Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Year of publication: |
May 2018
|
---|---|
Authors: | Chang, Chia-Lin ; McAleer, Michael ; Wang, Yu-Ann |
Publisher: |
Amsterdam, The Netherlands : Tinbergen Institute |
Subject: | Renewable Energy | Latent Volatility | Granger Causality | Co-volatility Spillovers | Solar | Wind | Water | Nuclear Power | Volatilität | Volatility | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Erneuerbare Energie | Renewable energy | Kernenergie | Nuclear energy | Sonnenenergie | Solar energy | Förderung erneuerbarer Energien | Renewable energy policy | ARCH-Modell | ARCH model | Windenergie | Wind energy |
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