Dynamic volatility transfer in the European oil and gas industry

Huszár, Zsuzsa Réka ORCID:, Kotró, Balázs Bence and Tan, Ruth S.K. (2023) Dynamic volatility transfer in the European oil and gas industry. Energy Economics, 127 . DOI

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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
ID Code:9394
Deposited By: MTMT SWORD
Deposited On:20 Oct 2023 11:10
Last Modified:20 Oct 2023 11:10

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