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Oil shocks and volatility jumps |
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| Authors: | Gkillas Konstantinos Gupta Rangan Wohar Mark E |
| Institution: | 1.Department of Business Administration, University of Patras, University Campus, Rio, P.O. Box 1391, 26500, Patras, Greece ;2.Department of Economics, University of Pretoria, Pretoria, 0002, South Africa ;3.College of Business Administration, University of Nebraska at Omaha, 6708 Pine Street, Omaha, NE, 68182, USA ;4.School of Business and Economics, Loughborough University, Loughborough, Leicestershire, LE11 3TU, UK ; |
| Abstract: | Review of Quantitative Finance and Accounting - In this paper, we analyse the role of oil price shocks, derived from expectations of consumers, economists, financial market, and policymakers, in... |
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