Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions
Yun Qin, Kairong Hong, Jinyu Chen, Zitao Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Qin, Yun ; Hong, Kairong ; Chen, Jinyu ; Zhang, Zitao |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 90.2020, p. 1-10
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| Subject: | Different market conditions | Energy returns | Energy volatility | Geopolitical risks | Quantile regression | Volatilität | Volatility | Kapitaleinkommen | Capital income | Geopolitik | Geopolitics | Energiewirtschaft | Energy sector | Risiko | Risk | Energieversorgung | Energy supply | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104851 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012517579