Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets : evidence from implied volatility
Qian Ding, Jianbai Huang, Jinyu Chen
| Year of publication: |
2021
|
|---|---|
| Authors: | Ding, Qian ; Huang, Jianbai ; Chen, Jinyu |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 102.2021, p. 1-14
|
| Subject: | Crude oil | Foreign exchange markets | Gold | Implied volatility | Risk spillovers | Time frequency | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Spillover-Effekt | Spillover effect | Welt | World | Erdöl | Petroleum | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105514 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013162177