Connectedness and directional spillovers in energy sectors : international evidence
Year of publication: |
2022
|
---|---|
Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Dwumfour, Richard Adjei ; Mefteh-Wali, Salma |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 22, p. 2554-2569
|
Subject: | LASSO-VAR | spillover analysis TVP-VAR | volatility spillovers | World regional energy markets | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Energiemarkt | Energy market | Welt | World | Energiewirtschaft | Energy sector |
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