Krawiec, Monika; Borkowski, Boleslaw; Shachmurove, Yochanan - 2022
This paper investigates the dynamic correlation and volatility of fuel markets in the Visegrad countries: Hungary, the … interrelationships of Visegrad fuel markets using VAR models and Johansen procedures. Using multivariate dynamic conditional GARCH (DCC … long-term connections between Visegrad gasoline prices The performance of the domestic price is independent of other …