Page
%P
![Loading...](https://link.springer.com/static/c4a417b97a76cc2980e3c25e2271af3129e08bbe/images/pdf-preview/spacer.gif)
-
Article
Oil and equity: too deep into each other
The volatility in oil prices has impact far beyond its own sector. In this paper, after verifying for series stationarity and existence of cointegration, we employ DCC-GARCH multivariate model to capture the v...