Pages 208-221

  Aloui, Riadh ^a   Hammoudeh, Shawkat ^b   Nguyen, Duc Khuong ^c  

^a UNIVERSITY OF TUNIS EL MANAR   (Tunisia)

^b DREXEL UNIVERSITY   (United States)

^c IPAG Business School ^*  (France)

Author keywords

Copulas; Oil prices; Stock markets; Transition economies

Indexed keywords

CONDITIONAL DEPENDENCE; COPULAS; CRUDE OIL PRICES; OIL PRICES; POSITIVE DEPENDENCE; STOCK MARKET; TIME-VARYING COPULAS; TRANSITION ECONOMY;

COSTS; CRUDE OIL; ECONOMICS;

COMMERCE;

EMPIRICAL ANALYSIS; FINANCIAL CRISIS; OIL SUPPLY; PRICE DYNAMICS; STOCK MARKET; TRANSITIONAL ECONOMY; BUSINESS CYCLE; CRUDE OIL; MULTIVARIATE ANALYSIS; PRICE DETERMINATION;

HUNGARY; POLAND; SLOVENIA;

EID: 84878931493     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eneco.2013.04.012     Document Type: Article

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