Determinants of the Long-Term Correlation between Crude Oil and Stock Markets
This study employed a dynamic conditional correlation−mixed-data sampling (DCC−MIDAS) approach and panel data analysis to examine the factors that influence the long-term correlation between crude oil and stock markets. Our study shows that there is a positive long-term condition...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2019-10-01
|
| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/12/21/4123 |