Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Thobekile Qabhobho, Anokye M. Adam, Anthony Adu-Asare Idun, Emmanuel Asafo-Adjei, Ebenezer Boateng
| Year of publication: |
2023
|
|---|---|
| Authors: | Qabhobho, Thobekile ; Adam, Anokye M. ; Idun, Anthony Adu Asare ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 2, p. 272-283
|
| Subject: | Time-varying | Heterogeneity | Volatility spillover | Adaptive market hypothesis | Energy commodities | Volatilität | Volatility | Wechselkurs | Exchange rate | Welt | World | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.13846 [DOI] hdl:11159/630194 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014365714