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...
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| Principais autores: | , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
MDPI AG
2025-06-01
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| Serija: | Energies |
| Teme: | |
| Online dostop: | https://www.mdpi.com/1996-1073/18/12/3204 |
| Oznake: |
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