The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach - Concepedia

Concepedia

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The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach

22

Citations

32

References

2021

Year

Ehsan Bagheri, Seyed Babak Ebrahimi, Arman Mohammadi, Mahsa Miri, Stelios Bekiros

Computational Economics

EconomicsVolatility ModelingFinancial EconomicsAsset PricingFinanceInternational FinanceEnergy FuturesFinancial Time Series AnalysisBusinessGlobal Financial MarketsEnergy DerivativeTime Series Econometrics

References

	Year	Citations

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