Work

Volatility transmission and volatility impulse response functions in crude oil markets

Year: 2012

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2012.03.003

Authors: Xiaoye Jin, Sharon Xiaowen Lin, Michael Tamvakis

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2081378407

FWCI: 11.79

Cites: 42

Cited by: 64

Related to: 10