Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
Mehrad Asadi, David Roubaud, Aviral Kumar Tiwari
| Year of publication: |
2022
|
|---|---|
| Authors: | Asadi, Mehrad ; Roubaud, David ; Tiwari, Aviral Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-20
|
| Subject: | Diebold and Yilmaz connectedness | Fossil fuels | stock and currency | Frequency domain connectedness | Volatilität | Volatility | China | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Welt | World | Devisenmarkt | Foreign exchange market | Fossile Energie | Fossil fuel |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.105961 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013283917