Volatility transmission and volatility impulse response functions in crude oil markets
| Year of publication: |
2012
|
|---|---|
| Authors: | Jin, Xiaoye ; Xiaowen Lin, Sharon ; Tamvakis, Michael |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 6, p. 2125-2135
|