Volatility spillovers between oil and financial markets during economic and financial crises : a dynamic approach
Javier Sánchez García, Salvador Cruz Rambaud
| Year of publication: |
2023
|
|---|---|
| Authors: | Sánchez-García, Javier ; Cruz Rambaud, Salvador |
| Subject: | COVID-19 pandemic | Forecasting and simulation | GARCH models | International oil markets | Price volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Welt | World | Coronavirus | Finanzmarkt | Financial market | Ölpreis | Oil price | Ölmarkt | Oil market | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | Börsenkurs | Share price | Simulation | Finanzkrise | Financial crisis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-023-09634-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014448599