Feedback spillover dynamics of crude oil and global assets indicators : a system-wide network perspective
Year of publication: |
2019
|
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Authors: | Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 321-335
|
Subject: | Bonds | Commodity | Connectedness | Crude oil | Currency | Equity | Generalized error variance decomposition | Network | Spillover | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Welt | World | Erdöl | Petroleum | Ölpreis | Oil price | Dekompositionsverfahren | Decomposition method |
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