Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Year of publication: |
2022
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Authors: | Mensi, Walid ; Yousaf, Imran ; Vo Xuan Vinh ; Kang, Sang Hoon |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 76.2022, p. 1-24
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Subject: | Crises | Crude oil | European equity sectors | Gold | Spillovers | Spillover-Effekt | Spillover effect | Erdöl | Petroleum | Welt | World | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Erdölindustrie | Oil industry | Ölmarkt | Oil market | Volatilität | Volatility |
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