Wordt geladen...

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

In this paper, we examine the relationship between the volatilities of the energy index, crude oil, gas prices, and financial assets (Gold, Bitcoin, and G7 stock indexes), especially during the coronavirus crisis. The study tests the presence of regime changes in the GARCH volatility dynamics of the...

Volledige beschrijving

Bewaard in:
Bibliografische gegevens
Gepubliceerd in:Eurasian Econ Rev
Hoofdauteurs: Ghorbel, Achraf, Jeribi, Ahmed
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: Springer International Publishing 2021
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC8294314/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s40822-021-00181-6
Tags: Voeg label toe
Geen labels, Wees de eerste die dit record labelt!