Time-varying linkages between energy and stock markets : dynamic spillovers and driving factors
Huiqun Feng, Jun Zhang, Na Guo
| Year of publication: |
2023
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|---|---|
| Authors: | Feng, Huiqun ; Zhang, Jun ; Guo, Na |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-16
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| Subject: | Dynamic spillovers | Energy market | Stock market | TVP-VAR | Spillover-Effekt | Spillover effect | Aktienmarkt | Energiemarkt | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102714 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014464821