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	Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
	Khalfaoui, Rabeh; Sarwar, Suleman; Tiwari, Aviral Kumar
刊名	RESOURCES POLICY
	2019
卷号	62页码:22-32
关键词	Volatility spillover Oil market Stock markets Oil-importing and oil-exporting countries Portfolio and hedging implications Symmetric and asymmetric DCC-GARCH models
DOI	10.1016/j.resourpol.2019.03.004
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4541415
专题	山东大学
作者单位	1.Shaqra Univ, Coll Sci & Humanities, Shaqraa, Saudi Arabia. 2.Aix Marseille Univ, Inst Math Marseille I2M, Stat
推荐引用方式 GB/T 7714	Khalfaoui, Rabeh,Sarwar, Suleman,Tiwari, Aviral Kumar. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management[J]. RESOURCES POLICY,2019,62:22-32.
APA	Khalfaoui, Rabeh,Sarwar, Suleman,&Tiwari, Aviral Kumar.(2019).Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management.RESOURCES POLICY,62,22-32.
MLA	Khalfaoui, Rabeh,et al."Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management".RESOURCES POLICY 62(2019):22-32.

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