Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Year of publication: |
2018
|
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Authors: | Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Renewable Energy | Latent Volatility | Granger Causality | Co-volatility Spillovers | Solar | Wind | Water | Nuclear Power |
Series: | Tinbergen Institute Discussion Paper ; TI 2018-052/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1026172160 [GVK] hdl:10419/185571 [Handle] RePEc:tin:wpaper:20180052 [RePEc] |
Classification: | C32 - Time-Series Models ; c58 ; G12 - Asset Pricing ; G15 - International Financial Markets ; Q42 - Alternative Energy Sources |
Source: |
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin, (2018)
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Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
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