Volatility spillovers across petroleum markets
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 |
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