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Global energy markets connectedness: evidence from time–frequency domain

We examine the presence of dependence across 51 energy markets classified into different regions from Jan 2007 to June 2021. In order to examine the presence of dependence across different energy markets, we apply standard and threshold dependence measures proposed by Diebold and Yilmaz, Int J Forec...

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Detalles Bibliográficos
Autores principales: Rehman, Mobeen Ur, Naeem, Muhammad Abubakr, Ahmad, Nasir, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9745292/
https://www.ncbi.nlm.nih.gov/pubmed/36512274
http://dx.doi.org/10.1007/s11356-022-24612-2