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  • Search: subject:"Volatility leverage effect"
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ARCH model 1 ARCH-Modell 1 Commodity derivative 1 Crude oil futures 1 Erdöl 1 Geopolitical risk 1 Oil price 1 Petroleum 1 Rohstoffderivat 1 Spillover effect 1 Spillover-Effekt 1 Volatility 1 Volatility leverage effect 1 Volatility spillover effect 1 Volatilität 1 Welt 1 World 1 Ölpreis 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Pan, Qunxing 1 Sun, Yujia 1
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Finance research letters 1
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Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict
Pan, Qunxing; Sun, Yujia - In: Finance research letters 58 (2023) 2, pp. 1-9
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