Alexandru Cramer

Bucharest University of Economic Studies

Tache Ionescu street, no. 11, sector 1

Bucharest

Romania

  • Bucharest University of Economic Studies

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The Link between Energy Prices and Stock Markets in European Union Countries

Number of pages: 22 Posted: 16 Oct 2024
Robert Grecu, Alexandru Cramer, Daniel Traian Pele and Stefan Lessmann
Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies and School of Business and Economics, Humboldt-University of Berlin
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Abstract:

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energy market, capital market, DCC-GARCH, TVP-VAR