Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Analytics, 3,2, S. 194-220
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Flüchtigkeit
Spill-over-Effekt
Energiekosten
Handelsware
- Ereignis
-
Veröffentlichung
- (wo)
-
Berlin
- (wer)
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Hochschule für Technik und Wirtschaft Berlin
- (wann)
-
2024
- Urheber
-
Paientko, Tetiana
Amakude, Stanley
- Beteiligte Personen und Organisationen
-
Aguilar-Ruiz, Jesus S.
- DOI
-
10.3390/analytics3020011
- URN
-
urn:nbn:de:kobv:523-18367
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:51 MEZ
Datenpartner
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Beteiligte
- Paientko, Tetiana
- Amakude, Stanley
- Aguilar-Ruiz, Jesus S.
- Hochschule für Technik und Wirtschaft Berlin
Entstanden
- 2024
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