Open AccessVOLATILITY SPILLOVERS BETWEEN OIL PRICES AND STOCK RETURNS IN DEVELOPING COUNTRIES
Author(s) -
Khairulla Massadikov
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11117
Subject(s) - volatility (finance) , economics , stock (firearms) , autoregressive conditional heteroskedasticity , financial economics , oil price , emerging markets , volatility swap , volatility smile , monetary economics , implied volatility , econometrics , finance , mechanical engineering , engineering