Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Jing Hao, Feng He, Feng Ma, Tong Fu
| Year of publication: |
2023
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|---|---|
| Authors: | Hao, Jing ; He, Feng ; Ma, Feng ; Fu, Tong |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 6, p. 771-791
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| Subject: | asymmetric spillover | crude oil | overnight trading | volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | Ölpreis | Oil price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22410 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014293226