Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach

被引：0
|
作者：
Caporale, Guglielmo Maria [1 ]
Çatık, Abdurrahman Nazif [2 ]
Huyuguzel Kısla, NGul Serife [2 ]
Helmi, NMohamed Husam [3 ]
Akdeniz, NCoskun [4 ]
机构：
[1] Department of Economics and Finance, Brunel University London, Uxbridge, UB8 3PH, United Kingdom
[2] Department of Economics, Ege University, Turkey
[3] Rabdan Academy, United Arab Emirates and Durham Business School, University of Durham, Abu Dhabi, United Arab Emirates
[4] Department of Economics, Tekirdağ Namık Kemal University, Turkey
来源：
Resources Policy | 2022年 / 79卷
关键词：
Compilation and indexing terms; Copyright 2024 Elsevier Inc;
D O I：
103044
中图分类号：
学科分类号：
摘要：
Energy sector - Exchange rates - Linear modeling - Oil Prices - Sectoral stock return - State-space models - Stock returns - Structural break - Time varying - Time varying parameter
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