Asymmetric volatility spillover between oil-importing and oil-exporting countries' economic policy uncertainty and China's energy sector
Feng He, Feng Ma, Ziwei Wang, Bohan Yang
| Year of publication: |
2021
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|---|---|
| Authors: | He, Feng ; Ma, Feng ; Wang, Ziwei ; Yang, Bohan |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 75.2021, p. 1-12
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| Subject: | Asymmetric spillover | EPU | Oil-exporting country | Oil-importing country | TVP-FAVAR | Spillover-Effekt | Spillover effect | China | Volatilität | Volatility | OPEC-Staaten | OPEC countries | Wirtschaftspolitik | Economic policy | Energiewirtschaft | Energy sector | Ölpreis | Oil price | Energiepolitik | Energy policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101739 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804048