Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality

Jose Eduardo Gomez Gonzalez; Jorge Hirs Garzón; Sebastian Sanin Restrepo

doi:10.1016/j.inteco.2020.11.004

Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality

Jose Eduardo Gomez Gonzalez (Correspondent Author)
, Jorge Hirs Garzón (First Author)
, Sebastian Sanin Restrepo (Second Author)

Universidad del Valle
banco de la repúblic

Research output: Contribution to journal › Article › peer-review

22 Scopus citations

Translated title of the contribution	Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
Original language	Undefined/Unknown
Pages (from-to)	37-50
Number of pages	13
Journal	International Economics
DOIs	https://doi.org/10.1016/j.inteco.2020.11.004
State	Published - 14 Jan 2021

Article Classification

Full research article

Indexación Internacional (Artículo)

SCOPUS

Scopus-Q Quartil

Q1

ISI- Q Quartil

Ninguno

Categoría Publindex

Ninguno

Access to Document

10.1016/j.inteco.2020.11.004License: CC BY-ND

https://www.sciencedirect.com/science/article/pii/s2110701720302833License: CC BY-ND

Cite this

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title = "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality",

author = "\{Gomez Gonzalez\}, \{Jose Eduardo\} and \{Hirs Garz{\'o}n\}, Jorge and \{Sanin Restrepo\}, Sebastian",

year = "2021",

month = jan,

day = "14",

doi = "10.1016/j.inteco.2020.11.004",

language = "Indefinido/desconocido",

pages = "37--50",

journal = "International Economics",

issn = "2110-7017",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality

AU - Gomez Gonzalez, Jose Eduardo

AU - Hirs Garzón, Jorge

AU - Sanin Restrepo, Sebastian

PY - 2021/1/14

Y1 - 2021/1/14

U2 - 10.1016/j.inteco.2020.11.004

DO - 10.1016/j.inteco.2020.11.004

M3 - Artículo

SN - 2110-7017

SP - 37

EP - 50

JO - International Economics

JF - International Economics

ER -