The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models
Wei Peng
| Year of publication: |
2023
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|---|---|
| Authors: | Peng, Wei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 86.2023, p. 616-625
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| Subject: | Natural gas price | Oil price | Overnight risk | Ölpreis | Preis | Price | Erdgas | Natural gas | Gaspreis | Gas price | Wechselkurs | Exchange rate | Erdgasmarkt | Natural gas market | Risiko | Risk | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.03.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434414