Dynamic volatility transfer in the European oil and gas industry
Year of publication: |
2023
|
---|---|
Authors: | Huszár, Zsuzsa R. ; Kotró, Balázs B. ; Tan, Ruth Seow-kuan |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 1, p. 1-17
|
Subject: | Connectedness | Energy markets | Europe | Oil and natural gas | Volatility spillover | Volatilität | Volatility | Gaswirtschaft | Gas industry | Erdölindustrie | Oil industry | Europa | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | EU-Staaten | EU countries | Erdgas | Natural gas | Erdgasvorkommen | Natural gas resources |
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