Identifying influential energy stocks based on spillover network
Ze Wang, Xiangyun Gao, Haizhong An, Renwu Tang, Qingru Sun
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Ze ; Gao, Xiangyun ; An, Haizhong ; Tang, Renwu ; Sun, Qingru |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 68.2020, p. 1-12
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| Subject: | Energy stock | Influential stock | Complex network | Volatility spillover | BEKK-GARCH model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Energiewirtschaft | Energy sector | Börsenkurs | Share price | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012301082