Modelling volatility and correlations between energy price markets and SRI stock markets
Ching-Chun Wei
| Year of publication: |
2017
|
|---|---|
| Authors: | Wei, Ching Chun |
| Published in: |
International journal of economics and business research. - Olney, Bucks. : Inderscience, ISSN 1756-9850, ZDB-ID 2481914-1. - Vol. 13.2017, 2, p. 155-181
|
| Subject: | spillover transmissions | energy markets | socially responsible investment | SRI | multivariate GARCH | Volatilität | Volatility | Energiemarkt | Energy market | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Nachhaltige Kapitalanlage | Sustainable investment | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Korrelation | Correlation | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714383