Contagion, volatility persistence and volatility spill-overs : the case of energy markets during the European financial crisis
Kostas Andriosopoulos, Emilios Galariotis, Spyros Spyrou
| Year of publication: |
August 2017
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|---|---|
| Authors: | Andriosopoulos, Kostas ; Galariotis, Emilios ; Spyrou, Spyros I. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 217-227
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| Subject: | Energy markets | Contagion | Volatility spill-overs | European crisis | Volatilität | Volatility | Energiemarkt | Energy market | Finanzkrise | Financial crisis | EU-Staaten | EU countries | Ansteckungseffekt | Contagion effect | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.06.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896453