Price Volatility Spillovers in Energy Supply Chains: Empirical Evidence from China
Based on the theoretical framework of Multivariate Stochastic Volatility (MSV), this paper combines the Dynamic Generalized Correlation (DGC) model with the t-distribution, establishes the DGC-t-MSV model, and employs the Markov Chain Monte Carlo (MCMC) algorithm based on the Bayesian principle for...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
MDPI AG
2025-06-01
|
| Colección: | Energies |
| Materias: | |
| Acceso en línea: | https://www.mdpi.com/1996-1073/18/12/3204 |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|