Exploring the interconnectedness of China's new energy and stock markets : a study on volatility spillovers and dynamic correlations
Guangchen Li, Z.Y. Shen, Malin Song, Weixian Wei
| Year of publication: |
2024
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|---|---|
| Authors: | Li, Guangchen ; Shen, Z. Y. ; Song, Malin ; Wei, Weixian |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 471-484
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| Subject: | COVID-19 | Dynamic correlations | Financial crisis | New energy | Volatility spillovers | Volatilität | Volatility | China | Finanzkrise | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Coronavirus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446780