Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility
Year of publication: |
2021
|
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Authors: | Ding, Qian ; Huang, Jianbai ; Chen, Jinyu |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 102.2021, p. 1-14
|
Subject: | Crude oil | Foreign exchange markets | Gold | Implied volatility | Risk spillovers | Time frequency | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Welt | World | Wechselkurs | Exchange rate | Erdöl | Petroleum |
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