Volatility spillovers in energy markets
Year of publication: |
2019
|
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Authors: | Chuliá, Helena ; Furió, Dolores ; Uribe, Jorge |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 40.2019, 3, p. 173-197
|
Subject: | Spillover effect | Market integration | International benchmark | Forecast error variance decomposition | Spillover-Effekt | Volatilität | Volatility | Dekompositionsverfahren | Decomposition method | Marktintegration | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | VAR-Modell | VAR model |
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