Information spillovers and connectedness networks in the oil and gas markets
Qiang Ji, Jiang-Bo Geng, Aviral Kumar Tiwari
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Ji, Qiang ; Geng, Jiang-Bo ; Tiwari, Aviral Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 75.2018, p. 71-84
|
| Subject: | Connectedness | EEMD | Generalised variance decomposition | Information flow | Oil-gas relationship | Informationsverbreitung | Information dissemination | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Erdgasmarkt | Natural gas market | Information | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011973862