Dynamic volatility among fossil energy, clean energy and major assets : evidence from the novel DCC-GARCH
Year of publication: |
2024
|
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Authors: | Ozkan, Oktay ; Abosedra, Salah ; Arshian Sharif ; Alola, Andrew Adewale |
Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 57.2024, 3, Art.-No. 98, p. 1-19
|
Subject: | DCC-GARCH | Dynamic volatility connectedness | Energy assets | Financial assets | Gold | Standard and Poor's 500 | Volatilität | Volatility | Fossile Energie | Fossil fuel | Welt | World |
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