Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Year of publication: |
2023
|
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Authors: | Pan, Qunxing ; Sun, Yujia |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
|
Subject: | Geopolitical risk | Crude oil futures | Volatility leverage effect | Volatility spillover effect | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model | Erdöl | Petroleum | Welt | World |
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