The impact of crude oil prices on financial market indicators: copula approach

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• 作者：Derya Ezgi Kayalar^a ; ^{deryaezgi.kayalar@tcmb.gov.tr} ; C. Coşkun K&uuml ; ç ; &uuml ; kö ; zmen^b ; ^{coskun.kucukozmen@ieu.edu.tr} ; A. Sevtap Selcuk-Kestel^c ; ^{skestel@metu.edu.tr}
• 关键词：G1 ; G01 ; G12 ; G15 ; N50 ; N70 ; O50
• 刊名：Energy Economics
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：61
• 期：Complete
• 页码：162-173
• 全文大小：585 K
• 卷排序：61

文摘

Modeling the pattern of crude oil prices and its interaction with market indices and foreign exchange rates. Comparison of market behavior of oil dependent and exporter countries with respect to oil price fluctuations. Comparison of developed and emerging economies’ financial market behavior against oil price changes. Comparison of conventional dependence and copula measures under different distribution assumptions.