TY - GEN 
AU - Gomez Gonzalez, Jose E
AU - Hirs Garzon, Jorge
AU - Gambo Arbelaez, Juliana
PY - 2020
SN - 1062-9408
UR - http://hdl.handle.net/10818/48429
AB - We study the relation between the BRENT and seventeen stock market indexes of important oil-dependent economies. We focus on connectedness between these markets and characterize the dynamics of transmission and reception. We use LASSO methods to...
AB - Estudiamos la relacion entre el BRENT y diecisiete indices bursatiles de importantes economias dependientes del petroleo. Nos enfocamos en la conexion entre estos mercados y caracterizamos la dinamica de transmision y recepcion. Usamos metodos LASSO...
LA - eng
PB - North American Journal opf Economics and Finance
KW - Causalidad variable en el tiempo
KW - Nexo petroleo-mercado de valores
KW - Metodos LASSO
TI - Dynamic relations between oil and stock market returns: A multi-country study
DO - 10.1016/j.najef.2019.101082
ER -