The effects of oil price shocks on stock market volatility : evidence from European data
Year of publication: |
2014
|
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Authors: | Degiannakis, Stavros ; Filis, George ; Kizys, Renatas |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 35.2014, 1, p. 35-56
|
Subject: | Conditional Volatility | Realized Volatility | Implied Volatility | Oil Price Shocks | SVAR | Ölpreis | Oil price | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Schock | Shock | EU-Staaten | EU countries | Börsenkurs | Share price | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis |
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