TY  - JOUR 
AU  - Cadena Silva, Javier Patricio
AU  - Sanz Lara, José Ángel
AU  - Rodríguez Fernández, José Miguel
PY  - 2025
SN  - 1057-5219
UR  - https://uvadoc.uva.es/handle/10324/76983
AB  - Oil shocks have caused economic recessions over the years, affecting various markets, especially the stock market. The objective of this study is to analyze how global oil price index variable and shocks related to supply, economic activity, demand,...
LA  - eng
PB  - Elsevier
KW  - Oil shocks
KW  - Oil price volatility
KW  - VAR-GARCH model
KW  - G7 economies
KW  - Stock market volatility
TI  - Stock market volatility and oil shocks: A study of G7 economies
DO  - 10.1016/j.irfa.2025.104218
ER  -