Dynamic spillovers between crude oil price and gold price : empirical evidence
Naliniprava Tripathy, Shekhar Mishra
| Year of publication: |
2023
|
|---|---|
| Authors: | Tripathy, Nalini Prava ; Mishra, Shekhar |
| Published in: |
International journal of business and economics. - Taichung : Feng Chia University, ISSN 1607-0704, ZDB-ID 2573186-5. - Vol. 22.2023, 1, p. 1-17
|
| Subject: | Oil Price | Gold | GARCH | Hedge Ratio | Diversification | Ölpreis | Oil price | Volatilität | Volatility | Schätzung | Estimation | Hedging | ARCH-Modell | ARCH model | Welt | World | Spillover-Effekt | Spillover effect | Goldpreis | Gold price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014383601