Work

Dynamic frequency connectedness between oil and natural gas volatilities

Year: 2019

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2019.04.008

Authors: Yuliya Lovcha, Alejandro Perez-Laborda

Institution: Universitat Rovira i Virgili

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministerio de Ciencia, Innovación y Universidades, European Regional Development Fund, Agencia Estatal de Investigación

Award: G7937419649

OpenAlex ID: W2938464183

FWCI: 15.93

Cites: 64

Cited by: 111

Related to: 10