Dynamic volatility transfer in the European oil and gas industry

Huszár, Zsuzsa Réka ORCID: https://orcid.org/0000-0002-4325-5295, Kotró, Balázs Bence and Tan, Ruth S.K. (2023) Dynamic volatility transfer in the European oil and gas industry. Energy Economics, 127 . DOI https://doi.org/10.1016/j.eneco.2023.107052

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Official URL: https://doi.org/10.1016/j.eneco.2023.107052

Item Type:

Article

Uncontrolled Keywords:

connectedness, energy markets, Europe, oil and natural gas, volatility spillover

JEL classification:

C32 - Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
G01 - Financial Crises
G15 - International Financial Markets
Q02 - Commodity Markets
Q41 - Energy: Demand and Supply; Prices

Divisions:

Corvinus Doctoral Schools
Institute of Finance

Subjects:

Energy economy

DOI:

https://doi.org/10.1016/j.eneco.2023.107052

ID Code:

9394

Deposited By:

MTMT SWORD

Deposited On:

20 Oct 2023 11:10