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The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets
Szafranek, Karol; Rubaszek, Michał; Uddin, Mohammed … - In: Energy economics 137 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015181817
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Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Rubaszek, Michał; Szafranek, Karol - 2022
Persistent link: https://www.econbiz.de/10013474299
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Inflation returns : revisiting the role of external and domestic shocks with Bayesian structural VAR
Szafranek, Karol; Szafrański, Grzegorz; … - 2023
Persistent link: https://www.econbiz.de/10014294822
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Have European natural gas prices decoupled from crude oil prices? : evidence from TVP-VAR analysis
Szafranek, Karol; Rubaszek, Michał - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 3, pp. 507-530
Persistent link: https://www.econbiz.de/10014632039