Multivariate analysis of energy commodities during the COVID-19 pandemic: Evidence from a mixed-frequency approach
Year of publication: |
2021
|
---|---|
Authors: | Andreani, Mila ; Candila, Vincenzo ; Morelli, Giacomo ; Petrella, Lea |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 9.2021, 8, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | conditional covariance matrix | COVID-19 | mixed-data sampling | volatility |
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