Work

Volatility Spillovers Across Petroleum Markets

Year: 2014

Type: article

Source: The Energy Journal

DOI: 10.2139/ssrn.2600204

Authors: Jozef Barunik, Evzen Kocenda, Lukas Vacha

Institutions: Charles University, Czech Academy of Sciences, Institute of Information Theory and Automation, Czech Academy of Sciences, University of Regensburg

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Grantová Agentura České Republiky

Award: Dynamic correlations and financial market risk

OpenAlex ID: W4248224756

FWCI: 6.003

Cites: 62

Cited by: 52

Related to: 10