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Keywords: Structural breaks
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2026) 43 (4): 1136–1169.
Published: 10 March 2026
.../methodology/approach The study used a novel integration of DCC-GARCH, GO-GARCH, aDCC-GARCH and EGARCH-DCC to build hedging strategies. Meanwhile, analysis of structural breaks shows that the different global crises have altered the linkages in the oil–stock nexus. Findings Outcomes revealed that GO-GARCH...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (2): 291–310.
Published: 19 June 2019
... returns Structural breaks C22 G12 Q43 The price of oil is considered an important risk factor for stock markets. The study of the oil-stock market relationship is particularly interesting and has attracted many researchers for decades. These studies have reached mixed results. One...
