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Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market

Volatility is a common phenomenon in the energy market, but COVID-19 has cast a dark shadow over this characteristic. In light of this observation, individuals might have an incorrect impression of the impact of this shock on the energy markets. By applying a time-varying parameter vector autoregres...

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Detalles Bibliográficos
Autor principal: Ha, Le Thanh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9444895/
https://www.ncbi.nlm.nih.gov/pubmed/36092850
http://dx.doi.org/10.1016/j.resourpol.2022.102921