Feedback spillover dynamics of crude oil and global assets indicators : a system-wide network perspective
Vipul Kumar Singh, Pawan Kumar, Shreyank Nishant
| Year of publication: |
2019
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 321-335
|
| Subject: | Bonds | Commodity | Connectedness | Crude oil | Currency | Equity | Generalized error variance decomposition | Network | Spillover | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Welt | World | Ölpreis | Oil price | Dekompositionsverfahren | Decomposition method | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173624