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
|
|---|---|
| Authors: | Bagheri, Ehsan ; Ebrahimi, Seyed Babak ; Mohammadi, Arman ; Miri, Mahsa ; Bekiros, Stelios |
| 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://ebvufind01.dmz1.zbw.eu/10013169223