Dependence structure between energy uncertainty index and airlines stocks returns and volatility: A short communication
This study evaluates the performance of interlinks between energy uncertainty index and airlines stock returns and volatility by applying the wavelet coherence analytical methodology. For stock returns, American Airlines exhibits notable lead-lag effects, while Air China and Air France show varied p...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
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| Series: | Transport Economics and Management |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2949899624000248 |
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