The relationship between energy and equity markets : evidence from volatility impulse response functions
Eric Olson; Andrew J. Vivian; Mark E. Wohar
| Year of publication: |
2014
|
|---|---|
| Authors: | Olson, Eric ; Vivian, Andrew J. ; Wohar, Mark E. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 297-305
|
| Subject: | Commodity forward curves | Multivariate GARCH | Hierarchical Archimedean copula | Value-at-risk | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Rohstoffderivat | Commodity derivative | Theorie | Theory | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010504812