Dynamic volatility spillovers and frequency-based connectedness in global crude oil markets: Evidence from a TVP-VAR-FC approach
Year: 2026
Type: article
Source: Investment Analysts Journal
Authors: Hadi Esmaeilpour Moghadam, Arezou Karami
Institution: Ferdowsi University of Mashhad
Language: English
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed
OpenAlex ID: W7224945637