Volatility connectedness and its determinants of global energy stock markets
Qichang Xie, Chao Luo, Xiaoping Cong, Xu Wang
| Year of publication: |
2024
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|---|---|
| Authors: | Xie, Qichang ; Luo, Chao ; Cong, Xiaoping ; Wang, Xu |
| Published in: |
Economic systems. - Amsterdam : Elsevier, ZDB-ID 1459021-9. - Vol. 48.2024, 2, Art.-No. 101193, p. 1-23
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| Subject: | COVID-19 pandemic | High-dimensional network | Oil price uncertainty | Semiparametric function coefficient model | Volatility spillover | Volatilität | Volatility | Coronavirus | Welt | World | Ölpreis | Oil price | Nichtparametrisches Verfahren | Nonparametric statistics | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Epidemie | Epidemic | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Regressionsanalyse | Regression analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2024.101193 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014584867