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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Ltd.
2022
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| 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 |