Oil and Stock Markets in Ongoing Flux: Impact of Current Events on Oil Price and Stock Market Performance

Data publikacji: 03 lip 2024

Zakres stron: 3320 - 3331

DOI: https://doi.org/10.2478/picbe-2024-0271

Słowa kluczowe

correlation, “black swan” events, GJR-GARCH model, oil price fluctuation, DCC-GARCH model

© 2024 Maria-Cristina Zwak-Cantoriu, published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.