Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19

This study combined time-varying parameter vector autoregression (TVP-VAR) and a spillover index model to analyze the static, total, and net spillover effects of energy and stock markets before and after the COVID-19 outbreak. A network method was also used to depict structural changes more intuitiv...

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Detalles Bibliográficos
Autores principales: Zhang, Hua, Chen, Jinyu, Shao, Liuguo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Published by Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759835/
https://www.ncbi.nlm.nih.gov/pubmed/36570866
http://dx.doi.org/10.1016/j.irfa.2021.101828

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759835/
https://www.ncbi.nlm.nih.gov/pubmed/36570866
http://dx.doi.org/10.1016/j.irfa.2021.101828

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