Dynamic and directional network connectedness of crude oil and currencies : evidence from implied volatility
Vipul Kumar Singh, Shreyank Nishant, Pawan Kumar
| Year of publication: |
October 2018
|
|---|---|
| Authors: | Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 76.2018, p. 48-63
|
| Subject: | Connectedness | Crude oil | Currency | Implied volatility | Network | Spillover | Volatilität | Volatility | Erdöl | Petroleum | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Wechselkurs | Exchange rate | 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.2018.09.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011976582