Time-Frequency Volatility Transmission Among Energy Commodities and Financial Markets during the COVID-19 Pandemic : A Novel TVP-VAR Frequency Connectedness Approach
Year of publication: |
2022
|
---|---|
Authors: | Huang, Jionghao ; Chen, Baifan ; Xu, Yushi ; Xia, Xiaohua |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Coronavirus | Welt | World | Epidemie | Epidemic |
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