Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
Year of publication: |
2018
|
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Authors: | Chang, Chia-Lin |
Other Persons: | McAleer, Michael (contributor) ; Wang, Yu-Ann (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kausalanalyse | Causality analysis | Erneuerbare Energie | Renewable energy | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Ölpreis | Oil price | Erdöl | Petroleum |
Extent: | 1 Online-Ressource (57 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3184772 [DOI] |
Classification: | C32 - Time-Series Models ; c58 ; G12 - Asset Pricing ; G15 - International Financial Markets ; Q42 - Alternative Energy Sources |
Source: | ECONIS - Online Catalogue of the ZBW |
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