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The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework

Author:
Boqiang Lin
,
Jianglong Li
Year
: 2015
DOI: 10.1016/j.apenergy.2015.05.123
URI: http://libsearch.um.ac.ir:80/fum/handle/fum/2056455
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    The spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework

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contributor authorBoqiang Lin
contributor authorJianglong Li
date accessioned2020-03-15T20:44:26Z
date available2020-03-15T20:44:26Z
date issued2015
identifier otherMKVFft03gAL2WKSStMrlNrJtqfRWiptuGIi3rG4puK1Pb0t0QA.pdf
identifier urihttp://libsearch.um.ac.ir:80/fum/handle/fum/2056455?locale-attribute=en
formatgeneral
languageEnglish
titleThe spillover effects across natural gas and oil markets: Based on the VEC–MGARCH framework
typeJournal Paper
contenttypeFulltext
contenttypeFulltext
identifier padid14154547
identifier doi10.1016/j.apenergy.2015.05.123
journal titleApplied Energy
coverageAcademic
pages229-241
journal volume155
filesize501165
citations1
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