An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Ching-Chun Wei and Chung-Hsuan Chen
| Year of publication: |
2014
|
|---|---|
| Authors: | Wei, Ching Chun ; Chen, Chung-Hsuan |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 6, p. 663-674
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| Subject: | Oil spot and futures | Exchange rate | Stock index market | Multivariate GARCH-BEKK | Volatilität | Volatility | Ölpreis | Oil price | USA | United States | Aktienindex | Stock index | Wechselkurs | Spillover-Effekt | Spillover effect | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010520049