Extant linkages between Shanghai crude oil and US energy futures : insights from spillovers of higher-order moments
Year of publication: |
2024
|
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Authors: | Banerjee, Ameet Kumar ; Dionísio, Andreia Teixeira Marques ; Sensoy, Ahmet ; Goodell, John W. |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107683, p. 1-19
|
Subject: | Energy futures | Mutual information | Risk management | Shanghai international energy exchange | TVP-VAR | Shanghai | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Risikomanagement | Volatilität | Volatility | Welt | World | Ölmarkt | Oil market |
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