Volatility spillovers during market supply shocks: The case of negative oil prices-Reference-Cited by-同舟云学术

Volatility spillovers during market supply shocks: The case of negative oil prices

Published:2021-12 Issue: Volume:74 Page:102357
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Corbet Shaen^ORCID,Hou Yang (Greg),Hu Yang,Oxley Les

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference60 articles.

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3. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

4. Oil volatility, oil and gas firms and portfolio diversification;Antonakakis;Energy Econ.,2018

5. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression;Antonakakis;Int. Rev. Financ. Anal.,2019

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