A study on the volatility spillovers, long memory effects and interactions between carbon and energy markets: The impacts of extreme weather
Year of publication: |
2013
|
---|---|
Authors: | Liu, Hsiang-Hsi ; Chen, Yi-Chun |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 35.2013, C, p. 840-855
|
Publisher: |
Elsevier |
Subject: | Long memory | FIEC-HYGARCH | Volatility spillover |
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