Causality-in-mean and causality-in-variance within the international steam coal market
Monika Papież; Sławomir Śmiech
| Year of publication: |
2013
|
|---|---|
| Authors: | Papież, Monika ; Śmiech, Sławomir |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 594-604
|
| Subject: | Return and volatility linkages | Steam market integration | Cross-correlation | Granger causality | EGARCH | Volatilität | Volatility | Marktintegration | Market integration | Kausalanalyse | Causality analysis | Kohlenmarkt | Coal market | Welt | World | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| 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/10009724628