Volatility spillovers for energy prices : a diagonal BEKK approach
Mehdi Zolfaghari, Hamed Ghoddusi, Fatemeh Faghihian
| Year of publication: |
2020
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|---|---|
| Authors: | Zolfaghari, Mehdi ; Ghoddusi, Hamed ; Faghihian, Fatemeh |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 92.2020, p. 1-17
|
| Subject: | Stock market | Exchange rate | Diagonal BEKK model | Energy Price | Volatilität | Volatility | Energiemarkt | Energy market | Wechselkurs | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104965 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012520093