The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach
Ehsan Bagheri, Seyed Babak Ebrahimi, Arman Mohammadi, Mahsa Miri, Stelios Bekiros
| Year of publication: |
2022
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|---|---|
| Authors: | Bagheri, Ehsan ; Ebrahimi, Seyed Babak ; Mohammadi, Arman ; Miri, Mahsa ; Bekiros, Stelios |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 59.2022, 3, p. 1087-1111
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| Subject: | Frequency connectedness | Financial markets | Energy futures markets | Financial econometrics | Volatilität | Volatility | Finanzmarkt | Financial market | Rohstoffderivat | Commodity derivative | Welt | World | Internationaler Finanzmarkt | International financial market | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10120-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013169223