Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach
Year of publication: |
2022
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Authors: | Chatziantoniou, Ioannis ; Floros, Christos ; Gabauer, David |
Published in: |
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment. - Cham : Springer International Publishing, ISBN 978-3-030-92957-2. - 2022, p. 145-168
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Subject: | COVID-19 | Crude oil | G7 stock markets | Trade wars | TVP-VAR extended joint connectedness | Volatility contagion | Volatilität | Volatility | Coronavirus | Aktienmarkt | Stock market | Welt | World | Ölpreis | Oil price | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Preiskonvergenz | Price convergence |
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