articleResources PolicyFeb 10, 2023Closed access

Assessing oil price volatility co-movement with stock market volatility through quantile regression approach

FLFang LiuMUMuhammad UmairJGJunjun Gao

Fuyang Normal University · University of Management and Technology · +1 more institution

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Abstract

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Citation impact

407
total citations
FWCI
225.52
Percentile
100%
References
71
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Quantile regression
  • Volatility (finance)
  • Economics
  • Econometrics
  • Quantile
  • Financial economics
  • Stock (firearms)
  • Volatility swap
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