Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach
This study investigates risk transmission in the US energy instrument market to determine if certain factors, such as crude oil and natural gas, influence this market and whether stock or energy investment portfolios track their behavior. To investigate volatility spillover, the VAR-based connectedn...
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| Autori principali: | , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2024-11-01
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| Serie: | Energies |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/1996-1073/17/23/5929 |
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