Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
Hua Zhang, Jinyu Chen, Liuguo Shao
| Year of publication: |
2021
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|---|---|
| Authors: | Zhang, Hua ; Chen, Jinyu ; Shao, Liuguo |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 77.2021, p. 1-13
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| Subject: | COVID-19 | Hedge ability | Network analysis | Spillover effects | TVP-DY model | Spillover-Effekt | Spillover effect | Coronavirus | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101828 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012805959