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Analyzing volatility transmission using group transfer entropy
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Energy economics
75
(
2018
),
pp. 368-376
Persistent link: https://www.econbiz.de/10011974349
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The asymmetric return-volatility relationship of commodity prices
Baur, Dirk G.
;
Dimpfl, Thomas
- In:
Energy economics
76
(
2018
),
pp. 378-387
Persistent link: https://www.econbiz.de/10011976677
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