The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Year of publication: |
2022
|
---|---|
Authors: | Bagheri, Ehsan ; Ebrahimi, Seyed Babak ; Mohammadi, Arman ; Miri, Mahsa ; Bekiros, Stelios |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 1087-1111
|
Subject: | Frequency connectedness | Financial markets | Energy futures markets | Financial econometrics | Finanzmarkt | Financial market | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Energiemarkt | Energy market | Internationaler Finanzmarkt | International financial market | Welt | World |
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