Commodity markets volatility transmission : roles of risk perceptions and uncertainty in financial markets
Year of publication: |
September 2016
|
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Authors: | Gozgor, Giray ; Lau, Chi Keung ; Bilgin, Mehmet Huseyin |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 44.2016, p. 35-45
|
Subject: | Uncertainty | Risk perceptions | The VIX | Volatility spillover | Financial markets | Futures markets | Commodity markets | Crude oil markets | Volatilität | Volatility | Risiko | Risk | Rohstoffderivat | Commodity derivative | Finanzmarkt | Financial market | Rohstoffmarkt | Commodity market | Ölpreis | Oil price | Spillover-Effekt | Spillover effect | Welt | World | Schätzung | Estimation | Börsenkurs | Share price |
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