Volatility Spillovers and Conditional Correlations between Oil, Renewables and Stock Markets : A Multivariate Garch-in-Mean Analysis
Year of publication: |
2022
|
---|---|
Authors: | Moffatt, Peter G. ; Wang, Wenxue ; Zhang, Zheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölpreis | Oil price | Aktienmarkt | Stock market | Börsenkurs | Share price | Korrelation | Correlation | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
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