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...
Tallennettuna:
| Päätekijät: | , , |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
MDPI AG
2025-06-01
|
| Sarja: | Energies |
| Aiheet: | |
| Linkit: | https://www.mdpi.com/1996-1073/18/12/3204 |
| Tagit: |
Ei tageja, Lisää ensimmäinen tagi!
|