Work

Regime-dependent connectedness in European natural gas markets: evidence from quantile VAR analysis

Year: 2026

Type: article

Source: Studies in Economics and Finance

DOI: 10.1108/sef-07-2025-0530

Authors: Mariem Brahim, Walid Mensi, Amine Ben Amar, Sanghoon Kang

Institutions: Paris School of Business, Sultan Qaboos University, Pusan National University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Research Foundation of Korea

Award: G161260387

OpenAlex ID: W7160662905

FWCI: 7.15

Cites: 72

Cited by: 1

Related to: