On the risk spillover across the oil market, stock market, and the oil related CDS sectors : a volatility impulse response approach
Mehmet Balcilar, Shawkat Hammoudeh, Elif Akay Toparli
| Year of publication: |
August 2018
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| Authors: | Balcilar, Mehmet ; Hammoudeh, Shawkat ; Toparli, Elif Akay |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 813-827
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| Subject: | Risk | Sectoral CDS | VIX | MOVE | SMOVE | Volatility impulse response | Volatilität | Volatility | Kreditderivat | Credit derivative | Ölmarkt | Oil market | Schock | Shock | Ölpreis | Oil price | Aktienmarkt | Stock market | Welt | World | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.07.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972977