Volatility spillovers between crude oil prices and new energy stock price in China
Year of publication: |
2018
|
---|---|
Authors: | Chen, Yufeng ; Li, Wenqi ; Jin, Xi |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 2, p. 43-62
|
Subject: | oil price | new energy stock | volatility | multivariate GARCH | VAR | Ölpreis | Oil price | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | China | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World |
-
An analysis of price and volatility transmission in butter, palm oil and crude oil markets
Bergmann, Dennis, (2016)
-
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin, (2013)
-
Shock and volatility spillovers between oil prices and Turkish sector returns
Gencer, Hatice Gaye, (2014)
- More ...
-
Volatility spillover and dynamic correlation between the carbon market and energy markets
Chen, Yufeng, (2019)
-
Yu, Chuanjiang, (2021)
-
Hou, Xuanfang, (2018)
- More ...