Author:
Papież Monika,Rubaszek Michał,Szafranek Karol,Śmiech Sławomir
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference67 articles.
1. Next, Table 3 presents the correlation coefficients, which help to gauge the contemporaneous relationship between the markets. It shows that the links among the NBP, TTF and NCG are strong for both the return and volatility series;V V Pedersen;Rev. Financ. Stud,2013
2. The volatility connectedness of the EU carbon market with commodity and financial markets in time-and frequency-domain: The role of the U.S. economic policy uncertainty;O B Adekoya;Resour. Policy,2021
3. CoVaR
4. Range-Based Estimation of Stochastic Volatility Models;S Alizadeh;J. Finance,2002
5. Oil shocks and stock market: Revisiting the dynamics;B Anand;Energy Econ,2021