Asymmetric volatility spillover between crude oil and other asset markets
Bo Guan, Khelifa Mazouz, Yongdeng Xu
| Year of publication: |
2024
|
|---|---|
| Authors: | Guan, Bo ; Mazouz, Khelifa ; Xu, Yongdeng |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 130.2024, Art.-No. 107305, p. 1-13
|
| Subject: | Asymmetric volatility spillovers | Global asset markets | Multiplicative Error Model (MEM) | Spillover balance index | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Schätzung | Estimation | Welt | World | Theorie | Theory | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107305 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014559169