Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach
This study delves into the effects of crude oil and gas prices on the United States’ (US) conventional, Islamic, and environmental, social, and governance (ESG) stock indices from January 2013 to December 2022. Decomposing original time series data to minimise inherent fluctuations and using the Qu...
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| Main Authors: | Ahmad Monir Abdullah, Aini Aman |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2024-05-01
|
| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://www.econjournals.com.tr/index.php/ijeep/article/view/15645 |
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