Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Qunxing Pan, Yujia Sun
| Year of publication: |
2023
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|---|---|
| Authors: | Pan, Qunxing ; Sun, Yujia |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 2, p. 1-9
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| Subject: | Geopolitical risk | Crude oil futures | Volatility leverage effect | Volatility spillover effect | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Erdöl | Petroleum | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104442 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583950