Volatility spillover among prices of crude oil, natural gas, exchange rate, gold, and stock market: Fresh evidence from exponential generalized autoregressive conditional heteroscedastic model analysis
Author:
Affiliation:
1. School of Management Studies Punjabi University Patiala Patiala India
Publisher
Wiley
Subject
Political Science and International Relations,Public Administration
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/pa.2594
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4. Energy, precious metals, and GCC stock markets: Is there any risk spillover?;Al‐Yahyaee K. H.;Pacific‐Basin Finance Journal,2019
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