Work

Volatility spillover among prices of crude oil, natural gas, exchange rate, gold, and stock market: Fresh evidence from exponential generalized autoregressive conditional heteroscedastic model analysis

Year: 2021

Type: article

Source: Journal of Public Affairs

DOI: 10.1002/pa.2594

Authors: Suresh Kumar, Gurcharan Singh, Ankit Kumar

Institution: Punjabi University

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: W3127037858

FWCI: 1.962

Cites: 95

Cited by: 24

Related to: 10