𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

✍ Scribed by Perry Sadorsky

Book ID
113601154
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
528 KB
Volume
34
Category
Article
ISSN
0140-9883

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Co-movements between US and UK stock pri
Co-movements between US and UK stock prices: the role of time-varying conditional correlations
✍ Nektarios Aslanidis; Denise R. Osborn; Marianne Sensier πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 159 KB

## Abstract We provide evidence on the nature of co‐movement in monthly US and UK stock returns by investigating time‐varying correlations in returns since 1980. There is a marked increase in correlations between these markets around 2000, which we attribute to globalization and model with a time‐v