Skip to content
Independent research & intelligence
OPEN VARIABLE

Evidence-First Signal Intelligence

Menu

Research literature / Preprint / posted paper

Dynamic Connectedness of Oil Market Shocks, Global Risk Factors and ASEAN Financial Markets: QVAR and Partial Wavelet Coherence Approaches

Mohammad Enamul Hoque; MD AKTHER UDDIN; Faik Bilgili; Lain-Tze Tee; Mohammad Sahabuddin

Published
Publisher
Elsevier BV
Research area
Capital & markets
Source type
Preprint / posted paper
DOI
10.2139/ssrn.6732294

Read the original source ↗

This is a preprint or other posted paper. Check the original source for its review and publication status.

The original publisher provides the full text and its access options.

Cite this source

Mohammad Enamul Hoque; MD AKTHER UDDIN; Faik Bilgili; Lain-Tze Tee; Mohammad Sahabuddin. Dynamic Connectedness of Oil Market Shocks, Global Risk Factors and ASEAN Financial Markets: QVAR and Partial Wavelet Coherence Approaches. Elsevier BV. 2026. https://doi.org/10.2139/ssrn.6732294

Download RIS