Volatility Spillovers During Market Supply Shocks : The Case of Negative Oil Prices
Year of publication: |
[2022]
|
---|---|
Authors: | Corbet, Shaen ; Hou, Greg ; Hu, Yang ; Oxley, Les |
Publisher: |
[S.l.] : SSRN |
Subject: | Ölpreis | Oil price | Volatilität | Volatility | Schock | Shock | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Resources Policy Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2022 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna, (2014)
-
Jiang, Yonghong, (2020)
-
Tian, Shuairu, (2016)
- More ...
-
Any Port in a Storm : Cryptocurrency Safe-Havens during the COVID-19 Pandemic
Corbet, Shaen, (2020)
-
Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic
Corbet, Shaen, (2020)
-
Corbet, Shaen, (2021)
- More ...