Regime changes and extreme risk spillovers of INE crude oil futures
Min Liu, Xu Yang and Chien-Chiang Lee
| Year of publication: |
2025
|
|---|---|
| Authors: | Liu, Min ; Yang, Xu ; Lee, Chien-Chiang |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 37, p. 5647-5660
|
| Subject: | extreme risk spillovers | INE crude oil futures | regime changes | TVP-VAR | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ölpreis | Oil price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2364944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015443339