Multivariate stochastic volatility for herding detection : evidence from the energy sector

Mike G. Tsionas, Dionisis Philippas, Nikolaos Philippas

Year of publication:	2022
Authors:	Tsionas, Efthymios G. ; Philippas, Dionisis ; Philippas, Nikolaos
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 109.2022, p. 1-17
Subject:	Early-warning mechanism \| Energy sector \| Herding \| Oil prices \| Stochastic volatility \| Energiewirtschaft \| Volatilität \| Volatility \| Ölpreis \| Oil price \| Herdenverhalten \| Stochastischer Prozess \| Stochastic process

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10013283765

A service of the