Macro determinants of volatility and volatility spillover in energy markets
Berna Karali; Octavio A. Ramirez
| Year of publication: |
2014
|
|---|---|
| Authors: | Karali, Berna ; Ramírez, Octavio A. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 46.2014, p. 413-421
|
| Subject: | Asymmetric shocks | Energy markets | GARCH | Oil | Spillover effects | Volatility | Volatilität | Spillover-Effekt | Spillover effect | Energiemarkt | Energy market | Schock | Shock | ARCH-Modell | ARCH model | Welt | World | Ölpreis | Oil price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011298963