Quantile dependence of oil price movements and stock returns

  1. Reboredo, J.C.
  2. Ugolini, A.
Journal:
Energy Economics

ISSN: 0140-9883

Year of publication: 2016

Volume: 54

Pages: 33-49

Type: Article

DOI: 10.1016/J.ENECO.2015.11.015 GOOGLE SCHOLAR