Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets
Miklesh Prasad Yadav, Taimur Sharif, Shruti Ashok, Deepika Dhingra, Mohammad Zoynul Abedin
| Year of publication: |
2023
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|---|---|
| Authors: | Yadav, Miklesh Prasad ; Sharif, Taimur ; Ashok, Shruti ; Dhingra, Deepika ; Abedin, Mohammad Zoynul |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 65.2023, p. 1-16
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| Subject: | Spillover | Energy commodity | Chinese stock market | European stock market | Portfolio diversification | China | Volatilität | Volatility | Aktienmarkt | Stock market | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | Europa | Europe | Marktintegration | Market integration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.101948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434056