How do normalization schemes affect net spillovers? : a replication of the Diebold and Yilmaz (2012) study

Francesco Giuseppe Caloia, Andrea Cipollini, Silvia Muzzioli

Year of publication:	2019
Authors:	Caloia, Francesco Giuseppe ; Cipollini, Andrea ; Muzzioli, Silvia
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 84.2019, p. 1-13
Subject:	Causality \| Generalized forecast error variance decomposition \| Normalization schemes \| Simulation \| Spillover \| Vector autoregression models \| VAR-Modell \| VAR model \| Spillover-Effekt \| Spillover effect \| Prognoseverfahren \| Forecasting model \| Dekompositionsverfahren \| Decomposition method \| Theorie \| Theory \| Schock \| Shock \| Kausalanalyse \| Causality analysis

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