TY  - JOUR
AU  - Sajjadur Rahman and Apostolos Serletis
PY  - 2019///
TI  - Oil Prices and the Stock Markets: Evidence from High Frequency Data
JO  - The Energy Journal
VL  - Volume 40
DO  - 10.5547/01956574.40.SI2.srah
IS  - SI
SP  - 101
EP  - 130
KW  - Oil price shocks
KW  - Heteroscedasticity
KW  - VAR model
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3231