Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling

Artikel › Journalartikel › 2024

Zitation

Paientko, Tetiana; Amakude, Stanley: Interconnected Markets: Unveiling Volatility Spillovers in Commodities and Energy Markets through BEKK-GARCH Modelling. In: Analytics 3(2). (2024), S. 194-220.

DOI / URN

https://doi.org/10.3390/analytics3020011

Link

https://doi.org/10.3390/analytics3020011

Sprache

Englisch

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BibTeX / RIS