Dynamic volatility among fossil energy, clean energy and major assets : evidence from the novel DCC-GARCH
Oktay Ozkan, Salah Abosedra, Arshian Sharif, Andrew Adewale Alola
| Year of publication: |
2024
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|---|---|
| Authors: | Ozkan, Oktay ; Abosedra, Salah ; Arshian Sharif ; Alola, Andrew Adewale |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 57.2024, 3, Art.-No. 98, p. 1-19
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| Subject: | DCC-GARCH | Dynamic volatility connectedness | Energy assets | Financial assets | Gold | Standard and Poor's 500 | Volatilität | Volatility | Fossile Energie | Fossil fuel | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-024-09696-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045133