Volatility spillovers across petroleum markets
Jozef Baruník, Evžen Kočenda, and Lukáš Vácha
| Year of publication: |
2015
|
|---|---|
| Authors: | Baruník, Jozef ; Kočenda, Evžen ; Vácha, Lukáš |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 36.2015, 3, p. 309-329
|
| Subject: | Volatility spillovers | Asymmetry | Petroleum markets | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403626