Volatility contagion between crude oil and G7 stock markets in the light of trade wars and COVID-19 : a TVP-VAR extended joint connectedness approach
Ioannis Chatziantoniou, Christos Floros, and David Gabauer
| Year of publication: |
2022
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| Authors: | Chatziantoniou, Ioannis ; Floros, Christos ; Gabauer, David |
| Published in: |
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment. - Cham : Springer International Publishing, ISBN 978-3-030-92957-2. - 2022, p. 145-168
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| Subject: | COVID-19 | Crude oil | G7 stock markets | Trade wars | TVP-VAR extended joint connectedness | Volatility contagion | Volatilität | Volatility | Coronavirus | Aktienmarkt | Stock market | Welt | World | Ölpreis | Oil price | Handelskonflikt | Trade dispute | Börsenkurs | Share price | Preiskonvergenz | Price convergence |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-030-92957-2_6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013283200