Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis

Rabeh Khalfaoui (r.kalfaoui@gmail.com), M. Boutahar and H. Boubaker
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Rabeh Khalfaoui: ICN Business School
M. Boutahar: IML - Institut de mathématiques de Luminy - Université de la Méditerranée - Aix-Marseille 2 - CNRS - Centre National de la Recherche Scientifique
H. Boubaker: Université Ibn Zohr = Ibn Zohr University [Agadir]

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Date: 2015-05
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Published in Energy Economics, 2015, 49, pp.540-549. ⟨10.1016/j.eneco.2015.03.023⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03797593

DOI: 10.1016/j.eneco.2015.03.023

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