Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai
<p>In this paper, we investigate the dynamic linkages between prices on the oil spot, oil futures, and energy stock markets in Dubai between June 29, 2010 and November 2, 2018. We apply a class of multivariate GARCH model to analyze this relationship. We also consider the corresponding markets...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2019-11-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/8705 |