On the interdependence of natural gas and stock markets under structural breaks
Walid M.A. Ahmed
| Year of publication: |
2018
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|---|---|
| Authors: | Ahmed, Walid M. A. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 67.2018, p. 149-161
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| Subject: | Causality-in-mean | Causality-in-variance | Cross-correlation functions | Natural gas market | Qatar Exchange | Volatility breaks | Volatilität | Volatility | Erdgasmarkt | Strukturbruch | Structural break | Aktienmarkt | Stock market | Erdgas | Natural gas | Katar | Qatar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2017.06.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034446