TY - GEN 
AU - Gomez Gonzalez, Jose E.
AU - Hirs Garzón, Jorge
AU - Sanín Restrepo, Sebastián
PY - 2021
SN - 2110-7017
UR - http://hdl.handle.net/10818/48517
AB - We study the relation between oil and stock market returns for a set of seven countries that are important participants in commodity markets. Observed oil prices are decomposed into a supply related factor, a demand related factor and a risk factor....
AB - Estudiamos la relacion entre el petroleo y los rendimientos del mercado de valores para un conjunto de siete paises que son participantes importantes en los mercados de materias primas. Los precios del petroleo observados se descomponen en un factor...
LA - spa
PB - International Economics
KW - Causalidad variable en el tiempo
KW - Precio del petroleo
KW - Rendimientos del mercado de valores
KW - Economias de mercado emergentes
TI - Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality
DO - 10.1016/j.inteco.2020.11.004
ER -