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subject:"Volatility"
~isPartOf:"Energy economics"
~person:"Lau, Chi Keung"
~person:"Singh, Vipul Kumar"
~subject:"Asymmetric effects"
~subject:"United Kingdom"
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Volatility
Asymmetric effects
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Estimation
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Australia
2
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Elektrizitätswirtschaft
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Lau, Chi Keung
Singh, Vipul Kumar
Ma, Feng
6
Bouri, Elie
5
Tiwari, Aviral Kumar
4
Yoon, Seong-min
4
Dutta, Anupam
3
Wang, Yudong
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Lee, Chien-chiang
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Maghyereh, Aktham I.
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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ECONIS (ZBW)
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1
Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Kumar, Pawan
;
Singh, Vipul Kumar
- In:
Energy economics
116
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013542126
Saved in:
2
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
Saved in:
3
Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Singh, Vipul Kumar
;
Nishant, Shreyank
;
Kumar, Pawan
- In:
Energy economics
76
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011976582
Saved in:
4
Good volatility, bad volatility : what drives the asymmetric connectedness of Australian electricity markets?
Apergēs, Nikolaos
;
Baruník, Jozef
;
Lau, Chi Keung
- In:
Energy economics
66
(
2017
),
pp. 108-115
Persistent link: https://www.econbiz.de/10011896435
Saved in:
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