Extant linkages between Shanghai crude oil and US energy futures : insights from spillovers of higher-order moments
Ameet Kumar Banerjee, Andreia Dionisio, Ahmet Sensoy, John W. Goodell
| Year of publication: |
2024
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|---|---|
| Authors: | Banerjee, Ameet Kumar ; Dionísio, Andreia Teixeira Marques ; Sensoy, Ahmet ; Goodell, John W. |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 136.2024, Art.-No. 107683, p. 1-19
|
| Subject: | Energy futures | Mutual information | Risk management | Shanghai international energy exchange | TVP-VAR | Shanghai | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Ölmarkt | Oil market | Volatilität | Volatility | Risikomanagement | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107683 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046904