Work

Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH

Year: 2020

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-019-09965-0

Authors: Indranil Ghosh, Manas K. Sanyal, R. K. Jana

Institutions: University of Calcutta, University of Kalyani, Indian Institute of Management Raipur

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: W2998515840

FWCI: 7.649

Cites: 49

Cited by: 58

Related to: 10